• Results Settings

    Results are based on starting with an initial $100k account (this is standard input for representing performance). All tested performance uses the position sizing bot which will adjust position size automatically to manage risk on every trade.

  • Drawdown Setting

    We assume the drawdown is from the first trade taken. Drawdown figure is based on $100k capital, not the historical cumulative return. Assuming the max drawdown is taken from the initial capital $100k gives users the worst-case scenario. Results show the worst-case scenario; results assume users will experience the worst dollar drawdown on their initial 100k capital.

  • Position Sizing

    Every user can adjust their position sizing to suit their risk profile; however, to standardise the performance, we simply base this on $100k initial capital trading. Users can also use the position sizing bot to automatically adjust position sizing based on market price and volatility, and risk management.

  • Number of Systems

    Each NQ, YM, and ES system consists of subsystems; we expect days to get correlated trades. The YM, ES, and NQ can go long or short on individual days. There is potential for multiple longs or shorts on individual markets, all at different prices.

  • Drawdown Example

    If a system report starts with $100k and records an equity peak of 200k and then a drawdown of $50k, that equates to a -25% drawdown (peak to trough). However, for a new User starting with $100k who only started trading at the exact Peak of the Equity curve, then they would still experience a $50k drawdown which equates to 50% of their initial capital. Trade results and position size all based on $100k initial capital.

  • Correlated Trades

    Days with +3 correlated trades simultaneously are rare and have only occurred a handful of times from 2007 to 2021. However, we expect +3 correlated trades on an individual day to happen a handful of times per year. Because the subsystems have different entry times, stops and targets and trade three different markets, many of these correlated trade days will not have highly correlated daily profit and loss.