Algo dossier · futures desk
ReskBot
NQ AM staircase — 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 · COMING SOON
ReskBot — live
Live deployment is not yet active. The track record will publish here once the algorithm goes live and starts posting fills.
Track record will publish here once the algorithm goes live.
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 | +24.7% | +2.7% | +22.5% | +19.3% | +13.7% | +5.8% | -1.7% | +6.3% | +4.1% | +12.8% | +0.5% | +13.1% | +214.4% |
| 2022 | +3.0% | +0.0% | -0.0% | +16.1% | +0.0% | -1.9% | +8.0% | -1.4% | +5.2% | +21.1% | +0.9% | +4.0% | +67.1% |
| 2023 | -1.3% | +5.1% | -5.5% | +8.1% | +2.2% | +6.7% | -1.6% | -1.5% | -1.7% | +5.0% | +1.0% | -0.0% | +16.8% |
| 2024 | +0.1% | -1.1% | -0.9% | +7.3% | +0.9% | +2.3% | +1.2% | -0.9% | -4.9% | +7.1% | -0.4% | +2.2% | +13.1% |
| 2025 | +0.3% | +9.7% | +2.3% | +2.7% | +0.2% | +1.4% | +0.3% | +3.1% | -3.2% | +3.4% | +5.1% | +4.4% | +33.3% |
| 2026 | -0.4% | +1.5% | +0.2% | +1.3% |
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 | 53.84% |
| Annualized volatility (1m × √12) | 22.13% |
| Sharpe | 1.661 |
| Sortino | 2.87 |
| Calmar (CAGR / Max DD) | 3.24 |
| Max drawdown | −16.60% |
| Probabilistic Sharpe | 97.490% |
| Total trades | 7955 |
| Win rate | 41% |
| % positive months | 69.8% |
| Best month | +24.7% (Jan 2021) |
| Worst month | -5.5% (Mar 2023) |
Top drawdowns
Largest peak-to-trough declines, sorted by depth. Recovery = days to make a new equity high.
| Peak | Trough | Recovered | Depth | Length | Recovery |
|---|---|---|---|---|---|
| Jan 25, 2021 | Feb 23, 2021 | Feb 27, 2021 | -16.6% | 29d | 4d |
| Aug 5, 2022 | Sep 25, 2022 | Oct 14, 2022 | -8.4% | 52d | 19d |
| Jul 26, 2024 | Oct 2, 2024 | Nov 2, 2024 | -7.2% | 68d | 31d |
| Jun 28, 2023 | Sep 27, 2023 | Nov 30, 2023 | -7.0% | 91d | 64d |
| Jun 11, 2024 | Jul 12, 2024 | Jul 22, 2024 | -6.6% | 31d | 10d |
Thesis
Lower-variance NQ/MNQ algorithm trading the morning session with a staircase exit. Designed to ride the AM session and exit clean, with fewer trades per day and a smaller drawdown profile than DegenBot.
ReskBot is the lower-variance feed. Lower drawdown, lower terminal equity than DegenBot — meant to be the foundation, sized larger.
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 | AM (open through midday) |
| Entry trigger | 2-contract initial entry on signal |
| Adds | 0.25× position, up to 3 adds |
| Exit | Staircase TP, session-bounded |
| Risk per trade | Dynamic sizing on account equity |
| Stop | Hard SL per trade + session cutoff |
Source backtest: QuantConnect project #29491300 · backtest hash 2d34a087bcac…
Want a seat on ReskBot?
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.