u/primepinebee ·
Reddit — r/algotrading
· March 21, 2026 at 15:28
· ⬆ 16 pts
· 💬 19 comments
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AI Summary
Summary
The author is currently developing and testing 5-6 new trading algorithms, using Monte Carlo permutation tests and statistical methods to verify their edge.
They plan to deploy the most robust algorithms to a prop trading firm (Topstep) for live forward-testing.
Quality assessment: Noise. This is a personal progress update on algorithmic system development and contains no specific market due diligence, asset speculation, or directional bias.
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results are slightly suspicious but currently cooking up 5-6 new algos. i expect maybe 1-2 to survive optimization. this is just a monte carlo permutation test for one of them. actual pf is way ahead of permutations (this time i did n=10,000 which isn't actually necessary). multiple timeframes being tested and will probably do some paired t-test or wilcoxon test depending on distribution. we shall see.
edge has to be carefully verified since trade count <1k. not necessarily a bad thing, just difficult to prove.
as for my 4 forward-testing algos, i'm going to hook one or two up soon to topstep to take some trades. server costs are going to be a b\*tch but hey, it's a small price for glory.