Here we show the key performance metrics for the FPT signals traded "real-time, real-money" from April 14th 2016 onwards for the three programs: Futures, Etf and Options. First we give a short description, followed by the performance metrics and the trade-by-trade list which shows some recent trades.  All performance metrics shown are calculated using the actual trade prices as per our brokerage statements. Commissions and fees are excluded from the calculations as these vary from broker to broker. Last update: week ending October 10, 2016.

Etf

The Etf program consists of a basket of ten highly liquid ETFs representing each a key component of the global investment spectrum: equity, fixed income, real estate, energy, gold, volatility and a separate cash segment represented by money-market instruments (e.g. Treasury Bills). For every single ETF component the CapHedge proprietary algorithm determines: the optimal initial allocation, expressed as a fraction of the total initial portfolio value (with the remaining balance allocated to the cash segment); and the ‘upside’ and ‘downside’ targets used as rebalancing levels for the ETF. The CapHedge program holds a significant portion of the initial portfolio value in the cash segment to allow for dynamic rebalancing and re-allocation of the various ETF components depending on their relative price action.

 Total Net Profit  Maximum Drawdown  Avg Profit per Week  3R
 5473  3795  182  1.44

 

Entry Date Symbol Direction Entry Price Entry Price Qty P&L (USD)
27/10/2016 XIV S   39,35 240 SYS_10
27/10/2016 BIL L 45,72   218 SYS_10
31/10/2016 HYG S   86,02 115 SYS_06
31/10/2016 VCIT L 88,56   112 SYS_06
31/10/2016 MDY S   274,77 36 SYS_09
31/Oct/16 IAU L 12,32   811 SYS_09
31/10/2016 BND S   83,19 121 SYS_03
31/10/2016 SHY L 84,95   117 SYS_03
04/11/2016 IWM S   115,74 82 SYS_02
04/11/2016 SHY L 84,99   117 SYS_02

 

Options

With our options program we trade both iron condors and put spreads on the SPXPM. These option trading strategies have limited risk and they are designed to have a large probability of earning a small limited profit when the underlying security is perceived to have low volatility. The trades are entered every month and may be adjusted only once during the actual month.

 Total Net Profit  Maximum Drawdown  Avg Profit per Week  3R
 2500  2508  132  1.00

 

Entry Date Symbol Quantity Entry Price Exit Date Exit Price P&L (USD)
14/10/2016 SPXPM 20161118 Put 2050 4 15,45 04/11/2016 24,35 3560
14/10/2016 SPXPM 20161118 Put 2075 -4 20,15 04/11/2016 31,65 -4600
14/10/2016 SPXPM 20161118 Put 1975 4 6,90 04/11/2016 10,08 1272
14/10/2016 SPXPM 20161118 Put 2000 -4 9,00 04/11/2016 13,78 -1912
14/10/2016 SPXPM 20161118 Call 2225 -4 2,60 04/11/2016 0,37 892
14/10/2016 SPXPM 20161118 Call 2250 4 0,90 04/11/2016 0,12 -312
14/10/2016 SPXPM 20161216 Put 1875 1 7,71 04/11/2016 9,80 209
14/10/2016 SPXPM 20161216 Put 1975 -1 15,97 04/11/2016 20,90 -493
14/10/2016 SPXPM 20161216 Call 2225 -1 8,83 04/11/2016 2,56 627
14/10/2016 SPXPM 20161216 Call 2325 1 0,59 04/11/2016 0,26 -33

Need to talk to us

Brughoevestraat 8
B-2820 Rijmenam
Belgium

Phone: (32) 15 520 180
Email: info@fractalpatterntrading.com

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