The month of August is almost over and it is time to review the top performing strategies of 2023 thus far. With the Nasdaq riding a bullish wave this year, traders everywhere are eager to understand which tactics are leading the pack. It's not just about the bullish plays, though. In our top 10, you'll find a mix of day trading bursts and longer swing strategies, some exclusively riding the upward trend, while others cleverly navigating both ups and downs. So, without further ado, let's uncover the standout strategies of the year.

To assess the top-performing strategies of 2023, we analyzed each system's year-to-date performance, spanning from January 1, 2023, to the present. For consistency in comparison, we standardized our tests by assuming that each strategy traded a single NQ contract at all times. Furthermore, we incorporated a commission of $1.5 per contract and factored in 2 ticks of slippage for every trade. A crucial metric we evaluated was the Calmar ratio, computed by dividing the net profit of 2023 by the maximum drawdown for the same period.

Here's a rundown of the top 10 standout performers of 2023 up to this point.

**Gandalf**

Gandalf is a long-only swing trading strategy that is based on the daily NQ candles. The strategy was originally developed by a team of researchers in August 2017. I have adapted the strategy to trade NQ contracts early 2023.

Gandalf had generated $84.4K in net profit while keeping the max drawdown at $10K. Its running Calmar ratio is 8.5 and profit factor is 10.7.

*Gandalf, NQ 1d - Swing Trading Strategy*

**Rigel**

Rigel is a long-only swing trading strategy, which uses a combination of the Volume-Price Negative (VPN) indicator and the Relative Strength Index (RSI) to make its trading decisions. The VPN calculation considers the average volume over a certain length and a critical value threshold. When the VPN crosses above the critical value, while the volume is greater than its 50-period average and the RSI is below its predefined level, a buy signal is triggered.

The strategy has generated $72.7K in net profit with the max drawdown at $13.6K. Its running Calmar ratio is 5.3 and the profit factor is 6.

*Rigel, NQ 45min - Long Swing Trading Strategy*

**Venus**

Venus is a long-short swing trading strategy. Operating on a 45-minute time frame, this strategy leverages both simple moving averages (SMA) and exponential moving averages (EMA) to determine trade entries and exits. For long trade setups, the strategy examines three SMA lengths (fast, medium, slow) and three EMA lengths (fast, medium, short). If the fast SMA is below its value two bars prior, the slow SMA is below its value three bars ago, the fast EMA is above its value two bars before, and the medium EMA is below its value five bars prior, a buy condition is triggered. For short trades, the strategy focuses on one slow EMA length and checks for a combination of conditions involving the current close price, the medium SMA, the short EMA, and the slow EMA for shorts. Once conditions meet predefined criteria, the strategy executes trade entries with an associated stop loss based on a specified percentage to manage risk.

The strategy has generated $71.9K in net profit while keeping the max drawdown at $16.1K. Its running Calmar ratio is 4.46 and profit factor is 3.1

*Venus, NQ 45min, Long-Short Swing Strategy*

**Saturn**

Saturn is the long-only swing trading strategy that incorporates volatility measurement (Vol Switch) to categorize market states into "Ranging" and "Trending." Within a ranging market, trades are initiated based on RSI crossovers, while in a trending market, they are based on SMA crossovers. The strategy has predefined stop loss and take profit percentages to manage risk, ensuring positions are closed either at a profit target or a loss limit.

The strategy has generated $71.5K in net profit while keeping the max drawdown at $11.6K. Its running Calmar ratio is 6.2 and profit factor is 2.9

*Saturn, NQ 2hr, Long-only Swing Strategy*

**Mercury**

Mercury 5min is a long-short day trading strategy, which evaluates trading directions (Long, Short, or Both) for each weekday. Three key indicators guide the entry conditions: EMA (Exponential Moving Average), RSI (Relative Strength Index), and VWAP (Volume Weighted Average Price). The strategy enters a long position when the closing price is above both the long EMA and VWAP, coupled with an RSI indicating overbought conditions, and vice versa for short positions. Additionally, the strategy has specific conditions for stop loss, take profit, and will exit trades either based on these or when the price crosses the VWAP. All positions are also closed at the end of the session if that setting is enabled.

The strategy has generated $70.6K in net profit while keeping the max drawdown at $5.3K. Its running Calmar ratio is 13.3 and profit factor is 1.9.

*Mercury, NQ 5min - Long-Short Day Trading Strategy*

**Altair**

Altair is a 5min NQ long-short day trading strategy which uses various technical indicators such as EMA, TRIX, and VWAP to generate entry and exit signals for trades. The strategy's logic accommodates session timeframes, repainting settings, and trading side selection, ensuring trades only happen when conditions are met and avoiding trades outside of specified sessions.

The strategy has generated $68.5K in net profit while keeping the max drawdown at $13.9K. Its running Calmar ratio is 4.9 and profit factor is 1.5.

*Altair, NQ 5min, Long-Short Day Trading Strategy*

**Gemini**

Gemini is a 5min NQ long-only day trading strategy, which features conditions based on the VWAP, EMA, and the Bollinger Bands to decide on trade entries. It then computes potential exit conditions based on specific criteria, such as the difference between an upper band and the close price. The strategy also allows for the implementation of a trailing stop mechanism, which can be based either on a specific percentage or the ATR (Average True Range). There's also an option to use take profit and stop-loss percentages to automate exits. If trades are still open at the end of the defined trading session, there's a feature to close all open trades.

The strategy has generated $60K in net profit while keeping the max drawdown at $8.4K. Its running Calmar ratio is 7.1 and profit factor is 1.6.

*Gemini, NQ 5min - Day Trading Strategy*

**Taurus**

Taurus is a long-only day trading strategy, which utilizes a number of moving averages to time its entires. It also incorporates a trailing stop of 0.5%.

The strategy has generated $58.7K in net profit while keeping the max drawdown at $4.7K. Its running Calmar ratio is 12.5 and profit factor is 2.1.

*Taurus, NQ 3min - Day / Swing Trading Strategy*

**Scorpio**

Scorpio is a long-only swing strategy which is tailored for a 3-hour trading interval with a focus on dual long setups. For Long1, the strategy triggers a buy order when the close price surpasses a set moving average (MA) but remains below a shorter-term exponential moving average (EMA). Alternatively, for Long2, a buy order is executed when the close price is below one MA, between another longer-term EMA and a shorter-term EMA. Both setups have specific exit conditions, either based on achieving a stop-loss percentage or, optionally, when the close price is lower than the previous bar's low for Long1 and vice versa for Long2.

The strategy has generated $57K in net profit while keeping the max drawdown at $18.7K. Its running Calmar ratio is 3 and profit factor is 3.9.

*Scorpio, NQ 3h, Long-only Swing Strategy*

**Neptune**

Neptune is a long-short swing trading strategy that is based on the bullish and bearish divergences. This strategy makes use of the Relative Strength Index (RSI) and an Exponential Moving Average (EMA) to determine its trading conditions. For long trades, it first identifies potential bullish divergences by analyzing the RSI in conjunction with price lows over a predefined period. When the RSI is in an oversold condition and the price forms a higher low than the previous low (while the RSI registers a lower value than before), it triggers a bullish divergence. The strategy then checks if the closing price is above the EMA value, further confirming the bullish setup. Upon a valid setup, the strategy initiates a long position. Protective measures include a predefined stop loss and take profit based on set percentages to manage the risk and lock in profits. Conversely, for short trades, it looks for bearish divergences by evaluating the RSI relative to price highs.

The strategy has generated $54.2K in net profit while keeping the max drawdown at $9.5K. Its running Calmar ratio is 5.7 and profit factor is 3.

*Neptune, NQ 15min - Long-Short Swing Trading Strategy*

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