OrthantAutomated futures, engineered as a portfolio.
OrthantAutomated futures, engineered as a portfolio.
Every row on this page is an actual order that was filled in an account — captured from the account's own execution log, not from a backtest. The forward test began on Tuesday, September 8, 2026, the first trading day after Labor Day, with every published engine frozen at the parameters it carries in its Reference Guide. Nothing before that date is forward.
Unmanaged. The engines run on their own. No stop is moved by hand, no profit is taken early, no signal is skipped, no losing day is stopped short by a person. What the engine did is what you see, good days and bad. One account per engine, at the size shown on that engine's card — some trade a single contract, some size from the risk setting. The same convention as every backtest on this site. Prop-firm evaluation and funded accounts are themselves simulated environments: a fill from one is a real order at a real price, but not real-money risk. Results are net of commission, charged at $1.90 per contract per round trip — the prop accounts do not charge one, so we deduct it at the rate a customer’s own account would typically pay. No slippage is deducted, because every price shown is an actual fill.
The Collective2 records. Two simulation accounts, kept apart from the per-engine cards above. Orthant Duo runs Aperture (MNQ) and Iris (MES, $250 risk) on one account — the same signals Collective2 receives for our public Orthant Duo strategy, from October 1, 2026. Orthant Mini Trio runs the full-size engines on one account and is a forward test that started on October 9, 2026; its signals are not sent to Collective2 yet. Only each account’s own orders count. Results are net of commission ($1.90 per contract per round trip on micros, $6.20 on minis); no slippage is deducted, because every price shown is an actual fill on real-time market data. No real money was at risk.
Unmanaged. The engines run on their own. No stop is moved by hand, no profit is taken early, no signal is skipped, no losing day is stopped short by a person. What the engine did is what you see, good days and bad. One full-size simulation account per engine (ES, NQ, GC), at the size shown on that engine's card. These are real-time fills at real market prices on a simulation account — not a prop account and not real-money risk. Results are net of commission, charged at $6.20 per contract per round trip — the highest rate any published full-size backtest on this site charges. No slippage is deducted, because every price shown is an actual fill.
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Every engine here is measured against its own history, not against our opinion of it. The test is written down before it is applied, and it is the same test for all of them.
An engine comes off the offer when its drawdown reaches the full $2,000 an evaluation account allows, or when its result over a window is worse than the worst equivalent window anywhere in its own backtest — worse than that engine has ever done before.
A mini engine comes off the offer when its drawdown reaches the $20,000 line the mini track is designed to stay under, or when its result over a window is worse than the worst equivalent window anywhere in its own backtest — worse than that engine has ever done before. A mini engine is also benched when its micro twin is: they are the same engine.
Neither test is about a losing month. Most of these engines lose money in some months, and this page shows exactly when. A bad stretch its own history has already been through is not a failure; it is the engine doing what it does. That is why every card draws the same days a year earlier beside the result.
An engine that comes off the offer keeps running on a simulation account and keeps its card here, record and all. Its backtest never changes — benching decides what we sell and what we run from here, never what already happened. It returns to the offer when that simulated record climbs back above its own typical window and its drawdown is clear of the limit. Out at “worse than ever”, back in at “better than usual” — the gap between those two is deliberate, so nothing bounces between states on noise.
Open any card for what it trades, what its worst day looked like, the hours it earns in, and every round trip it has taken — entry, exit, ticks, result and how long it was held. Losing trades included; nothing is left out of a card once it is published. Drawdown on a card is the deepest peak-to-trough dip of that engine’s closed round-trip curve, not an open-trade excursion. Figures are net of $1.90 commission per contract, round trip.
The record is being rebuilt. Cards return as soon as the day’s executions are in. Between updates the engines keep running unchanged.
The same record as the cards above, one day at a time. Whole fleet shows how the day ended across every engine on offer — one account each, added together, the way the portfolio is meant to be run. Pick an engine to see its days alone. Every day is set against the same weekday a year earlier in that engine’s published backtest, counting only engines that were running forward that day. Hover or tap a day for the detail.
↓ The trade data behind these results: every trade, entry and exit, in a downloadable file — 1,113 trades. Losing trades included.
CFTC RULE 4.41 — SIMULATED ACCOUNTS
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT TRADING RESULTS.
Why this legend sits on a page of actual fills: the accounts shown are prop-firm evaluation and funded accounts, which are simulated trading environments. Every order on this page was placed by the engine and filled at the price shown, but no real money was at risk. Figures are net of commission at $1.90 per contract per round trip (no slippage deducted: every price is an actual fill), one account per engine at that engine's published size, unmanaged. Tick Replay: Iris is backtested with NinjaTrader® Tick Replay enabled, so entries and exits are evaluated tick by tick inside each bar instead of at bar boundaries — the most precise fill simulation the platform offers. Trading futures involves substantial risk of loss.
Why this legend sits on a page of actual fills: the mini accounts shown are simulation accounts. Every order on this page was placed by the engine and filled at the price shown on real-time market data, but no real money was at risk. Figures are net of commission at $6.20 per contract per round trip (no slippage deducted: every price is an actual fill), one account per engine at that engine’s published size, unmanaged. Tick Replay: Iris is backtested with NinjaTrader® Tick Replay enabled, so entries and exits are evaluated tick by tick inside each bar instead of at bar boundaries — the most precise fill simulation the platform offers. Trading futures involves substantial risk of loss.
Why this legend sits on a page of actual fills: both Collective2-track accounts are simulation accounts. Every order was placed by the engine and filled at the price shown on real-time market data, but no real money was at risk. Figures are net of commission at $1.90 per contract per round trip on micros and $6.20 on minis (no slippage deducted: every price is an actual fill), only each account’s own orders counted, unmanaged. The Orthant Mini Trio record starts October 9, 2026, and its signals are not sent to Collective2 yet. Tick Replay: Iris is backtested with NinjaTrader® Tick Replay enabled, so entries and exits are evaluated tick by tick inside each bar instead of at bar boundaries — the most precise fill simulation the platform offers. Trading futures involves substantial risk of loss.