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Alpha Equivalence Bot

ES, YM, NQ Long-Short Systems

0Year-To-Date Gain
0March Performance

Results show backtested performance for the latest Alpha Equivalence Bot Portfolio + Position Sizing Bot.

Performance

Monthly Performance %

Pos BotJanFebMarAprMayJunJulAugSepOctNovDecYearAvg Monthly
20210.4%-14.0%12.7%19.1%16.4%1.5%4.6%16.4%57.2%7.15%
20206.1%23.2%28.3%6.6%11.2%6.1%25.1%0.3%-7.1%17.9%-3.5%5.3%119.5%9.96%
20198.3%16.5%0.4%8.5%15.5%17.7%4.5%9.1%5.4%13.9%3.6%14.3%117.5%9.80%
201810.0%-4.9%-11.2%15.7%13.5%0.2%13.0%14.8%7.2%26.9%9.4%4.8%99.6%8.30%
2017-6.1%4.0%-3.2%9.7%6.9%0.0%9.3%7.9%-0.8%3.1%9.2%-4.9%35.0%2.92%

Past performance is not necessarily indicative of future results. The risk of loss in trading futures is substantial.

Account + Fees

Account & Fees

Acc
Backtest Period2002 - 2021
Initial Minimum Capital$20,000
Profit Factor1.64
Futures ExchangesCME, CBOT
Trading Frequency54 Trade Per Month
Futures MarketsES, YM, NQ or MES, MYM, MNQ
Decision- MakingSystematic 100%
Trading SessionDay Trading Only
Results Unit SizeVary based on Volatility + Mrkt Price
Monthy FeesNo Monthly Fees
Available ToUS and Worldwide
Base CurrencyUS Dollars
Method of OperationServer, Maintenance - No Cost
Subscription FrequencyAnnually

Trading

Acc
Winning %55.25%
Win Loss Ratio1.23
Avg. Monthly Gain8.36 %
Risk Per Trade2 %
Avg Monthly Gain $$ 7,923
Worst Drawdown-33.21 %
Largest Losing Trade-$ 4,081
Largest Winning Trade$ 7,008
Largest Losing Day-$ 10,453
Largest Winning Day$ 16,740
Avg Winning Day$ 1645.2 or 1.64 %
Avg Losing Day-$ 1312.3 or -1.31 %
Avg Winning Trade$ 784.9 or 0.78 %
Avg Losing Trade-$ 639.2 or -0.63 %

Charts

Trade Details

Max Drawdown %Max Drawdown DateStartedRecoveredDays
-33.21%13/10/200523/09/200505/04/2006139
-28.16%11/03/200428/01/200413/05/200477
-26.10%18/02/201003/12/200922/05/2010122
-20.93%03/11/200604/10/200602/12/200643
-17.82%18/05/201213/04/201207/06/201240
-17.39%21/11/200231/10/200218/12/200235
-17.24%08/06/200630/05/200612/07/200632
-17.23%18/10/200421/09/200408/12/200457
-15.72%08/09/200827/08/200830/09/200825
-15.62%17/09/200205/08/200228/09/200240

The AE + Pos Bot has multiple trades per day. Each NQ, YM and ES system consists of many subsystems, we expect many days in which we will get correlated trades. The YM, ES and NQ can and will all go long or short on individual days. Also, you have the potential for multiple longs or shorts on individual markets all at different prices. Results below show the daily top 60 and bottom 60 trades for the entire day (the day will consist of multiple individual subsystem trades). 

Top 10

Top 10 Trades %

Top 10 Largest Wins %DateTop 10 Largest Losses %Date
7.01%01/12/2008-4.08%21/03/2017
5.94%25/02/2013-4.07%27/07/2017
5.93%10/10/2018-4.07%07/11/2013
5.50%29/01/2002-4.02%17/08/2017
5.34%01/12/2008-3.64%05/07/2006
5.27%13/11/2013-3.60%12/05/2004
4.97%25/03/2015-3.38%25/02/2013
4.77%25/02/2013-3.18%07/04/2003
4.75%25/02/2020-2.96%13/03/2018
4.72%13/11/2008-2.79%11/06/2020

Top 10 Trades $

Top 10 Largest Wins $DateTop 10 Largest Losses $Date
$7,008.07 01/12/2008 $-4,081.28 21/03/2017
$5,944.83 25/02/2013 $-4,072.27 27/07/2017
$5,930.37 10/10/2018 $-4,071.66 07/11/2013
$5,497.79 29/01/2002 $-4,019.44 17/08/2017
$5,336.35 01/12/2008 $-3,636.83 05/07/2006
$5,269.41 13/11/2013 $-3,595.10 12/05/2004
$4,970.65 25/03/2015 $-3,375.96 25/02/2013
$4,772.72 25/02/2013 $-3,176.08 07/04/2003
$4,750.98 25/02/2020 $-2,959.02 13/03/2018
$4,721.96 13/11/2008 $-2,785.31 11/06/2020

Daily

Top 60 Daily %

Top 60 Wins Per Day %DateBottom 60 Losses Per Day %Date
16.74%01/12/2008-10.45%21/03/2017
12.23%24/10/2018-9.67%04/05/2018
12.08%04/08/2011-8.28%10/01/2008
11.97%23/02/2009-8.25%30/11/2005
11.58%07/07/2009-8.24%25/09/2020
11.52%21/02/2003-8.21%13/03/2018
11.39%25/02/2020-8.05%10/04/2012
10.96%06/05/2010-7.87%04/10/2006
10.43%25/07/2003-7.70%13/12/2012
10.07%28/11/2012-7.67%30/06/2009
9.77%01/07/2003-7.56%03/12/2009
9.52%13/11/2008-7.40%24/07/2013
9.50%16/08/2007-7.11%03/12/2015
9.38%06/06/2012-6.93%17/08/2017
9.29%31/01/2020-6.91%19/12/2011
9.23%18/10/2011-6.86%11/02/2011
9.22%19/03/2004-6.77%22/05/2013
9.08%30/07/2020-6.69%10/05/2007
8.94%09/12/2002-6.66%25/02/2008
8.84%25/02/2013-6.64%03/01/2005
8.46%10/10/2002-6.61%10/07/2012
8.16%10/12/2014-6.54%23/03/2018
8.13%07/05/2019-6.43%21/05/2002
8.10%29/09/2008-6.40%18/10/2019
8.10%09/10/2014-6.39%24/02/2021
8.08%12/07/2007-6.37%02/01/2008
8.06%02/02/2015-6.28%24/08/2012
7.98%24/07/2012-6.26%27/08/2013
7.97%28/04/2015-6.21%07/11/2013
7.82%03/10/2019-6.11%30/08/2004
7.77%18/09/2020-6.01%28/01/2004
7.76%02/12/2019-6.00%03/02/2009
7.71%23/10/2008-6.00%02/12/2015
7.64%16/04/2008-5.99%18/05/2011
7.64%02/01/2003-5.96%30/01/2009
7.56%03/02/2014-5.82%20/11/2002
7.48%10/10/2018-5.82%20/11/2019
7.42%16/05/2007-5.76%27/03/2019
7.34%01/04/2008-5.72%31/12/2014
7.20%03/01/2006-5.58%07/03/2003
7.11%05/08/2003-5.55%27/07/2017
7.07%10/03/2003-5.50%23/09/2005
6.92%24/06/2002-5.49%05/03/2018
6.88%22/10/2020-5.44%12/05/2008
6.84%20/07/2020-5.19%13/03/2007
6.81%12/01/2005-5.16%04/01/2005
6.80%17/09/2008-5.13%21/10/2002
6.78%10/04/2014-5.08%30/06/2016
6.77%08/10/2014-5.07%17/10/2006
6.73%30/10/2009-5.06%17/05/2017
6.66%07/07/2010-5.01%23/02/2016
6.63%13/03/2003-4.98%07/04/2006
6.61%27/02/2019-4.95%28/07/2015
6.55%19/11/2008-4.87%25/10/2012
6.52%25/05/2004-4.85%09/02/2005
6.50%02/04/2018-4.84%29/07/2010
6.49%21/12/2020-4.83%27/11/2018
6.48%11/05/2017-4.83%07/12/2006
6.47%03/08/2007-4.82%04/10/2005
6.45%29/12/2008-4.78%03/09/2020

Top 60 Daily $

Top 60 Wins Per Day $DateBottom 60 Losses Per Day $Date
$16,74001/12/2008-$10,45321/03/2017
$12,23324/10/2018-$9,67404/05/2018
$12,07704/08/2011-$8,28010/01/2008
$11,97523/02/2009-$8,25430/11/2005
$11,57607/07/2009-$8,23925/09/2020
$11,51821/02/2003-$8,21013/03/2018
$11,38525/02/2020-$8,05510/04/2012
$10,96306/05/2010-$7,86504/10/2006
$10,43225/07/2003-$7,69813/12/2012
$10,06828/11/2012-$7,66830/06/2009
$9,77001/07/2003-$7,55703/12/2009
$9,51913/11/2008-$7,39624/07/2013
$9,49916/08/2007-$7,10703/12/2015
$9,38106/06/2012-$6,93017/08/2017
$9,29131/01/2020-$6,91419/12/2011
$9,22818/10/2011-$6,85711/02/2011
$9,21719/03/2004-$6,76822/05/2013
$9,08230/07/2020-$6,68810/05/2007
$8,93709/12/2002-$6,65725/02/2008
$8,83625/02/2013-$6,63803/01/2005
$8,46210/10/2002-$6,60910/07/2012
$8,16010/12/2014-$6,54223/03/2018
$8,12607/05/2019-$6,43121/05/2002
$8,10129/09/2008-$6,40518/10/2019
$8,09709/10/2014-$6,38824/02/2021
$8,07512/07/2007-$6,37202/01/2008
$8,06202/02/2015-$6,28124/08/2012
$7,98224/07/2012-$6,26027/08/2013
$7,96928/04/2015-$6,21507/11/2013
$7,82403/10/2019-$6,11430/08/2004
$7,77018/09/2020-$6,01528/01/2004
$7,76102/12/2019-$6,00503/02/2009
$7,70923/10/2008-$5,99602/12/2015
$7,64116/04/2008-$5,98618/05/2011
$7,63902/01/2003-$5,96430/01/2009
$7,55703/02/2014-$5,82520/11/2002
$7,47610/10/2018-$5,82520/11/2019
$7,42416/05/2007-$5,76227/03/2019
$7,34001/04/2008-$5,72531/12/2014
$7,20003/01/2006-$5,58007/03/2003
$7,11005/08/2003-$5,54927/07/2017
$7,07410/03/2003-$5,50123/09/2005
$6,91624/06/2002-$5,49005/03/2018
$6,88222/10/2020-$5,44212/05/2008
$6,84420/07/2020-$5,19513/03/2007
$6,81112/01/2005-$5,16004/01/2005
$6,80317/09/2008-$5,12721/10/2002
$6,77810/04/2014-$5,07930/06/2016
$6,77308/10/2014-$5,06717/10/2006
$6,72930/10/2009-$5,05817/05/2017
$6,66307/07/2010-$5,01023/02/2016
$6,63213/03/2003-$4,98107/04/2006
$6,60527/02/2019-$4,94528/07/2015
$6,55219/11/2008-$4,87225/10/2012
$6,52125/05/2004-$4,84809/02/2005
$6,50002/04/2018-$4,84129/07/2010
$6,49021/12/2020-$4,82927/11/2018
$6,48511/05/2017-$4,82607/12/2006
$6,47403/08/2007-$4,81504/10/2005
$6,44829/12/2008-$4,78203/09/2020

Position Sizing Bot

Position Sizing Bot

Alpha Equivalence Bot autonomously adjusts the position size relative to market price and volatility. The position sizing bot will keep the expected value per trade across the different 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.

Strategy Details

Summary

Position Sizing Bot is used to smooth performance during a volatile period or rapid increase in market price. Position Sizing Bot will allow users to trade volatile markets or low range markets whilst risking an appropriate amount per trade. Position Sizing Bot will always have a lower net % profits but will have a much smoother performance and greater risk-adjusted returns. There have only been 4 drawdowns greater than 20% in the testing period. Most users are more concerned with drawdown and risk-adjusted returns, a user would be happy to average 100% return with a max drawdown of -33.21% which compared to using no Position Sizing Bot (excluding outlier years) we have 159% average yearly gain with 57.7% drawdown.

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 2% range and market price 15000 = 300 NQ points = $6,000 per Emini contract. When the market themes shifts from low volatility to high volatility this tends to happen swiftly, 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 long term performance.

With the same example as above with a 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 comfortable 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. Risk per day does increase and the dollar values, when normalised to today’s market price, is higher than previous portfolios, however, returns are superior and the average year % gain is two times max historical drawdown.

 

Position Size Guidance

Historical drawdown on $100k initial account assuming drawdown occurs from 1st trade made. Users will input their Initial Capital and % they are willing to risk per trade (keep in mind we average 2.5 trades per day) and 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.

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

 

Correlation

NQ, YM and ES share some correlated trades meaning you might have three long 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 +8 Long or -8 Short on a single day.

 

Leverage

In live trading, clients trade 2 to 5 times leverage. Clients choose their own 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.

See our pricing

Pay an annual fee based on your initial capital

Fill out this simple form to get access to pricing information. If you wish to speak to one of our team members, please click here or call us at: 1-800-820-3275.


    Algorithmic Trading Portfolio

    Investing Made Easy

    The Alpha Equivalence 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 futures trading system is fully automated – the algo bots literally work for you to exploit the market and enhance your day trading performance.

    Algorithmic trading systems, when switched on, will invest your capital and remove all human emotions from trading decisions, eliminating the psychology of investors – Fear and Greed.

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

    **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.

    Book a call

    Want to learn how our algorithmic trading systems work?

    Book a call with one of our team members at the time that suits you!

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

    Coronavirus

    Sharp Market Collapse – S&P -35.5%

    The COVID-19 outbreak caused supply disruptions, leading to the fastest U.S. stock market plunge in history (and subsequently a new bear market). A record drop was seen, and the Dow Jones dropped more than 10% in a single week. Peak to trough: 02/2020 – ongoing Worst Month: 01/02/2020 Weakest Quarter: 1st Quarter 2020 Minimum Year: 2020

    2018 Global Downturn

    Extreme Shortlived Volatility – S&P -20.2%

    The S&P 500 peaked at 2930 on Sep 20 and dropped 19.73% to 2351 by Xmas Eve. The DJIA falls 18.78% during the same period. Shanghai Composite dropped to a four-year low, escalating their economic downturn since 2015 recession. Peak to trough: 09/2018 – 12/2018, Worst Month: 01/12/2018, Weakest Quarter: 4th Quarter 2018, Worst Year: 2018

    2015-16 Stocks Selloff

    Minor Corrrection – S&P -15.2%

    The Dow fell 588 points during a two-day period, 1,300 points from Aug 18–21. Aug 24, world markets were down substantially, wiping out all gains made in 2015, with interlinked drops in oil, which hit a six-year price low, copper, and most of Asian currencies. Peak to trough: 05/2015 – 02/2016 Worst Month: 01/01/2016 Weakest Quarter: 3rd Quarter 2015 Minimum Year: 2015

    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

    We are very confident in our systems' performance - try it now. We pay for your server, hardware & software! We pay for server maintenance & hardware monitoring

    Algorithmic Trading System Advantages

    Multiple Trading Systems

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

    Risk management Plan

    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 trading 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.

    Maximum Scaleability

    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!

    Tested Trading Results

    We have results for previous portfolios we have traded and do not rely solely on backtested data. We do not use amateur stuff like trading indicators or backtest optimisation as true professionals would never use these lagging tools!

    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 Market Strategies

    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 33% 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 100%.

    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.

    How does our Algorithmic Trading Bot work?

    Alpha Equivalence Bot 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 in which a compatible futures broker account can be opened: Compatible Futures Broker List

    You choose your own broker, so only you have access to your funds. You can choose to withdraw profits at any time. This is futures only day trading means that margins are incredibly low (SEC pattern day trading rule does not apply to futures trading). We are very confident in our systems’ performance, so try it for yourself.

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    See Quant Trading Results

    Our results speak for themselves. There is no fixed monthly fees, so we only make money if you do.

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    GET IN TOUCH TODAY

    Secure your space to try algortihmic trading systems one month for free. Our CEO will personally contact any prospective Client to give you more information.

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    CHOOSE A FUTURES BROKER

    We have many compatible brokers. As it is your broker, you have complete control over your own account and money.

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    BEGIN DAY TRADING LIVE

    As a client you can let the day trading systems trade autonomously. You also have full control over your own account.

    Graphs icon vector

    See Quant Trading Results

    Our results*** speak for themselves. There is no fixed monthly fees, we pay for your server, hardware & software!

    Check icon vector

    GET IN TOUCH TODAY

    Secure your space to try algorithmic trading systems

    Green clock icon vector

    CHOOSE A FUTURES BROKER

    We have many compatible brokers. As it is your broker, you have complete control over your own account and money.

    Human icon vector

    BEGIN DAY TRADING LIVE

    As a user you can let the day trading systems trade autonomously. You also have full control over your own account.

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

    Ready To Start?

    We’ll email you with pricing and more information about our algorithmic trading systems

    Fill out this simple form to get access to pricing information. If you wish to speak to one of our team members, please click here or call us at: 1-800-820-3275.


      Multicharts logo

      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. See the full list of compatible brokers here.

      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. Read MultiCharts review here.

      Algorithmic Day Trading Systems compatible with Tradestation

      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. Click here to read TradeStation software review.

      day trading systems with interactive brokers

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

      Interactive Brokers is mostly used by professionals, money managers and hedge funds. Interactive Brokers API is compatible with the majority of day trading platforms and software. To learn more, read the best trading platforms review.

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        We will email you with pricing and more information about algorithmic trading systems. Our CEO will contact you personally.


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