Multi-System Portfolios

Trading a portfolio of systems may provide improved results and 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 can provide increased profits with smaller relative drawdowns.  Why is this?  Because the total profit of the portfolio equals the profit of each system added together, and if the max drawdown for each system does not happen at the exact same time, the portfolio drawdown is less than what the drawdown would be for each system added together. Since relative drawdown is less, more systems per capital can be used, and profit potential is increased. Note: there is no guarantee that if one system is in a drawdown, another won't be. Utilizing systems with low correlation increases the chances that drawdowns do not coincide.

All system and portfolio performance results on this website include commission and slippage 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.  The portfolios below are suggestions, however you may trade any combination of systems you wish. Want a custom portfolio report?  Please contact Gary and tell him which systems you want to see combined and he will email a performance report to you.  Or send your account size and the maximum drawdown amount you are comfortable trading and Gary will email you a portfolio that fits your requirements based on hypothetical historical results.

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.

The Day Trader Portfolios combine intraday (day-trading) systems. These portfolios attempt to take advantage of excessive stock market intraday movement during volatile markets. Low volatility periods are avoided, and there can be months with no trades. Since trades are only taken during environments when the stock market has typically declined, this program can also provide hedging abilities for those that are invested in equity markets. Trades are generated with proprietary algorithms, and all positions are closed before the end of the day.

To see detailed information for each Portfolio, click the names below or in the left menu.