The weekly results for last weeks portfolio trades are shown below. In general automated trading system are long volatility. Traders need some daily range in order to have strategies that overcome slippage and commission. Volatility continues to get crushed!
It is the goal of trading system portfolios to do well when market conditions are favorable and to not lose much when market conditions are not favorable. So far these portfolios accomplish this. The 25K and 50K portfolios are around breakeven on the month while the 100K and $1 Million are showing some gains.