Low Frequency Portfolio
for Tradestation, NinjaTrader, MultiCharts
Portfolio Results Updated on July 6, 2012
Since we released the new configuration for the 30k Low Frequency Portfolio on Friday, February 10, 2012 for the start of trading on Monday, February 13, 2012, the results show a gain of $2,662.50 as of Friday July 6, 2012, after nice gains in June.
All three strategies are day-trade strategies.
The Portfolio Report above is inclusive of $25 round turn slippage and commission and the $100/month lease fee.
A CME ($70), CBOE ($2) and NYSE ($1) monthly data subscriptions, paid through your Tradestation account is also required to trade this portfolio and is not included in the fees above.
Updated with new trading systems
on Friday, February 10, 2012 for trading on Monday, February 13,2012
We are updating the 30k Low Frequency Portfolio for trading on Monday, February 13, 2012 to include EVP-2 Euro Currency, Cobra III E-mini S&P, and Cobra CT Vb E-mini S&P. The recommended minimum capital is $15k to cover drawdown plus margin. See the video above for details.
This portfolio takes about 1.5 trades per day with the totals for each strategy over the last 12 months listed below.
- EVP-2 Euro Currency = 93 trades
- Cobra CT Vb E-mini S&P = 62
- Cobra III E-mini S&P = 182
All three strategies are day-trade strategies. A CME ($70), CBOE ($2) and NYSE ($1) monthly data subscriptions, paid through your Tradestation account is also required to trade this portfolio.
The Portfolio Report below is inclusive of $25 round turn slippage and commission and the $100/month lease fee.
Low Frequency Portfolio Update on August 2011
Our latest 30k Low Frequency Portfolio as of August 1, 2011 was reduced to four trading systems. These trading systems include Cobra Vb E-mini S&P, Viper III E-mini S&P, Soybeans Daytrade II, and EVP-2 15 minute Euro Currency. This update and performance summary are being written on October 6, 2011. You can track our daily trading signal performance under the Daily Report tab above to see how the portfolio has done on the year based on previous trading system results. Since August 1. This portfolio has started to improve from recent worse case drawdowns and is up on the year. The portfolio results for the current systems being traded are shown below.
On November 1, 2011 we updated this portfolio and removed CobraCT Vb E-mini S&P and added Cobra II Bonds. The latest trading model is below with the updated walk forward results shown for all portfolio changes are on our Daily Report.
Low Frequency Portfolio Updates prior to August 1, 2011
The Low Frequency Portfolio was designed in August 2010 to adjust for the lower volatility and lower ranges in the market and selecting the systems that do well in low volatility and have the highest average profits per trade. In 2011, we added Viper Bonds, Gap Fill Combo, and Cobra Vb ES and removed Cobra ER Long. The Low Frequency Portfolio is a six system, four sector portfolio. The recommended capitalization is a $30,000 (but can be traded with $25,000). It includes the following systems:
Cobra Vb E-mini S&P (Long Only)
Viper III E-mini S&P
Gap Fill Combo E-mini S&P
Viper E-mini Crude Oil
EVP-2 Euro Currency
Soybeans DayTrade II