Multi-System Portfolios

Trading a portfolio of systems may provide improved results - when one system is in a large drawdown another system may be at an equity high.  This can smooth out your equity curve.  Also when a system is not in a trade the money in your account is just sitting there unused, and using multiple systems can put that money to work more often.

Trading a portfolio of systems provides no guarantee of increased profits with smaller relative drawdowns, but in our opinion it is the best method of achieving those goals!

All system and portfolio performance results on this website include $50 round-trip commission and slippage per trade and are non-compounded results (profits are not reinvested).  Be careful when looking at performance results on other websites - not all system vendors include slippage and commission in their results.  Commission and slippage are real trading costs and must be accounted for!

See below or the links in the menu on the left for suggested system combinations designed for accounts up to $50,000.  For accounts above $50,000 please contact us for a customized portfolio.

Want a custom portfolio?  Please email Gary which systems you want to see combined and he will email a performance report.  Or send your account size, maximum contracts you wish to trade, and maximum drawdown % you are comfortable trading and Gary will email you a portfolio that fits your requirements based on hypothetical historical results.

CURRENT CLIENTS:  Have you forgotten which systems were in your Porfolio when you subscribed?  The systems included in each of these portfolios change over time as systems are added and/or sold out.  Click here for a time line of which systems were included in each Portfolio prior to the current configurations.

FUTURES TRADING INVOLVES SUBSTANTIAL RISK AND IS NOT SUITABLE FOR ALL INVESTORS.  PEOPLE CAN AND DO LOSE MONEY.  PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS.  ALTHOUGH EVERY ATTEMPT IS MADE TO ENSURE THE ACCURACY OF THESE NUMBERS, WE CANNOT GUARANTEE THAT THEY ARE, DUE TO INACCURACIES IN DATA OR ERRORS IN CALCULATION.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE ACTUAL PERFORMANCE RECORDS, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE OVER OR UNDER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS A LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

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 TRADING IS THAT SUCH TRADING DOES NOT INVOLVE FINANCIAL RISK AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN 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 ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKET 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 OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.