I survived my first real drawdown — 29% during the Iran conflict — and I wanted to share what going live actually feels like.
u/Clicketrie ·
Reddit — r/algotrading
· May 14, 2026 at 16:07
· ⬆ 18 pts
· 💬 28 comments
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Summary
The author shares a personal experience of surviving a 29% drawdown during the Iran conflict while running an XGBoost-based momentum strategy since October.
He discusses the psychological gap between backtesting and live trading, the temptation to override the model, and his ongoing manual execution issues.
The post is a candid reflection on systematic trading psychology, not a researched thesis or specific investment recommendation.
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I've been running an XGBoost-based momentum strategy since October, starting with $850 and scaling slowly to $5,000. I'm not here to flex returns. The 75% YTD screenshot in the article was taken on an outlier day driven by LITE, RKLB, and MU, and I say that explicitly. It doesn't look like that most of the time.
Full transparency upfront: the article contains an affiliate link to the Quant Science program I used to build this. I'm disclosing that here because I'd rather you know going in than feel misled after reading.
What the article is actually about:
— What the Iran war drawdown felt like in real time on a systematic strategy (spoiler: terrible, but I didn't intervene)
— The gap between how clean backtesting feels and how messy live trading actually is
— The embarrassing stuff I'm still doing manually that I shouldn't be
— What I've learned about discretionary vs. systematic decision-making after watching myself want to override the model during a 29% drop
I'm about a year into this (8th month live) and finally feel like I'm actually living the system. I'd love to hear from others who are running live strategies, specifically, whether you've fully automated execution or are still doing it manually like me.
[https://www.datamovesme.com/blog/my-systematic-trading-update-the-good-the-honest-and-75-ytd](https://www.datamovesme.com/blog/my-systematic-trading-update-the-good-the-honest-and-75-ytd)