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I am a retired CTA and have been trading futures for over 40 years. In my retirement (you can only play so much golf) I decided to trade as a private individual again. I have just posted a new system that was listed on June 6, 2017. The system is called T2ESSwingM1060. Check it out and follow along.
So far there have only been three trades, and the system averages about 1 trade per week. I am personally trading this strategy for 1 contract in real time and the platform is linked to C2. All trades are hypothetical and any performance data that I may discuss here are hypothetical and have not been verified by C2.
If you have any questions or comments, let me know. I am not sure how a system gets to the leader board in C2, but since we just started that is not an issue right now.
Let me know what your questions are and what you think. So far the hypothetical results posted are 100% profitable but that is just the first week, and the system does have some risk associated with it since historically only 60% of the trades are profitable. Again, this is hypothetical but I’m in the process of preparing a professional disclosure document that I used as a CTA. This should be finished by the end of this week.
Again, any performance measures I include here are hypothetical and have not been verified by C2. My understanding is that since I trade at TradeStation, I am using their automated platform connector but they can’t verify my actual trades.
Again, look forward to discussing trading and C2 with the community. I’m a rookie here but not to trading.
I have previous track records where we were trading a much different set of algorithms with a much larger capital and risk profile. These actual track records are not applicable to this trading example since it utilized over 20 different models to reduce the risk profile and smooth out the equity curve. Previous minimum notional capital required was 250K (150K in cash).
I am preparing the hypothetical backtesting and Monte Carlo sensitivity analysis and should have it ready by the end of the week. Since this strategy is based upon one contract and one instrument, its risk profile will be totally different than the ones used in the past.
Hi Jimmy, do you mind put that strategy in C2 , that has previous track records ( over 20 different models). I believe as long as your performance has good return n appropriate risk, people will subscribe ur strategy. Most people will pay attention for long track records. Thanks
I will try to figure out a way to add this portfolio, but I don’t know how to do that as of yet. When I ran it for real, we had a dedicated computer running on a Multi Chart platform trading at various brokers through the Rythmic interface. This took a lot of work and management time, something in semi-retirement I really don’t want to get into again.
I will ask C2 compliance department if I can link some documentation that was previously filed with the NFA and CFTC under my requirements as a professional CTA and CPO. These links would be outside audited annual performance reports and older disclosure documents.
Compliance just got back to me. I can not link any documents and have to disclose all of them as hypothetical. I am working on a disclosure document for this system and it will be available by the end of this weekend. Please contact me via the forum or my email and I will be happy to provide you a PDF of this document.
Just a quick update on the new system. I am still offering a 30 day free trial and the first three weeks the system is still 100%. The system is still operating within its historical framework, that is 1 to 2 trades per week. I think in the first three weeks we have had 5 trades.
One item that I want to make sure everyone knows about this system is that it is a swing system and will stay in the markets overnight. The one I am trading on C2 is only for 1 contract with no Optimal f type money management that is not real. Staying with one contract. As it builds success, I will start a different program with the same strategy but add money management. I am waiting to make sure I know all of the in’s and outs of C2 before I add any more risk.
Another issue that I see with systems here is that none of my fills use limit orders, only market orders on the open of the next bar and all the hypothetical results include slippage and full commissions. After many years, I can tell you I can produce a perfect equity curve if I don’t include slippage for limit orders (use MIT orders without slippage) but that it will fail easily under live trading.
Just some questions to think about when you see an equity curve that is at a perfect 45 degree angle.
