Octagon (YM)

Traded Instrument@YM - E-mini Dow Futures
Functionality in Other MarketsIndicies: @TF, @ES, @EMD
Shares: AAPL
Commodities: @HO, @CL
(* mentioned only tested markets)
Type of SystemIntraday
Max. Risk per Trade$ 350
Max. Drawdown$ 2670
Worst Case Monte Carlo DD
(*Confidence level 99%)
$ 3755

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 ticks 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 pleased if you contact us. We are open to various forms of and possibilities for cooperation.