BACKTEST PORTFOLIO PERFORMANCE
Breakdown Chimera Bot performance, we provide details on key metrics and give you further information on what data is important!
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.
PROFIT FACTOR
This metric defines how many dollars you make per every dollar you lose.
Sometimes Clients look at the net profit not understanding that it means very little as you want to know how much you make for every dollar you risk. A profit factor less than 1 means a losing system. A profit factor between 1 and 1.7 is a system we would never trade. However, a profit factor above 1.8 is considered exceptional and a mathematical certainty of success depending on the number of trades made. See Analytics for more info.
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*Drawdown and Consistent Returns
A good algo system with a small drawdown allows investors to withstand periods of weak performance with confidence.
Risk management is an important feature, no matter how good an automated trading system is there will be a period where there is a losing streak. Profit peak to trough is called a drawdown.
A good algorithmic trading system should break new equity highs every quarter so investors are not stuck in a hole with no profits for extended periods. - click more info for blog on drawdowns.
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*This curve is a backtest of the Chimera Bot since 2007 to 2018. The bot has traded live since April 2017 and we also have live results for our previous portfolios for 2015 and 2016.
MONTHLY RETURNS
Most investors are usually buy and hold or swing traders - both these styles of trading will never have consistent monthly gains!
It is because we run a portfolio of 7 systems under the Chimera Trading Bot which are completely independent and uncorrelated means we have consistency with our monthly performance. Our investors demand a monthly income and that is what we produce. Look at the table to see how very few losing months we have ever had.
analytics
sample Number of Trades
I see many bogus systems with good profit factor & high net pnl, yet the number of trades in a 11 year period is less than 100. In statistical trading a sample size of 100 is meaningless.
Other bogus systems cherry pick trades based on past data. Our systems have over 2700 trades, statistically, it's impossible for us not to make money and have a positive expectancy. Also, trades should be Long and Short otherwise there will always be a long bias.
You can see we have a consistently high number of trades each year, this adds to this legitimacy of the system as consistency is key to a successful investment. See Individual system analytics.
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Account Requirements and Information:
- Minimum account size required: $20,000. At current market prices recommended $25k per contract/unit
- Allocation: One contract traded on each algorithm (1/1/1/1/1/1/1 = 7 total) per $20,000. Rarely will more than 4 systems trade on the same day. We recommend at this current all time high market price to trade $25k per contract/unit.
- Number of algorithms traded: 7 systems. All systems are independent and uncorrelated and the portfolio is weighted equally long and short.
- Markets Traded: ES/NQ/YM- Futures only for max liquidity and scalability.
- Account types allowed: Cash, IRA, Roth IRA
- Licenses available: Yes - please be sure to contact us quickly because we only allow a small number of clients to trade the portfolio as we don't want to reduce the edge for existing clients using the systems.
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We welcome your messages/calls and we reach out to you as soon as possible to provide more information including in-depth reports for our results and performance. Our CEO will contact any prospective Client personally.
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Our office info
info@quantsavvy.com
US/Canada Toll Free: 1-888-414-0759
Rest of World: +44(0) 744-850-7067
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United Kingdom, CV1 2TT
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No fixed monthly fees, we only make money if you make money - this a fair relationship.
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.
Unless otherwise noted, all returns posted on this site and in our videos is considered Hypothetical Performance. HYPOTHETICAL PERFORMANCE 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 HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE 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. 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 HYPOTHETICAL 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.
This strictly is for demonstration/educational purposes. Quant Savvy does not make buy, sell or hold recommendations. Unique experiences and past performances do not guarantee future results. You should speak with your CTA or financial representative, broker dealer, or financial analyst to ensure that the software/strategy that you utilize is suitable for your investment profile before trading in a live brokerage account. All advice and/or suggestions given here are intended for running automated software in simulation mode only. Trading futures is not for everyone and does carry a high level of risk. Quant Savvy nor any of its principles, is NOT registered as an investment advisor. All advice given is impersonal and not tailored to any specific individual.
* Published percentage per month is based on back-tested results (see limitations on back-testing above) using the corresponding package. This includes reasonable slippage and commission. This does NOT include fees we charge for licensing the algorithms which varies based on account size. Refer to our license agreement for full risk disclosure.
Quant Savvy provides trading algorithms and indicators based on a computerized system, which is also available for use on a personal computer. All customers receive the same signals within any give algorithm package. 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. Quant Savvy is not governed by any regulatory agencies. 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.
CFTC Rule 4.14(a)(9), which exempts Quant Savvy from registration from CTA or NFA registration - Quant SAvvy does not engage in any of these activities making it exempt: (1) Directing client accounts; or (2) Providing commodity trading advice based on, or tailored to, the commodity interest or cash market positions or other circumstances or characteristics of clients.