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:
- Open a futures account with Striker Securities or with The Fox Group or with GFF Brokers. For Striker you can apply by calling 1-800-669-8838 or 1-312-987-0043. USA and European residents can also apply through the online form. For The Fox Group you can call 1-312-756-0945 or apply online here. For GFF Brokers you can call 1.866.249.4579 or apply online here.
- Once the account is opened, tell the broker which of the Quantopolis systems you want to subscribe to.
That’s it! All the systems are fully automated and the broker 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.
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. Please note that all Pullback Strategies as well as the VX Short are also available for trading using Micro Futures which require a smaller capital amount ($2,500).
|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%|
|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|
|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%|
|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|
|Investment Philosophy :||Value Investing||Value Investing|
|Risk to Reward Ratio:||0.93||0.40|
|Backtesting Period:||2001 to 2016||2006 to 2016|
|Expected Annual Return:||57.15%||79.90%|
|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|
|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%|
|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|
- Striker, The Fox Group and GFF Brokers are licensed futures brokers and an independent third party that tracks the live trades of many different trading systems from different developers. These brokers only have records of 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.
- 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.
- 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.
- 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.
- 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.
- Capital requirements change from year to year. This is especially true for the indices which tend to go up over time. Thus capital requirements (as well as the dollar returns and drawdowns) also tend to go up over time. Please check with the broker for the current capital requirements for each strategy.
- You are free to cancel your subscription anytime. That said I do not recommend that you invest in any of my strategies unless you are planning on following the strategy for a minimum of a two to a three year period. This is the minimum time requirement for any of my strategies to show a result that is similar to the expected average returns. Any shorter time period is likely to have returns that are either much better or much worse than the expected average return.
- 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.