Algorithms / Portfolio
All three · one accountValmont Portfolio
NQ Intraday, Gold Swing and Gold Intraday running together on one $100,000 account, each trade risking 1%. Two markets and two styles in one package.
+195.5%Net return, 5 years
−19.3%Max drawdown
1.58Sharpe
2.44Sortino
1.26Calmar
1.29Profit factor
Backtest, net of estimated commissions and slippage. Hypothetical performance has inherent limitations. $100,000 account, 1% risk per trade, Oct 2021 – Oct 2026.
Account balance, $100,000 startOct 2021 – Oct 2026
Drawdown from the last highworst −19.3%
NQ Intraday Algo
Profit contributed
$86,685
Gold Swing Algo
Profit contributed
$69,321
Gold Intraday Algo
Profit contributed
$39,465
Returns
- Total return
- +195.5%
- Per year (CAGR)
- +24.2%
- Net profit
- $195,471
- Best month
- +10.6%
- Worst month
- −8.9%
- Positive months
- 63%
Risk
- Max drawdown
- −19.3%
- Max drawdown ($)
- −$25,925
- Average drawdown
- −4.9%
- Longest drawdown
- 451 days
- Volatility (yearly)
- 11.6%
- Worst day
- −3.0%
Ratios
- Sharpe
- 1.58
- Sortino
- 2.44
- Calmar
- 1.26
- Recovery factor
- 7.54
- Profit factor
- 1.29
- Payoff (win ÷ loss)
- 1.10
Trades
- Trades
- 1,401
- Trades per year
- 280
- Win rate
- 53.9%
- Average win
- $1,143
- Average loss
- −$1,035
- Longest losing streak
- 9 trades
Year by year.
| Algorithm | 2021* | 2022 | 2023 | 2024 | 2025 | 2026* |
|---|---|---|---|---|---|---|
| Valmont Portfolio | +2.7% | +30.4% | −8.0% | +46.1% | +38.2% | +18.7% |
| NQ Intraday Algo | +6.0% | +8.7% | +3.5% | +15.1% | +11.8% | +6.7% |
| Gold Swing Algo | −0.4% | +5.4% | +1.5% | +16.5% | +15.9% | +1.9% |
| Gold Intraday Algo | −2.7% | +12.1% | −11.8% | +9.3% | +5.3% | +5.6% |
* 2021 covers Oct–Dec, 2026 covers Jan–Oct. Backtest, net of estimated commissions and slippage. Hypothetical performance has inherent limitations.
Month by month.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | +1.5% | +0.3% | ||||||||||
| 2022 | −5.7% | +1.1% | +4.6% | +1.4% | +3.9% | −4.3% | +5.6% | +5.0% | +2.2% | +7.3% | −0.1% | +6.6% |
| 2023 | −3.5% | −8.9% | −0.8% | +3.4% | −0.3% | −2.2% | +0.1% | −3.5% | −3.0% | +4.8% | +8.2% | −1.7% |
| 2024 | +3.5% | +1.3% | +6.3% | +9.1% | +3.6% | +5.2% | −0.8% | +6.3% | −1.2% | −4.6% | +4.9% | +5.7% |
| 2025 | −2.1% | +3.9% | +7.0% | +0.7% | +10.6% | −4.0% | −2.2% | +1.5% | +9.1% | +9.2% | +1.2% | −0.8% |
| 2026 | +10.0% | +0.3% | +0.6% | +6.9% | +2.3% | −0.1% | −2.0% | −2.6% | +3.2% | −0.6% |
At a glance.
- StyleIntraday and swing
- MarketsNasdaq-100 futures and gold futures
- ContractsNQ / MNQ and GC / MGC
- PlatformsNinjaTrader 8, MultiCharts, MetaTrader 5, Local API
After you buy.
- Message usThe chat opens with your order written out.
- PayWe agree payment in the chat; you pay us directly.
- SetupWe install it on your VPS on a call with you.
- TutorialWe send the password to your platform's tutorial.
- MaintenanceUpdates, contract rolls and fixes, ongoing.