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Portfolio Level II Trading System Reports

Formula Trading Systems Portfolio Level

Melbourne (F1, F2  and F Trend 9 Market)

Monza (F1, F2  and F Trend 19 Market)

First we take all the benefits of our individual trading algorithms and next we combine those algorithms together into Portfolio Level I. Next level diversification is Portfolio Level II. Here we are able to diversify further and extract the most synergies between the systems by adding additional trading size. Our automated trading strategy algorithms can even grow beyond Level II to Level III and Level IV.

Portfolio Level II Trading Systems: Our Services

MELBOURNE

F1, F2 and F Trend 9 Market Combined

Trades 2 contracts each of f1 / f2 e-mini and 9 Markets with F Trend

Melbourne
Melbourne Formula Trading Performance Su

System Name: Melbourne

System Type: Portfolio Level II

Individual System Algorithms: F1, F2

and F Trend 9 Markets

Markets Traded: E-mini S&P 500, Gold,
Copper, Crude Oil, Cotton, Sugar, Soybeans, Wheat,  Euro,  Ten Year Notes

Contracts Traded: 2 F1/F2, 1 F Trend 

Hold Overnight: F1/F2 No, F Trend Yes

Account Size: $70,000

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Highlights

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  • Profit Factor 1.718

  • Total Trades 3223

  • Percent Profitable 64.01%

  • Average Trade $223.10

  • Max Drawdown $19,414.50

  • Net Profit / Max DD 37.04

  • Avg. Annual Return 83.26%

  • Avg. Monthly $4,857.09

  • Avg. Commission $8.50 R/T F1, F2
    $12.00 R/T F Trend

  • Avg. Slippage $10.50 R/T F1
    $17.00 F2, $20.00 F Trend

  • Report Period: Jan 2008 - Apr 2020

Melbourne Formula Trading Systems Annual
Melbourne Formula Trading Systems Daily

MONZA

F1, F2 and F Trend 19 Market Combined

Trades 2 contracts each of f1 / f2 e-mini and 19 Markets with F Trend

Monza
Monza Formula Trading Systems Performanc

System Name: Monza

System Type: Portfolio Level II

Individual System Algorithms: F1, F2

and F Trend 19 Markets

Markets Traded: E-mini S&P 500, Gold,
Copper, Silver, Crude Oil, Natural Gas, Cotton, Sugar, Corn, Soybeans, Wheat,  Euro, Yen, Pound, Five Year Notes,  Ten Year Notes, Bund, Bobl, ES, NQ

Contracts Traded: 2 F1/F2, 1 F Trend

Hold Overnight: F1/F2 No, F Trend Yes

Account Size: $120,000

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Highlights

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  • Profit Factor 1.673

  • Total Trades 4281

  • Percent Profitable 60.64%

  • Average Trade $232.40

  • Max Drawdown $24,376.84

  • Net Profit / Max DD 44.55

  • Avg. Annual Return 66.99%

  • Avg. Monthly $6,699.49

  • Avg. Commission $8.50 R/T F1, F2
    $12.00 R/T F Trend

  • Avg. Slippage $10.50 R/T F1
    $17.00 F2, $20.00 F Trend

  • Report Period: Jan 2008 - Apr 2020

Formula Trading Systems Monza Annual Res
Formula Trading Systems Monza Portfolio
Formula Trading Systems Monza Portfolio

Formula Trading Systems

sales@formulatradingsystems.com

​​Any advice is impersonal and not tailored to any specific individual's unique situation. FormulaTradingSystems.com provides trading algos based on a computerized system, which is also available for use on a personal computer. All customers receive the same signals within any given algorithm suite. FormulaTradingSystems.com, and its principles, are not required to register with the NFA as a CTA and are publicly claiming this exemption. Information posted online or distributed through email HAS NOT been reviewed by any government agencies — this includes but is not limited to back-tested reports, marketing materials or any statements. Carefully consider this prior to purchasing our algorithms. For more information on the exemption we are claiming, please visit the NFA website: http://www.nfa.futures.org/nfa-registration/cta/index.html. If you are in need of professional advice unique to your situation, please consult with a licensed broker/CTA.

CFTC RULE 4.41 - Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under — or over — compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.
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