Fundamental / Seasonal / Technical Strategy Portfolio for Futures & Commodities
All below strategies have:
– No money management, no TP/SL,
– No position sizing,
– Just net return on the instrument by trading 1 contract / 1 lot.
– Slippage included: 2 * average spread and slippage for currencies, $25 round trip slippage + $6.25 / contract commission for commodities.
Backtest data dates for individual equity lines below:
Performance of all portfolio since backtest dates (above):
List of trading systems’ individual performances:
EQUITY LINE FOR 100% OOS PERFORMANCE SINCE 2015:
@CL Seasonal strategy.
Strategy based on very simple seasonality patterns. Similar patterns work universally among many instruments.
@RB for 1H timeframe.
Strategy with FUNDAMENTAL basis. It is based on the economic behavior of market participants during a specific time of the year.
The original is based on the daily timeframe (see below). This is broken down onto the hourly time frame for compounding purposes, with shortened hold times. The 2 strategies will be correlated.
@RB strategy on Daily
Strategy with FUNDAMENTAL basis – this is the “original” mentioned previously. It is based on the economic behavior of market participants during a specific time of the year. It basically makes one big trade every year with a very high hit rate.
The strategy is 100% OOS since 2010 and is traded by major hedge funds, consulting companies and central banks around the world.
EURUSD “LTC” strategy
Strategy with a universal, fundamental principle (AUDUSD below is the same strategy with very slight modification on filter and one parameter)
OOS since 2014
Comes with detailed comments, explanation and a scientific paper that the strategy is based on.
Also comes with a special indicator that helps you adapt this for shorter time frames and use in other intraday & longer term systems as a very efficient filter.
AUDUSD “LTC” strategy for Daily time frame:
Similar to EURUSD with some slight adaptation and modification for the asset.
OOS since 2015
Comes with detailed comments, explanation and a scientific paper that the strategy is based on.
Also comes with a special indicator that helps you adapt this for shorter time frames and use in other intraday & longer term systems as a very efficient filter.
GBPUSD “LTC” strategy for HOURLY time frame:
Similar to EURUSD with some slight adaptation and modification for the asset. This strategy was created to demonstrate the universal principle is also present on the 1 Hour timeframe.
OOS since 2014
Comes with detailed comments, explanation and a scientific paper that the strategy is based on.
Also comes with a special indicator that helps you adapt this for shorter time frames and use in other intraday & longer term systems as a very efficient filter.
@CL technical “CG” Strategy
Breakout strategy based on universal principle that works for many instruments, such as @CL here, and GBPUSD below:
GBPUSD Technical “CG” Strategy
(same as @CL Technical, with same parameters)