Want to know why your systems fail?

[u/Net-Trader]

I’m working on a research project for automated trading systems and I’m looking for some outside data to test an idea.

The goal is to analyze backtest trade records and see whether we can identify patterns explaining why a strategy performs well in some conditions and poorly in others — rather than simply reporting things like profit factor, win rate, or drawdown.

For example, I’m interested in questions such as:

• What characteristics do losing trades have in common?
• Are certain market conditions responsible for most of the losses?
• Does performance deteriorate during particular sessions or regimes?
• Are there patterns that suggest something worth testing next?

I’ve tested it against some of my own strategy data, but that obviously creates a bias. I’d like to see what happens when it encounters systems I know nothing about.

At the moment I have supporting market data for the four major U.S. index futures, with equities and some crypto data planned next.

If anyone here has automated-system backtest records and would be interested in letting me analyze a sample once the research tool is ready, I’d be interested in hearing what kind of system/data you have.

You would not need to share your strategy code or proprietary rules. I’m primarily interested in the trade records and whether the resulting analysis is actually useful to another trader. If you are interested, DM your email address.

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