Performance Tracking

AUDITED TRACK RECORD - VERIFIABLE ACCOUNT STATEMENTS - TRADING REAL MONEY




Tuesday 21 July 2015

Automated Trading System

Hi everyone,

I have added a second account dedicated to track performance of a simple trading system that I have been working on. The system is based entirely on price action and support resistance. It performed as expected using 4 years of out-of-sample data on 10 currency pairs so the next step is to forward test with real money.

Why do I do this with real money? Because only real performance with real money counts. Back testing and demo trading mean absolutely nothing. Only one thing matters in the space of professional trading: risk-adjusted performance. I inspire to become a fund manager therefore I will take the path that is required of me.

This account is completely automated and will be active 365 days a year. It has built-in risk management protocol to withstand volatility from most economic news. The aim of this account is to prove that the system is robust. Testing period will be 2 years. Expected annualized return of the system is 8% with standard deviation of 2.4%. Expected maximum draw down is 15% with standard deviation of 5.3%.

I would like to thank Adrian F. , Daniel S. , Mark M. and Richard D. for their contributions and feedback to the system. A special thank to Rene H. for his endless hours of coding and troubleshooting with me. Thank you all once again.

Regards,

Viet

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