This strategy combines several underlying strategies on ES, NQ, and VIX futures. Positions can be either long or short and may be held overnight. It is suitable for large accounts.
Inception: September 2023.
In November 2023, the strategy was reset on Collective 2. The optimal settings were found to be too highly leveraged for the maximum possible starting amount ($100,000). Conservative settings will be applied and gradually increased as equity grows.
In May 2024, the equity surpasses $200,000 and the strategy uses the optimal settings again.
In December 2024, currencies and gold futures were added.
The following curve represents the backtest of the strategy *:
* Backtest based on 1/2 tick fees per trade to account for slippage and commissions
The associated statistics are summarized in the table below:
Drawdown analysis provides a comprehensive overview of the distribution of drawdowns within the backtest. The histograms are designed to illustrate both the magnitude and frequency of these drawdowns, whether in terms of their value or duration.