Futures trading strategies tested in 2026
Backtoast tested these futures strategies on the same test. The highest yearly return was +2.5%, on Larry Williams volatility breakout, and it still failed. A higher return is not a pass. You pay $99 for two full tests of your own strategy, and a pass is an offer of 30% of the profit Backtoast makes trading it with its own money.
| Strategy | Trades | A year | Test |
|---|---|---|---|
| Larry Williams volatility breakout | 1081 | +2.5% | Failed |
| Toby Crabel NR7 opening range breakout | 39 | +0.2% | Failed |
| Gold autumn effect | 10 | -0.0% | Failed |
| Donchian 4-week rule | 437 | -0.5% | Failed |
| Time-series momentum (TSMOM) | 101 | -0.6% | Failed |
| Turtle Soup (Raschke) | 135 | -0.8% | Failed |
| ES overnight drift (2-3 a.m. ET) | 3865 | -1.7% | Failed |
| Bollinger Method III (reversals) | 19 | -2.3% | Failed |
| Market intraday momentum (last half hour) | 4971 | -3.3% | Failed |
| 80-20 (Raschke) | 655 | -5.3% | Failed |
| Turtle Trading, System 1 | 271 | -15.6% | Failed |
| Commodity carry | – | – | Not run |
Backtoast
You pay $99 for two full tests of your own strategy, and a pass is an offer of 30% of the profit Backtoast makes trading it with its own money. You can still trade the strategy yourself.
The runs are Backtoast's, from 29 October 2026, after costs.
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