Overview

This is a system of systems, a combination of some of our best systems. Our other systems have high accuracy percentages, but trade relatively infrequently.  By combining some of them, we address the issue of long time periods without any trades, and also achieve diversification across different markets and systems. This results in a very smooth equity curve as can be seen below.  Including in this system is systems currently offered as standalone systems, as well as systems not currently offered due to their low trade frequency.

For the Index markets, the signals are generated based on the regular trading hours full size contracts and the trades are executed during regular market hours on the e-mini contracts.  The orders are generated each evening for the next day which can be placed at any time before the market open and no daytrading is involved.

Performance

The system is independently verified by Collective2.  For real time independently verified results, please follow the link below

CTS Synergy System I at Collective2

Results are based on one contract traded and $75 was deducted from each trade for slippage and commission.

Annual backtested results since 1995 can be seen below.

(e-mini performance simulated on full contracts)

(Results up to 3/31/2006)

Average Yearly return = $35,141

Monthly Results

Average Monthly return = $2,995

The equity curve can be seen below.  The combination of systems and markets results in a very smooth, uptrending equity curve.

Created by TradersStudio