Strategy of the Month (October 2025): A Trend Following Strategy on Gold Futures Takes the Win 

In this article, we will review the results of our “Strategy of the Month” contest for October 2025. We will reveal the winning strategy along with several other excellent submissions selected from those you sent us.

We’ll offer some operational insights by analyzing the core logic behind the strategies, the markets they operate in, and, of course, their performance.

As a reminder, the “Strategy of the Month” contest is exclusively reserved for Unger Academy® students and rewards the best strategy developed using the Unger Method™. By submitting a strategy, each student has the chance to participate and compete for a €1,000 Amazon gift card every month.

If you would like to receive the code of the winning strategies from this contest, you can join the Unger Strategy Club – one of the Academy’s exclusive services. It grants you access to the open-source code of this month’s winning strategy as well as all past winners. Additionally, it includes a monthly live advanced training Masterclass and a monthly video offering operational insights, where we break down the main rules behind the strategies in our portfolio.

And that’s not all – by joining the Unger Strategy Club VIP, you will also gain exclusive access to the open-source code of all the contest strategies that have been approved by Unger Academy coaches.

Let’s now take a closer look at the best strategies you submitted this October.

 

Trend Following Strategy on Nasdaq Futures (NQ)

Among the strategies we received this month, although not the winner, we selected Giovanni’s strategy, which deserves our congratulations.

This is a Reversal strategy on Nasdaq Futures (NQ), built on a 15-minute time frame, using a trigger based on VWAP – Volume Weighted Average Price – an indicator that represents the average price weighted by volume.

The strategy operates within a specific trading window to limit the number of trades and follows an intraday model, meaning it closes all open positions by the end of the session.

Below are the main system metrics, based on data from 01/01/2010 to the present day.

The performance has proven solid throughout the entire historical period. There is a noticeable increase in performance over the last 6 to 7 years, starting around 2018 – a year that appears to mark a turning point for the Nasdaq, as many strategies have shown similar behavior to Giovanni’s.

 

Trend Following Strategy on the DAX Index Future (FDAX)

Another interesting strategy was submitted by Roberto. Like the winning strategy, this one is also a Trend Following approach, but applied to the German stock index future, the DAX.

The strategy operates on a 5-minute time frame and uses stop orders placed at the session’s highs and lows.

Its metrics are outstanding, and this is certainly not a strategy you see every day. The equity curve shows remarkable consistency over the entire historical period, and the system’s rules are quite simple – which works in the strategy’s favor.

This too is an intraday strategy, meaning that all open positions are closed by the end of the session.

 

October 2025 Strategy of the Month: Trend Following on Gold Futures (GC)

Now let’s move on to the winning strategy, developed by Davide, whom we congratulate for winning the €1,000 Amazon gift card.

This is a Trend Following strategy on Gold Futures (GC) using a 60-minute time frame. It employs a Donchian Channel to identify high and low values, which are used to place long and short orders, respectively.

Trades are filtered using multiple components. The most important one is a trend filter based on two moving averages – one fast and one slow:

• if the fast moving average is above the slow one, the strategy can place long orders
• conversely, if the fast moving average is below the slow one, short positions are allowed

The strategy also includes a fairly broad trading window, with slightly different timing for the long and short sides.

Additionally, Davide has added a couple of price patterns to further filter long and short trades.

As for exits, both stop loss and take profit are set as fixed monetary values.

Despite the presence of these filters, it is actually a relatively simple and straightforward strategy that has proven to be highly effective in all of our tests.

Looking at the key metrics, what immediately stands out is the excellent net profit to drawdown ratio (18.44), as well as a very substantial average trade ($353), both of which contribute to a highly stable equity curve over time, with a strong spike in the final phase.

 

Conclusions

Congratulations again to Davide, who takes home the €1,000 Amazon gift card this month, confirming the strength of his strategy.

We hope this article has been both helpful and inspiring!

If your goal is to craft winning trading strategies like these, you’re in the right place. Along the way, you can enter our exclusive monthly contest for Unger Academy students, competing for a €1,000 Amazon voucher.

Want to dig deeper? Join the Unger Strategy Club to access the winning strategies and other top entries. Check out all the benefits at www.ungerclub.com.

That concludes this month’s feature. Join us next month for more innovative trading strategies and inspiration!

Curious about our “Strategy of the Month” contest? This exciting monthly competition is open exclusively to Unger Academy students and rewards the best strategy developed using the Unger Method with a €1,000 Amazon gift card. Interested? Click here to learn more!