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100K Portfolio

The 100K Trading System Portfolio trades eight different markets using 21 automated trading systems. It includes all of the strategies in the 50K Portfolio but increases it's diversity by adding three additional markets and nine additional trading systems/algorithms. There are 18 day trade strategies and three strategies that can hold positions overnight and over the weekend. This portfolio is designed to work with the Tradestation, NinjaTrader, and MultiCharts Platforms.

The current and latest portfolio update for the 100K Portfolio is updated for trade starting on July 23, 2017. We go into the details of each update below the reports and list the strategies. The allocation is to trade one contract per 100K unit. Based on most brokerage margins, a deposit of only 50K is required. The strategies in this portfolio have long histories going back to 2008 with several years of walk-forward results as well as some strategies with very short histories. The strategies with short histories are in our category of emerging market strategies.   

100K Portfolio Hypothetical Walk Forward Performance Summary
For Start of Trade on July 23, 2017. Results below are through August 4, 2017
Includes $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:
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

100K Portfolio Hypothetical Walk Forward Performance Summary
April 3, 2017 - July 21, 2017
Includes $25 Round Turn Slippage and Commission

*This revised portfolio was recommended starting on April 1 and is the current portfolio. It removed four strategies from the previous portfolio (March 1, 2017 - March 31, 2017) and added seven additional strategies beginning on April 1, 2017.

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

100K Portfolio Hypothetical Walk Forward Performance Summary
March 1, 2017 - March 31, 2017
Includes $25 Round Turn Slippage and Commission

*This revised portfolio was recommended from March 1, 2017 - March 31, 2017 and included all the strategies from the previous portfolio (that started on November 9, 2016 and traded through February 28, 2017) and added only one strategy, Exhaust and Reverse E-mini S&P.

The 18 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
Exhaust and Reverse E-mini S&P

100K Portfolio Hypothetical Walk Forward Performance Summary
November 9, 2016 - February 28, 2017
Includes $25 Round Turn Slippage and Commission

The 17 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
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

100K Portfolio Hypothetical Walk Forward Performance Summary
September 28, 2016 - November 8, 2016
Includes $25 Round Turn Slippage and Commission

The 12 Strategies Include:
Cobra III E-mini S&P 15m R1=2
Cobra Crude Oil v3
SR CounterTrend Crude Oil 800 PT
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

 100K Portfolio Hypothetical Walk Forward Performance Summary
September 2015 - September 27, 2016
Includes $25 Round Turn Slippage and Commission
100K Portfolio from Q4 2016

Contact Us for the latest results or for a custom portfolio
The 20 Strategies Include:
Cobra III E-mini S&P 1m R1=2
Euro Surge Money Management Algorithm
Stock Index Swing E-mini Nasdaq
Gap Fill I E-mini S&P
Gap Continue IIB E-mini S&P
Cobra Euro Currency
SR CounterTrend Crude Oil 800 PT
Crude Oil Reversal
Soybeans Day Trader III
Cobra Bonds 343.75 SL
SR CounterTrend Gold
EVP-2 1m Coffee
EVP-2 1m Gold
Asia Gold III
Gold Spike II MM Surge Exit
Cobra Crude v3
Swing Soybeans Conservative
Swing E-mini S&P Aggressive
Swing E-mini S&P AD
Swing Soybean Meal

 

Different platforms can generate slightly different trading signals and performance results. Many of the stock index based systems use NYSE index data such as NYSE TICK, ADVANCERS, and DECLINERS. This type of index data is generated by each data provider and can therefore show different values at the same time and generate different trades.

Real time data for each of the futures exchanges is required through your data provider or broker to trade this portfolio.

The goal of a portfolio is to have a diverse set of trading systems so that while one set of systems, based on one set of market conditions, is going through a drawdown then another set of systems based on different market conditions will make up for the losses of the systems that are going through the drawdown with profits. A common set of different market conditions includes trending versus countertrend market conditions.