Development
Insight into our development process
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Our live results carry on from the forward test
Our live trading performance demonstrates the same continued profitability that we expect from the portfolio’s forward testing.
The forward test is a carry on from the training data
The results from live trading match the results from the forward test, which match the results from the training data.
The consistency of results across over 9 years of data gives us a high degree of confidence that the portfolio will continue to perform profitably.
The training data is used to create many systems
We use genetic and evolutionary machine learning methods to create and test hundreds of millions of systems.
We use proprietary criteria to tell the computer what makes a good system, and then let it work its magic crunching a phenomenal amount of data.
Those systems are then robust tested
The main issue with letting computers find systems, is they wrote learn. And like wrote learning maths- this causes an issue when faced with an unseen situation.
We want to find the strongest of these systems, survival of the strongest. To test them we use statistical maths. We have written a whitepaper delving deeper on this topic that can be read on our research page.
Only the most robust systems remain after the robustness tests - statistically strong enough to trade markets they have never seen.
A single system is then selected for forward test
After weeks of effort and millions of systems, we filter down to just a single system that we are confident will perform well on a forward test.
It is then run on a forward test to match the conditions of a live demo account for a period of 2.5+ years.
If it proves to perform well it is then accepted into our portfolio. If it does not meet our expectations, the entire development process is restarted from scratch.
Correlations tests and risk balancing create the portfolio
All the systems that are profitable in forward tests are combined. We model their correlations and risk behaviours and combine them to minimise risk and improve overall profitability.
Consistency from training data through to live performance
By conducting such a rigorous development and testing process we can be very confident that our portfolio of systems will continue safe, consistent and profitable performance into the future.
How Do We Trade
We currently trade the US30, Dax/Ger40 and the Nikkei225.
Our portfolio is comprised of breakout traders, trend traders and mean reversion strategies
This mix of strategies allows us to trade profitably through all the different market conditions.
Risk Management
Each trade has a hard stop loss to limit losses.
This is calculated on the historical drawdown and the trade's specific stop loss in pips.
Overall you will never be risking more than 20% of your account using our normal risk profile.
What Is Our Win Rate?
Our win rate is approximately 50%
Our reward:risk ratio is approximately 150%
Drawdown for the portfolio is 15%
Correlation Protcol
Our systems have a low cross-correlation.
We model both their profit and loss characteristics and balance our portfolio to minimise the risk of all systems causing drawdowns together.
This helps protect the account from drawdown.
Portfolio of 12 systems
The historical & forward test restuls of our portfolio of 12 low correlated trading systems:
Portfolio Broken Down
Individual trading system performance.
These 12 systems combine to form the graph above.
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We truly believe we are the best option in the retail trading world and are so confident in that we offer a 30 day money back guarantee, no questions asked, so that you can try our portfolio risk free.
30 Day No Questions Asked Refund
