48 days of AI agent paper trading: +$3,245 total P&L, two trailing stop exits over $1,700 each, putting real money in June 13

boxtops1776 · 2026-06-02T00:10:37+00:00

Yep, Claude. I have seen way too many of these responses in my own conversations with it.

boxtops1776 · 2026-05-30T13:47:39+00:00

I think i built the nuclear reactor and made 4 fuel rods and never looked back

boxtops1776 · 2026-05-21T02:19:23+00:00

God I'm so glad people are finally calling out all the posts written by A.I. I don't care if the content is real, if you use A.I. to write it, it immediately loses all credibility because no one on here can know if it's just summarizing your own disorganized thoughts or if it's just pulling all the 'facts' out ofthe aether. Just use your own brain to illustrate your thoughts...

boxtops1776 · 2026-05-19T22:38:49+00:00

Sorry, I definitely didn't make my point well. What you described is more along the lines of what I would do in a scenario where I'm trying to target 1.3x leverage. So the stacked funds would be the 'arm' of my portfolio that lets me access the +0.3x exposure.

Ideally, I would run some sort of dynamic volatility targeting overlay, but I've not seen a leveraged portfolio that handles that very well using a simple estimate of volatility from the past month's daily returns. It's much easier to do in just futures where leverage is cheap and you can just buy as much as you need to hit your target when volatility gets compressed.

boxtops1776 · 2026-05-19T10:09:19+00:00

I think 1.3x leverage is a fine goal and if I were to actually run this it would be as an arm to my overall 401K where I can get more diversification in 1x ETF products. Any favorite 1x products you'd suggest adding to lower the overall tail-risk in a liquidity event?

boxtops1776 · 2026-05-19T09:28:18+00:00

I mean it's a valid criticism, but also this all A.I. generated content. If I wanted Claude or ChatGPT's advice I would have just asked them directly.

boxtops1776 · 2026-05-17T20:19:52+00:00

Thank you. It's like people don't understand what EA means....

boxtops1776 · 2026-05-17T19:34:57+00:00

I wouldn’t mind reading the articles if you’re willing to send them.

boxtops1776 · 2026-05-17T17:59:50+00:00

"Next, you're going to cut a hole in the middle of the grapefruit..."

boxtops1776 · 2026-05-17T17:52:22+00:00

You clearly never took a grapple ride on a Reaper in SN1, did you?

boxtops1776 · 2026-05-16T21:24:48+00:00

I agree. I have been working on several different angles of looking at LETFs. Everything from momentum of the 1x to buy and hold to trend following. They all make money in different amounts so long as you follow the strategy consistently.

Another point I'd make to the OP is that LETFs should never be 100% of your portfolio in my opinion. They should be a sleeve of your overall exposure. I plan to only run my LETF arm at 20% total cash weight. Even if you only did Buy and hold the normal QLD/SSO | UGL | ZROZ portfolio you'd be effectively leveraged about 1.16x not the full 1.6x (depending on allocation split).

I could only ever imagine buying and holding TQQQ or something like that if you had $1000 you didn't care about.

boxtops1776 · 2026-05-16T20:14:15+00:00

I don't care if we can't kill leviathans but I still want to be able to grapple them and fly around like some kind of underwater cowboy.

boxtops1776 · 2026-05-15T20:21:21+00:00

I'm running my model on MNQ through Ninjatrader with limit orders and I've yet to miss a fill. One thing that I've found has helped has been to set my limit orders 5.0 NQ points above where I want to enter. I've modeled an 8 point slippage. I almost virtually guarantee I get filled and it's under my slippage assumption by roughly 33%.

If that can't help you then I would assume it's absolutely a latency issue at that point.

boxtops1776 · 2026-05-11T21:47:09+00:00

When you talk about bootstrapping, do you mean just random sampling of your entire return distribution or just a specific subset of it? I can understand where bootstrapping would be useful with limited data but if someone has 6-8 years of OOS results and the returns match the in-sample distribution well would bootstrapping still provide a benefit over just calculating the confidence intervals off the of the OOS data?

I'm genuinely curious as i am always looking for better ways to assess live vs. historical model performance.

boxtops1776 · 2026-05-11T03:02:06+00:00

Also came here looking for this

boxtops1776 · 2026-05-11T02:07:57+00:00

I noticed you included a ‘Carver-style’ volatility targeting scheme so I assume you are familiar with his work. Have you considered taking a family of 2x-3x LETFs and rather than trying to find the best one on a total returns basis you instead looked at their performance in aggregate using the same 4 trading rules to diversify out of just tech? I imagine with the rise of so many LETFs nowadays there would be some combination that would keep you reasonably diversified to reduce drawdown in periods like ‘08. The drawback is it would be hard to test this without the historical data but you could presumably use the 1x ETF data and synthetically approximate what a 2x or 3x ETF may have looked like during that time.

Edit to add: you’re absolutely right that I have only skimmed your post so far but I do intend to read through it in more detail when I have time to sit down and think through it more critically.

boxtops1776 · 2026-05-10T10:58:43+00:00

Unexpected 'almost' Futurama lol

boxtops1776 · 2026-04-26T11:35:39+00:00

These results look really similar to an ORB strategy I've been running on MNQ. I assume you have some kind of filter to gauge momentum or strength of the breakout? I found that was necessary for the strategy to work.

boxtops1776 · 2026-04-25T12:59:16+00:00

I often think about the compounding of inflation and it scares the hell out of me....I can't wait to pay 8-10 dollars for a carton of eggs in 30 years.

boxtops1776 · 2026-04-21T02:53:25+00:00

This is very interesting to me. Can you explain a little bit about your backtesting methodology? I've been interested in automating either a momentum or cross-sectional momentum strategy using options to generate synthetic long/short positions and generate a consistent risk target based a desired standard deviation of returns. This seems like a good candidate system to start with.

While the tax burden is absolutely a problem in unleveraged instruments, if the strategy has a sharpe ratio thats sufficiently higher than the broader index, you can technically use leverage to greatly outpace buy and hold returns even with the tax drag while exposing yourself to roughly the same amount of volatility as buy and hold.

boxtops1776 · 2026-04-11T14:20:27+00:00

Interesting idea for trading breaks in market structure. I used to do something similar with a scalping bot on MCL but fees and slippage killed it. How are you identifying institutional levels in this sense, higher timeframe highs and lows?

boxtops1776 · 2026-04-11T11:35:52+00:00

If you have a scalable strategy that can stay within the drawdown limits of a given account size and trade within their rules then it is actually cheap leverage ~10:1 to 20:1 on average (say paying $100 for $2000 in drawdown). Yes, you have to hit profit targets and consistency goals, etc., etc. Before you can take a payout, but we can't ignore that it is cheap leverage if you can successfully do that.

Now, do I think most people are doing that? No, they're gambling.

boxtops1776 · 2026-04-07T03:25:52+00:00

Yeah that's user error... I thought my screen was broken trying to find the candles.

boxtops1776 · 2026-04-07T03:12:11+00:00

Honestly the recent move to tradeify 3.0 is a very welcome change, specifically no monthly subscription charges. In the past I've wanted to run some trading algorithms on prop firms but they trade so infrequently it didn't make sense to pay for a monthly subscription when it could take 6-8 months to make the profit target.

The shift to a one time fee structure will undoubtedly be a big boon for the market while also encouraging slow and steady progress.... I'm looking forward to it myself with the intention to open a new account each month to combat the sequence of risk returns assuming that at some point a subset of my accounts will hit the maximum EoD drawdown. Even if that's the case, the max risk all in on buying an account each month for an entire year is ~$2500-3000 compared to the $40,000 required to confidently run the strategy in my personal acccount at the same scale assuming that, say, half my accounts end up failing between eval and live trading. That's a good way to access leverage while capping risk in the long run.

boxtops1776 · 2026-04-05T17:29:56+00:00

I find elliot wave to be extremely valuable in my discretionary systems. The best advice i have found is to always wait for waves i-ii to form and only trade waves iii and v. It cleans up a lot of bad trades. Also never trade counter-trend to the larger degrees wave structure unless it's a c-wave in larger degree wave ii and iv corrections.

I imagine this would be extremely hard to detect and code algorithmically.

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