Gold Trading Gold – The Mine System

The equity curve above shows the cumulative % daily returns of The Mine trading system tracked monthly.

CAGR = 201%

monthly max drawdown = -32,57%

daily compounded maximum drawdown = -37,49%

trade frequency = nearly every day

inception = May 2006 (live since May 2017)

The Mine exploits GDX etf price behavior. The backtest extends from January 2011 to present.

Here are cumulative monthly percentage returns:

If you have any questions, please do not hesitate to contact me at:

GOLD TRADING GOLD 

goldtradinggold@hotmail.com

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Nightly Patterns

The equity curve above shows the cumulative % daily returns of Nightly Patterns trading system tracked monthly.

CAGR = 128,6%

monthly max drawdown = -33,4%

daily compounded maximum drawdown = -39,5%

trade frequency = 1,5 trades per week

inception = November 1993 (live since October 2012)

Nightly Patterns exploits Emini future overnight price behavior. The backtest extends from January 2011 to present.

Here are cumulative monthly percentage returns:

If you have any questions, please do not hesitate to contact me at:

NIGHTLY PATTERNS 

nightlypatterns@hotmail.com

Backtesting Vix – The Summit System

The equity curve above shows the cumulative % daily returns of The Summit trading system tracked monthly.

CAGR = 177.5%

monthly max drawdown = -40%

daily maximum drawdown = -40% (compounded -40%)

trade frequency = 4.18 trades per week on average

inception = 2004 (live since September 2016)

The Summit exploits both roll-yield and VXX price behavior. The backtest extends from  January 2011 to present.

Here are cumulative monthly percentage returns:

If you have any questions, please do not hesitate to contact me at:

BACKTESTING VIX

backtestingvix@hotmail.com

(Nathan Buehler – David Easter) modified

The equity curve above shows the cumulative % returns tracked monthly.

CAGR = 72%

monthly max drawdown = -21,92%

daily compounded maximum drawdown = -37,68%

trade frequency = long term trades

inception = April 2004 (live since November 2017)

The backtest extends from January 2011 to present.

Here are cumulative monthly percentage returns:

MOMENTUM PORTFOLIO

The equity curve above shows the cumulative % returns tracked monthly.

CAGR = 11,68%

monthly max drawdown = -7,38%

trade frequency = monthly

inception = January 2011 (live since November 2015)

The backtest extends from January 2011 to present.

Here are cumulative monthly percentage returns:

Cryptos Momentum

The equity curve above shows the cumulative % returns tracked monthly.

CAGR = 31183289%

monthly max drawdown = -23,16%

trade frequency = daily

inception = December 2016 (live since March 2018)

The backtest extends from December 2016 to present.

Here are cumulative monthly percentage returns: