Adaptive Portfolio

The equity curve above shows the cumulative % daily returns of the Adaptive Portfolio tracked monthly.

CAGR = 35,17%

compounded monthly max drawdown = -37,34%

trade frequency = monthly

inception = Jan 2005 (live since September 2019)

The Adaptive Portfolio exploits long-term price momentum, volatility and mean reversion. The backtest extends from January 2005 to present.

Here are cumulative monthly percentage returns:

Quarterly

The equity curve above shows the cumulative % daily returns of The Quarterly trading system tracked monthly.

CAGR = 68,19%

monthly max drawdown = -25,87%

trade frequency = quarterly

inception = Jan 2012 (live since February 2018)

The Quarterly exploits long-term price momentum. The backtest extends from January 2012 to present.

Here are cumulative monthly percentage returns:

Gold Trading Gold – The Mine System

The equity curve above shows the cumulative % daily returns of The Mine trading system tracked monthly.

CAGR = 201%

monthly max drawdown = -32,57%

daily compounded maximum drawdown = -37,49%

trade frequency = nearly every day

inception = May 2006 (live since May 2017)

The Mine exploits GDX etf price behavior. The backtest extends from January 2011 to present.

Here are cumulative monthly percentage returns:

If you have any questions, please do not hesitate to contact me at:

GOLD TRADING GOLD 

goldtradinggold@hotmail.com

Nightly Patterns

The equity curve above shows the cumulative % daily returns of Nightly Patterns trading system tracked monthly.

CAGR = 128,6%

monthly max drawdown = -33,4%

daily compounded maximum drawdown = -39,5%

trade frequency = 1,5 trades per week

inception = November 1993 (live since October 2012)

Nightly Patterns exploits Emini future overnight price behavior. The backtest extends from January 2011 to present.

Here are cumulative monthly percentage returns:

If you have any questions, please do not hesitate to contact me at:

NIGHTLY PATTERNS 

nightlypatterns@hotmail.com

Backtesting Vix – The Summit System

The equity curve above shows the cumulative % daily returns of The Summit trading system tracked monthly.

CAGR = 118.5%

monthly max drawdown = -15.27%

daily maximum drawdown = -27.03% (compounded -24.34%)

inception = 2004 (live since September 2016)

The Summit exploits both roll-yield and VXX price behavior. The backtest extends from  January 2011 to present.

Here are cumulative monthly percentage returns:

If you have any questions, please do not hesitate to contact me at:

BACKTESTING VIX

backtestingvix@hotmail.com