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25K Portfolio

The 25K Trading System Portfolio is a multi-system portfolio. It is a portfolio of strategies with a balance of trend and counter trend trading systems and is designed for the Tradestation, NinjaTrader, and MultiCharts Platforms.

Our latest update for the 25K Portfolio since the November 9, 2016 post-election trade update is for trades starting on July 23, 2017. The details of this portfolio and changes as well as a list of systems are below the report. 

The 25K Portfolio trades the E-mini S&P, Gold, Soybeans, Euro Currency, and Crude Oil futures. There are nine day trade strategies while only one strategy, Crude Oil After Hours III, holds trades overnight.

25K Portfolio Hypothetical Walk Forward Performance Summary
For Start of Trade on July 23, 2017. Results below are through August 04, 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 10 Strategies Include:
Cobra III E-mini S&P 15m R1=2
Gap Continue IIB E-mini S&P
Cobra Euro Currency
Soybeans Day Trader III
SR CounterTrend Gold
Tick Pulse E-mini S&P
Gap Fill and Reverse E-mini S&P
Gap Fill and Reverse Crude Oil
Crude Oil Weekly Inventories II
Crude Oil After Hours III

25K Portfolio Hypothetical Walk Forward Performance Summary
November 9, 2016 - July 21, 2017
Includes $25 Round Turn Slippage and Commission

The 10 Strategies Include:
Cobra III E-mini S&P 15m R1=2
Gap Continue IIB E-mini S&P
Cobra Euro Currency
Soybeans Day Trader III
SR CounterTrend Gold
Tick Pulse E-mini S&P
Gap Fill and Reverse E-mini S&P
Gap Fill and Reverse Crude Oil
Crude Oil Weekly Inventories
Crude Oil After Hours

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

The Five Strategies Include:
Cobra III E-mini S&P 15m R1=2
Gap Continue IIB E-mini S&P
Cobra Euro Currency
Soybeans Day Trader III
SR CounterTrend Gold
*The only change is the variation in the Cobra III trading system
 
25K Portfolio Hypothetical Walk Forward Performance Summary
September 1, 2015 - September 27, 2016
Include $25 Round Turn Slippage and Commission
25K Portfolio Futures Trading Systems

 

The Five Strategies Include:
Cobra III E-mini S&P 1m R1=2
Gap Continue IIB E-mini S&P
Cobra Euro Currency
Soybeans Day Trader III
SR CounterTrend Gold

All 5 strategies work in Tradestation, NinjaTrader, and MultiCharts platforms. 

Different platforms can produce slightly different 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.