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One Million Dollar Portfolio

The One Million Dollar Trading System Portfolio is a multi-system portfolio designed to trade in Tradestation, MultiCharts, and NinjaTrader.

The goal of this portfolio is to achieve average annual gains of 25% while keeping the drawdowns less than 10%. We consider this a conservative approach for trading futures since most of the strategies are day trade strategies.

The One Million Dollar Portfolio is a 21 system multi-contract portfolio. We are updating this portfolio as of July 22, 2017 for start of trade on July 23, 2017 to the most recent revision shown below. Previous recommendations and out of sample results are shown below as well. Below each report you can see a list of strategies and a description of the changes. The most recent update is to our latest versions of Crude Oil After Hours III and Crude Oil Weekly Inventories II.

 

One Million Dollar Hypothetical Walk Forward Portfolio Performance Summary
Recommend for start of trading on July 23, 2017
Out of sample results from August 4, 2017 forward (Current Portfolio)
$25 Round Turn Slippage and Commission

*This revised portfolio is recommended starting on July 22, 2017 and is the current portfolio. We replaced Crude Oil After Hours and Crude Oil Weekly Inventories to Crude Oil After Hours III and Crude Oil Weekly Inventories II. The update to Crude Oil After Hours III is a hybrid of Crude Oil After Hours and Crude Oil After Hours II. We do this to avoid the Tuesday, 4:30 pm EST rig count report or API that has generated a lot of extra slippage lately. We don't trade the first bar of that news release anymore but find opportunity after the first minute is over. We also update Crude Oil Weekly Inventories to Crude Oil Weekly Inventories II. The entry technique is the same. The exit technique changes. There are times when Crude Oil Weekly Inventories exits and re-enters on the same bar, if for example, it hits its $700 profit target during the entry time frame, and then re-enters into a new trade. We have updated the code so that it will continue to hold the position and if it "hits" the profit target, it will move the stop loss down. This is a digital stop loss of sorts instead of the trailing analog stop loss and continues through the session instead of only during the entry time. This will allow us to take less trades for the same pattern and boosts the average trade profit. These are small incremental changes based on observations and market conditions. The optimization tool was not used to make this change as the input parameters such as point of entry, stop loss and profit target all stay the same.

The 21 Strategies Include: (5 contracts each)
Cobra III E-mini S&P 15m R1=2
Tick Pulse E-mini S&P
Cobra Crude Oil v3
SR CounterTrend Crude Oil 800 PT
Crude Oil After Hours III
Crude Oil Weekly Inventories II
Gap Fill and Reverse Crude Oil
Gap Fill and Reverse E-mini S&P
Gap Continue IIB E-mini S&P
Cobra Euro Currency
Soybeans Day Trader III
SR CounterTrend Gold
Swing Soybeans Conservative
Exhaust and Reverse E-mini S&P
SR CounterTrend Silver
Gold Flash
Gap Fill and Reverse Brent Crude Oil
Gap Fill and Reverse Euro Currency MM
Cobra Bonds II
Cobra CT Vb E-mini S&P
VIX Swing E-mini S&P MM

One Million Dollar Hypothetical Walk Forward Portfolio Performance Summary
Recommend for start of trading on April 1, 2017, Stopped on July 21 for the next update above.
Out of sample results for strategies selected before April 1, 2017 can be seen below.
$25 Round Turn Slippage and Commission

*This revised portfolio was recommended starting on April 1, 2017. It removed four strategies from the previous portfolio (March 1, 2017 - March 31, 2017) and added seven additional strategies beginning on April 1, 2017. I trades the same strategies as the 100K Portfolio during this time period but with 5 units/contracts of each strategy. 

The 21 Strategies Include:
Cobra III E-mini S&P 15m R1=2
Tick Pulse E-mini S&P
Cobra Crude Oil v3
SR CounterTrend Crude Oil 800 PT
Crude Oil After Hours
Crude Oil Weekly Inventories
Gap Fill and Reverse Crude Oil
Gap Fill and Reverse E-mini S&P
Gap Continue IIB E-mini S&P
Cobra Euro Currency
Soybeans Day Trader III
SR CounterTrend Gold
Swing Soybeans Conservative
Exhaust and Reverse E-mini S&P
SR CounterTrend Silver
Gold Flash
Gap Fill and Reverse Brent Crude Oil
Gap Fill and Reverse Euro Currency MM
Cobra Bonds II
Cobra CT Vb E-mini S&P
VIX Swing E-mini S&P MM

 

One Million Dollar Portfolio Hypothetical Performance Summary
For trading starting on March 1, 2017
Performance through March 31, 2017
$25 Round Turn Slippage and Commission

One Million Dollar Portfolio Hypothetical Performance Summary
For trading starting on November 9, 2016
Performance through February 28, 2017
$25 Round Turn Slippage and Commission

There are three swing trade strategies in this portfolio while the other 14 strategies are day trade strategies. We use the same strategies that are used in the 100K Portfolio but trade 7 contracts on all strategies except for the two swing trade strategies and two of the Gold strategies which trade 2 contracts instead of 7.

The maximum drawdown since 2008 is approximately 7.0%. Not all futures markets were traded electronically before 2008. For this reason 2008 is the starting point in which all systems are part of the equity curve even though the report goes back to 1997. The data before 2008 represents only some of the systems being traded. Three of the new systems do not have data going back to 2008. This includes Tick Pulse E-mini S&P, Gap Fill and Reverse Crude Oil, and Gap Fill and Reverse E-mini S&P.

The worst losing day is approximately -3.0% with the best winning day is approximately +5.2%.

Depending on your broker, actual deposit to trade this portfolio is between $250,000 and $450,000.

The 17 Strategies Include:
Cobra III E-mini S&P 15m R1=2
Tick Pulse
Cobra Crude Oil v3
SR CounterTrend Crude Oil 800 PT
Crude Oil After Hours
Crude Oil Weekly Inventories
Gap Fill and Reverse Crude Oil
Gap Fill and Reverse E-mini S&P
Gold Spike II MM Surge Exit
Stock Index Swing E-mini S&P DayTrade
Gap Continue IIB E-mini S&P
Cobra Euro Currency
Soybeans Day Trader III
SR CounterTrend Gold
EVP-2 1m Gold
Swing Soybeans Conservative
Swing Soybean Meal


One Million Dollar Portfolio Hypothetical Performance Summary
through September 27, 2016
$25 Round Turn Slippage and Commission
For trading between September 28, 2016 - November 8, 2016
One Million Dollar Portfolio for Tradestation, MultiCharts, and NinjaTrader

One Million Dollar Portfolio Hypothetical Performance Summary (Old)
through September 27, 2016
designed about one year ago
$25 Round Turn Slippage and Commission
Old 1 Million Dollar Portfolio