The Customized System

This system is customized to a single symbol to maximize net profit.

We tested and optimized this system on many symbols in different markets, from equities, futures to forex. Take EURJPY as an example. By trading 5 contracts (account size $15,000) of this currency pair, this system generated 1,247 hypothetical trades from Apr 23, 2003 to Dec 31, 2008), and a net profit of $1,099,000 net of commission and slippage. Profit factor is 6.39. Average net profit per trade is $881. Below is the equity curve.                                                             » more

Precise entry and exit

The system has precise entry signal and exit signal.

Indicators as signals to enter the market. After a position is established, we use clear profit target exit limit orders as well as protective stop orders. Below is a screenshot of the trades from Mar 10 to Mar 27 2009 trading EURJPY.

Market Timing

In addition to the indicators mentioned above, we also applied market timing to the system. Research found that excess return can be achieved during certain timeframes of a trading day.

We performed a statistics analysis of variance in returns of holding 4 bars per trade. There are 36,724 observations from 2003 to 2009. The p value is 0, meaning the results are statistically significant. As we can see from the graph below, EURJPY has the highest possible return around 15:00 pm exchange time for long trades, and around 21:00 pm for short trades.

Bi-Directional Model

We trade the same asset long and short at the same time automatically.

Algorithmic Collar

We actively trade the underlying stock with a collar.

0-Risk Dividend Arbitrage

  • We foud opportunities in 0-risk dividend arbitrage.


Risk Disclosure

Investment involves risk. Hypothetical performance results have many limitations. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. One of the limitations of hypothetical performance trading results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading.