March was a month that truly tested the logic of my autonomous trading algorithm. Trading the ES E-Mini S&P 500 requires a cool head, and while human emotions were running high due to the war in Iran and various statements from the U.S. President, the algorithm remained strictly data-driven.
Safety Through Inaction
The most valuable feature of the algorithm this month was its ability to say "no." On several days, the volatility caused by geopolitical headlines reached levels where the risk-to-reward ratio was simply too skewed. Instead of gambling on unpredictable price swings, the algorithm opted not to trade, recognizing that capital preservation is just as important as capital growth. This robotic discipline saved us from several erratic "whipsaw" movements that occurred after major press briefings.
Performance Breakdown
When the system did find its edge, it focused exclusively on Short positions, correctly identifying that the overall market pressure was to the downside.
The highlight of the month was on March 19th, where the system caught a downward trend from 6678.25, riding it for a 19.50-point gain. However, the month ended on a more difficult note; on March 31st, a sudden reversal hit our stop-loss for a 15.75-point loss. While the month's net result was negative, the algorithm's adherence to strict risk limits ensured that no single trade—not even the larger drawdown on March 13th—put the overall portfolio in jeopardy.
We head into April with the system tuned and ready to capitalize when the volatility finally stabilizes into a clearer trend.
Key Monthly Metrics (ES E-Mini)
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Total Trades: 4
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Win Rate: 50% (2 Wins, 2 Losses)
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Best Trade: +19.50 Points (March 19)
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Worst Trade: -23.50 Points (March 13)
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Net Profit/Loss: -12.00 Points