The following is a summary list of  strategies I trade as part of my portfolio.  You can invest in these strategies in two easy steps:

  1. Open a futures account with Striker Securities by calling 1-800-669-8838 or 1-312-987-0043.  USA and European residents can also apply through the online form.  Canadian investors can apply online here.
  2. Once the account is opened, tell Striker which of the Quantopolis systems you want to subscribe to.

That’s it!  All the systems are fully automated and Striker will invest your monies according to the strategies you selected.  You can unsubscribe from a strategy or change strategies at any time.  Before considering any of the strategies for your investment please make sure you read the Notes below.

Strategy Summary

To find out more about each strategy and see the month to month backtesting results,  click on the strategy name.  To see the performance numbers for each strategy after the backtesting was completed click on the OOS performance number for each strategy. To see the live trades please go to the Striker website and search for Quantopolis in the Developer Name box on the List of Systems page.

 

TF Pull Back

 VX Short

Investment Philosophy : Value Investing  Volatility
Risk to Reward Ratio: 1.05  2.22
Backtesting Period: 2004 to 2016  2004 to 2016
Expected Annual Return: 63.16%  65.98%
Capital Requirement: $9,250  $14,500
Maximum Drawdown:  -59.92% -29.65%
Up Months:  6.2 out of 12  8.2 out of 12
Average Number of Trades: 9 per year  15 per year
Average Hold: 3.64 trading days  16.67 trading days
Launch Date: March 2017 May 2017
OOS Performance: 68.33% 29.04%

ZN LONG

ES Pull Back

Investment Philosophy : Momentum Investing Value Investing
Risk to Reward Ratio: 0.62 1.15
Backtesting Period: 1982 to 2016 1993 to 2016
Expected Annual Return: 51.35% 64.68%
Capital Requirement: $8,000 $13,325
Maximum Drawdown: -82.54% -56.39%
Up Months: 6.5 out of 12 9.6 out of 12
Average Number of Trades: 12 per year 10 per year
Average Hold: 20.8 trading days  1.75 trading days
Launch Date: September 2017 January 2018
OOS Performance: -44.63% 99.59%

NQ Pull Back I

NQ Pull Back II

Investment Philosophy : Value Investing Value Investing
Risk to Reward Ratio: 0.93 1.24
Backtesting Period: 2001 to 2016 2006 to 2016
Expected Annual Return: 57.15% 79.90%
Capital Requirement: $15,250 $16,350
Maximum Drawdown: -61.74% -64.50%
Up Months: 6.5 out of 12 8.7 out of 12
Average Number of Trades: 10.82 per year 17.9 per year
Average Hold: 3.43 trading days 3.34 trading days
Launch Date: May 2018 May 2018
OOS Performance: 61.61% 54.30%

Quantopolis Portfolio I

Quantopolis Portfolio II

Investment Philosophy : Diversified Diversified
Risk to Reward Ratio: 2.62 2.31
Backtesting Period: 2004 to 2016 2006 to 2016
Expected Annual Return: 52.75% 38.30%
Capital Requirement:  $27,825 $76,675
Maximum Drawdown:  -20.11% -16.61%
Up Months: 9.4 out of 12 9.7 out of 12
Average Number of Trades:  25 per year 75 per year
Average Hold: 10.7 trading days 8.6 trading days
Launch Date: January 2018 May 2018
OOS Performance:  62.55% 49.89%

Notes:

  1. Striker is a licensed futures broker and an independent third party that tracks the live trades of many different trading systems from different developers.  Striker only shows live trades.  A system must be traded for a certain period of time before trade results are posted.  Thus recently added systems might not yet show any live trades.  To learn more about our criteria for choosing a good system please click here.
  2. The expected annual returns given for the strategies listed above assume a continuous investment of one contract per strategy.  There is no compounding of investment returns.  Compounding of returns could potentially improve the performance even further.  To learn more about investing with futures contracts and compounding of investment returns click here.
  3. The expected annual returns are the computed average annual returns over the backtesting period.  This does not mean that the strategies are going to return this amount every year.  Some years they might do better and some years they might do worse.  For some strategies, in some years they might do nothing at all.  This does not mean that they are not working.  They are still doing their thing.
  4. The maximum drawdown shows the worst drawdown experienced during the backtesting period.  This does not mean that an investment in this strategy will not or could not experience a worse drawdown than during the backtesting.  No backtesting can cover all possible scenarios and new situations come up all the time.
  5. The capital requirement for each strategy is approximately the sum of the maximum historical drawdown and the minimum overnight margin for each contract.  Should the strategy encounter a bigger drawdown then more capital would be required to keep on trading.
  6. Although we have done our best efforts in publishing all the material on this website we do not make any guarantees as to its completeness or accuracy.  You are solely responsible for your financial decisions.  In particular by visiting this site you acknowledge that you have read fully and understood our Legal Disclaimer.