Quant Savvy

State of the Art Algo Trading Systems

Algorithmic Trading Made Easy Since 2014. Trade any Market Conditions, Bull or Bear. United Kingdom-based Quantitative Expert Developers. Fully Automated Trading Systems.

Chimera Bot

ES, YM, NQ Long-Short Algo Trading Systems

We only use day trading algorithms, so there is no overnight risk. Use our algorithmic trading software to remove the emotion from your trading.

65.3%

2021 Profit

40.6%

2022 Profit

Results show LIVE REAL performance taken from live clients TradeStation accounts for 2021-2023

See our pricing now

Pay an annual fee based for our Quant Trading Systems based on your initial capital.

Monthly Performance

Green rows Live Trading performance. Grey rows backtest performance. We use algorithmic trading software to compile the results.

Chimera	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Grand Total
2023	4.2%	-0.1%	0.2%										4.3%
2022	-20.5%	16.1%	12.0%	12.7%	4.3%	2.8%	13.3%	6.1%	-15.9%	0.6%	15.0%	-5.6%	40.6%
2021	10.3%	17.2%	26.0%	1.0%	6.2%	2.3%	-18.5%	3.4%	-6.0%	8.1%	1.9%	13.5%	65.3%
2020	5.7%	7.2%	-9.5%	7.4%	-5.0%	4.0%	4.1%	0.3%	-6.5%	6.4%	-0.2%	-0.2%	13.7%
2019	5.3%	-2.0%	-0.6%	2.5%	2.0%	5.9%	2.4%	13.5%	2.1%	4.9%	-0.2%	1.3%	37.0%
2018	1.2%	10.4%	-5.1%	11.5%	-2.1%	3.6%	0.4%	3.3%	0.7%	27.2%	5.8%	10.2%	67.0%
2017	0.1%	0.9%	-1.2%	1.3%	0.3%	2.7%	2.0%	2.5%	2.6%	2.9%	1.3%	-1.2%	14.0%
2016	2.7%	3.8%	1.6%	4.7%	3.1%	1.9%	-1.7%	0.0%	6.6%	-3.2%	5.5%	-1.9%	23.0%
2015	6.9%	4.5%	2.2%	3.4%	1.0%	0.0%	-0.4%	13.9%	7.3%	-2.5%	3.1%	-1.5%	37.9%
2014	3.1%	8.9%	-1.3%	6.7%	6.8%	1.6%	1.0%	4.6%	1.6%	-0.5%	4.7%	2.5%	39.8%
2013	6.2%	2.0%	-0.4%	3.1%	0.5%	3.2%	-0.2%	3.0%	-0.9%	6.7%	4.4%	0.0%	27.5%
2012	-0.6%	0.0%	0.6%	3.1%	-0.9%	13.2%	-6.8%	-1.8%	-0.3%	1.5%	3.8%	3.7%	15.4%
2011	-4.4%	0.6%	0.8%	-0.3%	-1.6%	6.7%	3.5%	32.4%	-10.0%	13.3%	1.4%	4.6%	47.1%
2010	0.5%	-6.4%	2.3%	-3.9%	13.5%	3.1%	9.1%	-2.7%	3.8%	0.9%	1.9%	0.4%	22.5%
2009	25.7%	11.2%	17.9%	-15.0%	7.6%	-5.4%	12.2%	0.4%	2.5%	13.2%	0.9%	-1.9%	69.3%
2008	-8.6%	-7.4%	7.8%	5.6%	11.9%	9.1%	4.7%	-6.9%	26.5%	25.7%	47.7%	7.3%	123.4%
2007	-1.7%	-0.6%	4.3%	-3.1%	2.2%	5.7%	9.0%	8.1%	3.1%	2.7%	24.2%	4.5%	58.2%

Account & Fees

Acc		Trade data	trade values
Initial Minimum Capital	$20,000	Profit Factor	1.55%
Futures Markets	ES, YM, NQ or MES, MYM, MNQ	Winning %	53.44%
Decision- Making	Systematic 100%	Win Loss Ratio	1.15
Trading Session	Day Trading Only	Avg. Monthly Gain	4.13 %
Results Unit Size	Vary based on Volatility	Trades	4064
Monthy Fees	No Monthly Fees	Worst Drawdown	-29.71 %
Available To	US and Worldwide	Commission	$16,337
Method of Operation	Server, Maintenance - No Cost	Avg Winning Trade	0.92 %
Subscription Frequency	Annually	Avg Losing Trade	-0.68 %

Drawdown Data

Max Drawdown %	Max Drawdown Date	Started	Recovered	Days
-29.71%	16/09/2021	16/07/2021	02/03/2022	164
-27.82%	04/10/2022	08/09/2022	08/03/2023	130
-24.30%	10/11/2008	24/10/2008	20/11/2008	20
-21.55%	26/02/2008	31/01/2008	08/05/2008	71
-18.73%	07/05/2009	24/04/2009	29/09/2009	113
-18.45%	25/03/2020	19/03/2020	13/08/2020	106
-15.70%	12/09/2008	27/08/2008	27/09/2008	23
-13.13%	26/04/2010	16/02/2010	07/05/2010	59
-12.80%	25/04/2022	25/04/2022	29/04/2022	5
-12.69%	23/03/2018	13/03/2018	21/04/2018	29

Trade :Data

Top 10 Largest Wins %	Date	Top 10 Largest Loss %	Date
17.67%	30/11/2022	-10.51%	06/12/2021
14.27%	16/12/2021	-10.47%	28/01/2022
10.61%	09/10/2008	-7.90%	06/12/2022
10.35%	25/02/2022	-7.70%	21/04/2021
10.23%	09/10/2008	-6.76%	21/01/2022
8.66%	29/04/2022	-6.67%	22/10/2021
8.34%	07/10/2008	-6.58%	16/07/2021
8.29%	07/10/2008	-6.56%	20/01/2022
7.85%	15/03/2022	-6.15%	14/07/2022
7.62%	19/11/2008	-6.09%	25/04/2022

Position Sizing

QUANT TRADING -POSITION SIZING BOT

Chimera Bot can autonomously adjust the position size relative to market price and volatility. The position sizing bot will keep the expected value per trade across all markets equal. The position sizing bot will lower the risk and reduce the depth of drawdowns. The position sizing bot can also utilise the Emini and Micro markets simultaneously so for smaller accounts; the bot will automatically choose the correct market to trade to ensure position size across markets is balanced.

Usage

Position Sizing Bot is used to smooth performance with quant trading systems during volatile periods. Position Sizing Bot will allow users to trade volatile or low-range markets while risking an appropriate amount per trade. Using the bot can lower net % profits but will produce smoother performance and greater risk-adjusted returns. Most users are more concerned with drawdown and risk-adjusted returns. A user would be happy to average a 50% return with a max historical drawdown of -29%.

Examples:

Fixed position size – 1 Emini per system for 100k capital.
NQ Low volatility market with 1% range and market price 15000 = 150 NQ points = $4,000 per Emini contract.
Under volatile market conditions with a 2% range and a market price of 15000 = 300 NQ points = $6,000 per Emini contract.

When the market themes shift from low volatility to high volatility, a user trading a fixed position size will have a much higher degree of risk during a volatile period, and the performance during the volatile period will be heavily weighted and reflect the bulk of the long-term performance.

Position Sizing Bot:

The Position size will autonomously adjust to take into account volatility and market price.
If a user is starting with $100k initial capital and is risking 3% per trade, then they will trade 1 Emini contract with market trading in a 1% range = $3,000 per Emini contract.
If volatility increases and the daily range expectation is now 2%, the position sizing will autonomously adjust the position size, so the user trades 5 Micro contracts on the next trade, which means they will still be in line with the original $3,000 they are comfortable with risking.

Allowing multiple systems to trade simultaneously with smaller bets can reduce overall risk.

Position Size Guidance

Historical drawdown on $100k initial account assuming drawdown occurs from 1st trade made. Users will input their Initial Capital and % what they are willing to risk per trade (keep in mind we average 1.5 trades per day). The Position Sizing Bot will autonomously adjust the position size for each individual market. The Positions Sizing Bot will also move from Emini markets to Micro markets autonomously, so trades are always placed with User risk parameters.

Position Sizing Calculator can be used as a guide – this calculator is updated relative to volatility and market price.

Correlation

NQ, YM and ES will share some correlated trades meaning you might have two long/short positions at one time. Trading multiple systems simultaneously improve performance and odds increase for monthly consistency. An individual has multiple systems packed into the portfolio on a very rare day; you can potentially have +3 Long or -3 Short on a single day.

Leverage

In live trading, clients trade 2 to 5 times leverage. Clients choose their Initial Capital and Risk Per Trade settings. The Position Sizing Bot can be turned on and off at any time. You can add max loss per day stop for each system.

How does our Algo Trading Bot work?

Quant Trading Works in Bull or Bear Markets

The Chimera Bot is a diversified portfolio of algorithmic trading systems. Each algorithmic trading system is designed to specialize and favour certain market conditions: fast or slow trends, rangebound or low volatility markets. We have designed a long and short portfolio that adapts and takes advantage of continually changing market conditions.

Our algorithmic trading systems are 100% hands-free. Algorithmic trading systems, when switched on, will invest your capital and remove all human emotions from trading decisions, eliminating the psychology of investors.

We only trade futures markets (where the pros trade) due to huge liquidity and low margins.

Schedule Telephone Call

Don’t worry about the position sizing using Quant Savvy algorithmic trading software.

Risk management is pre-defined on every trade. Only futures trading strategies.

Position sizing bot is used to smooth performance during a volatile period or rapid increase in market price. In other words, it will allow you to trade volatile or low-range markets while risking an appropriate amount per trade.

Our algorithmic trading bot will autonomously adjust position size relative to market price and volatility – so you wouldn’t have to worry about it! Simply set your initial capital and the amount of risk you require per trade, e.g. 2%.

The position sizing bot can be turned on and off at any time for every Algo Trading Bot. You can also add max loss per day stop for each system.

**Commodity Future and Trading Commission Futures has large potential rewards but also large potential risks. You must be aware of the risks and be willing to accept them to invest in the futures markets. Do not trade with money you cannot afford to lose. The past performance posted on quantsavvy.com is not necessarily indicative of future results.

Whether you are an entry-level investor, an established professional trader, an investment advisor or a fund manager, we’ve got you covered.

Enquire

Book a call today

Want to learn how our algo trading systems work?

Book a call with our team at a time that suits you!

If you wish to speak immediately, please call us at 1-800-820-3275.

**Commodity Future and Trading Commission Futures has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures markets. Do not trade with money you cannot afford to lose. The past performance posted on quantsavvy.com is not necessarily indicative of future results.

Quant Savvy provides trading algorithms based on a computerized system. All advice is impersonal and not tailored to any specific individual’s unique situation. Quant Savvy, and its principles, are not required to register with the NFA as a CTA and are publicly claiming this exemption. Information posted online or distributed through email has NOT been reviewed by any government agencies — this includes but is not limited to back-tested reports, statements and any other marketing materials. Carefully consider this prior to purchasing our algorithms. For more information on the exemption we are claiming, please visit the NFA website: http://www.nfa.futures.org/nfa-registration/cta/index.html. If you are in need of professional advice unique to your situation, please consult with a licensed broker/CTA.

**DISCLAIMER: Commodity Futures Trading Commission Futures trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures markets. Don’t trade with money you can’t afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website or on any reports. The past performance of any trading system or methodology is not necessarily indicative of future results. ***All returns posted on this site and in our videos is considered Backtested Trading Performance.

Backtested trading results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between backtested trading results and the actual results subsequently achieved by any particular trading program. One of the limitations of backtested trading results is that they are generally prepared with the benefit of hindsight. In addition, backtested trading does not involve financial risk, and no backtested trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of backtested performance results and all of which can adversely affect actual trading results.

CFTC RULE 4.41 – Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under — or over — compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.

Statements posted from our actual customers trading the algorithms (algos) include slippage and commission. Statements posted are not fully audited or verified and should be considered as customer testimonials. Individual results do vary. They are real statements from real people trading our algorithms on auto-pilot and as far as we know, do NOT include any discretionary trades. Tradelists posted on this site also include slippage and commission. All advice and/or suggestions given in Quant Savvy website are intended for running automated software in simulation mode only. Trading futures is not for everyone and does carry a high level of risk. All past performance shown is backtested data only.

Risk Management

Never experience Fear and Greed. Never average down a losing trade. The risk is predefined before any trade is placed. Algo bot calculates the odds on each trade and manages risk during a trade.

Day Trade Only

Only day trading systems means no black swan or worrying about unexpected news overnight. Take advantage of lower margins and increased liquidity. Sleep easily without worrying about some crisis event.

Multiple Systems

Trading multiple independent, uncorrelated automated systems lead to more consistent results. The systems are weighted equally to reduce the odds of losing periods.

Maximum Scalability

Quant trading requires liquidity; hence we trade only futures markets. Users want to increase position size as trading profits grow. This would be impossible without being day trade only with max volume and liquidity!

Live Results

Quant trading requires liquidity; hence we trade only futures markets. Chimera has trade with live client accounts since 2021. This would be impossible without being day trade only with max volume and liquidity!

Robot Speed

Humans can never react as quick as a machine, algorithms make decisions in microseconds & easily execute multiple trades simultaneously. While you are getting ready to click the mouse our systems already in a trade.

Multiple Markets

Algo systems can trade multiple market strategies simultaneously without making any errors. Without trading bots, it would be unimaginable to trade multiple markets simultaneously.

Small Drawdown

Measures amount of risk incurred and our backtested AE Trading Bot has only 29% drawdown over 20 years. This includes the credit crisis of 2008 and is based on $100k starting capital and 2% risk per trade. Avg Yearly return is 49.5%.

Day Trading Edge

Quant trading is using proprietary statistical measures to create an edge. Each trade has a positive expectancy, we trade with confidence knowing each trade has a probability of success heavily in your favour.

Over 30 compatible brokers

TradeStation and Interactive Brokers are Preferred for fully automated trading

The Algo trading system can be used by users from the United States (80% are from the US), United Kingdom, European Union, Australia, New Zealand, India and many other countries where a compatible futures broker account can be opened.

Contact us now for updated performance and pricing

Enquire

Compatible with Quant Savvy quant trading

Algorithmic Trading Software

Quant Savvy, in partnership with MultiCharts, provides users with the freedom to use numerous brokers, including TradeStation, Interactive Brokers, OEC, AMP, Dorman Trading, Futures Online etc.

MultiCharts has created built-in APIs for each compatible broker directly into the platform, making it very easy to trade. With one of the best charting in the industry, it allows Multi-time frame analysis, fast response times, complete interactivity with everything on the screen.

Broker and Algorithmic Trading Software

We recommend TradeStation as the best broker with a stable platform which works well with automated trading systems. TradeStation is widely used amongst day traders and fully automated traders. They have integrated backtesting software and automated alert functions with real-time market data from all major exchanges.

This brokerage platform offers extensive charting capabilities, advanced tools and trading strategies backed by research.

Quant Trading Broker – Requires Multicharts

Interactive Brokers is a highly recommended brokerage that is compatible with our algo trading bot. IBKR offers strength and stability at a low cost. With access to 135 markets in 33 countries, IB offers more stock markets than its competitors.

Interactive Brokers are mostly used by professionals, money managers and hedge funds. Interactive Brokers API is compatible with most day trading platforms and software.

You have complete control over your account

Use a compatible brokerage for algorithmic trading

You choose your own broker, so you have full control over your account and capital. You can add funds, withdraw funds or halt trading anytime, as it is your brokerage account. Quant Savvy does not handle money and has no control over your brokerage account.

Your algo trading systems are loaded into Multicharts/Tradestation automated software. The systems generate trading orders automatically which are then transmitted in real-time to your broker. The broker then executes the orders. Each system will automatically manage all aspects of the trade for you, from entry to exit.