Algo dossier · futures desk
DegenBot
Intraday staircase, single batch exit — 5-year backtest on real historical NQ futures bars, $100,000 starting capital. Hypothetical performance per CFTC Rule 4.41(b).
Equity curve
Account value over the full backtest window, log scale. Starts at $100,000.
Live performance · PAPER TRADING — NO LIVE CAPITAL
DegenBot — live
Daily-close equity since live paper deployment on 2026-06-03. Starting capital $100,000.
Live snapshot updated by scripts/publish_live_session.py · last refreshed 2026-06-06T00:15:55+00:00.
Components are paper-trading deployments on QuantConnect — no live capital is at risk.
Subscribers receive every fill in real-time via the signals Discord; this chart is the post-session aggregate.
Underwater (drawdown) curve
Distance below the prior equity peak at each point. The flat sections are new highs; the troughs are where the algorithm was losing relative to its best.
Monthly returns
Color-coded by magnitude — saturation caps at ±8% per cell. Year totals on the right.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YEAR | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021 | +2.0% | +37.4% | +29.3% | +41.1% | +10.1% | +32.2% | -3.0% | -14.3% | +8.4% | +10.2% | +19.7% | -29.4% | +212.7% |
| 2022 | +40.4% | +0.0% | +0.0% | +96.8% | +0.0% | -1.5% | +95.5% | +10.8% | -4.2% | +23.4% | +22.1% | +13.0% | +860.9% |
| 2023 | +1.4% | +2.8% | -5.1% | +15.5% | -1.0% | +11.4% | +8.1% | +2.7% | +3.0% | +9.5% | +4.4% | -0.7% | +63.8% |
| 2024 | -2.9% | -3.6% | -4.4% | +12.4% | +3.5% | +2.2% | +5.9% | -1.7% | -4.5% | -3.6% | -3.8% | +0.3% | -1.7% |
| 2025 | +5.0% | -1.3% | +26.8% | +7.0% | -0.1% | -2.5% | -4.6% | +5.5% | -1.9% | +2.5% | -6.3% | +3.5% | +34.2% |
| 2026 | -5.8% | +5.8% | -2.3% | -2.6% |
Annual returns
End-of-year equity ratio minus one. Compounding, not arithmetic.
Monthly return distribution
How 63 backtested months were distributed across return buckets.
Rolling 12-month return
Year-over-year change in account equity, computed at each backtest point. A continuous "what would the last 12 months have returned" curve — useful for spotting consistency vs lumpiness.
Risk metrics
| CAGR | 122.12% |
| Annualized volatility (1m × √12) | 70.02% |
| Sharpe | 1.922 |
| Sortino | 2.072 |
| Calmar (CAGR / Max DD) | 3.32 |
| Max drawdown | −36.79% |
| Probabilistic Sharpe | 89.199% |
| Total trades | 4120 |
| Win rate | 45% |
| % positive months | 58.7% |
| Best month | +96.8% (Apr 2022) |
| Worst month | -29.4% (Dec 2021) |
Top drawdowns
Largest peak-to-trough declines, sorted by depth. Recovery = days to make a new equity high.
| Peak | Trough | Recovered | Depth | Length | Recovery |
|---|---|---|---|---|---|
| Nov 30, 2021 | Dec 16, 2021 | Apr 5, 2022 | -36.8% | 16d | 110d |
| Jun 8, 2022 | Jun 10, 2022 | Jun 29, 2022 | -28.2% | 2d | 19d |
| Jul 28, 2021 | Aug 19, 2021 | Oct 20, 2021 | -27.8% | 22d | 62d |
| Apr 25, 2021 | May 11, 2021 | May 26, 2021 | -25.5% | 16d | 14d |
| Aug 31, 2022 | Sep 6, 2022 | Oct 15, 2022 | -24.5% | 6d | 39d |
Thesis
DegenBot is the high-variance feed. Built for traders with the stomach for the equity curve on the home page. It opens a position when the morning structure prints a clean FVG entry, then stacks into the move — adding contracts on each new confirmation. Every entry is held without a fixed take-profit or stop. The full stack closes as one batch at the 15:55 ET force-close. The strategy can also exit before force-close — discretionary or rule-based: hitting an intraday profit target, a catastrophe stop, a rolled contract, or news/event risk that invalidates the setup. Daily P&L is reported in points; backtests cumulate to the equity curve shown above.
DegenBot is the higher-variance feed. Higher terminal equity, larger drawdowns. Sized smaller, sold as a satellite to ReskBot.
Backtest framework
- Real historical NQ futures bars, Jan 2021 → Mar 2026 (continuous front month)
- Starting capital: $100,000 · Commissions + slippage applied per QuantConnect defaults
- Trades executed against close-of-bar pricing — actual broker fills would differ
- 5-year window captures the 2022 bear, 2023–2024 rally, and 2025 volatility regime
- Parameter-match attestation: backtest parameters equal the live algorithm's parameters as of the date this page was rendered
Parameters
| Instrument | NQ futures (continuous front month) |
| Session | Intraday (RTH open → 15:55 ET force-close) |
| Entry trigger | FVG + structure break on 5-min bars |
| Adds | Stacks on each new confirmation (no fixed cap) |
| Exit | Single batch close at 15:55 ET force-close — may exit early on profit target, catastrophe stop, contract roll, or news/event risk |
| Risk per trade | Dynamic 0.5% of equity per entry |
| Stop | Catastrophe stop per stack + session force-close |
Source backtest: QuantConnect project #32387307 · backtest hash 30675888eae9…
Want a seat on DegenBot?
Live fills publish to a dedicated Discord channel within seconds. Seats are application-only — every accepted member signs an individual seat agreement.
Apply for a seat →Past performance — actual, simulated, or backtested — is not indicative of future results. Trading futures involves substantial risk of loss; you may lose more than your initial investment. GoyBot LLC is not a registered investment adviser, broker-dealer, or commodity trading advisor. No copy-trading, no auto-execution, no broker linking is offered or supported. Full disclaimer · Methodology.