Achilles (CL)

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The presented final equity as well as all presented results below:

  • come from walk-forward tests of the said system
  • contain no in-sample* data and are comprised solely of out-of-sample** intervals
  • incorporate SL, a transaction cost of $5 and slippage 2 ticky RT
  • simulate trading with one contract without the application of position sizing.

* in-sample interval – a sample of data, on which the optimisation of the system takes place
** out-of-sample interval – unseen data; data that was not used in the development and optimisation of the system

Interested ?

If our approach to development and our systems caught your attention, we will be more than happy if you contact us. We are open to various forms of and possibilities for cooperation.