The 500K Trading System Portfolio trades nine different commodity futures markets using 42 different automated trading system algorithms. It includes all of the strategies in the 200K Portfolio but increases it's diversity by adding 18 additional variations of the SR CounterTrend II v2 strategy. All strategies are day trade strategies. This portfolio is designed to work with the Tradestation, NinjaTrader, and MultiCharts Platforms.
This portfolio was developed with existing strategy and started tracking on June 12, 2018. The portfolio allocation matrix is shown below. We also go over the trading platform setup and the individual performance summaries of each algorithm. The allocation is to trade one contract for each of the 42 algorithms. The strategies in this portfolio have been backtested to January 2007, with the exception of Gold Flash.