Futures portfolio – new equity high

Author: Kornel Mazur

September 16th, 2020

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One of our bonuses which we give to our new customers is an exemplary futures portfolio. It has been ten months since we released it so let’s take a closer look at these results and discuss them.

A hypothetical result of a backtest of our testing portfolio. The red line indicates the time when we released this portfolio.


Recent market conditions

Higher volatility is still present in the market, the move which can usually take one day happens now in an hour. With upcoming USA election we can expect that these conditions will continue. Those who use tight stop-losses should check if their strategy still fits the current conditions.

SP500 (source: Yahoo finance)

Portfolio continues growing

Currently the portfolio have a new equity high and has already recovered completely from the recent drawdown. We have received more questions regarding the recent drawdown – whether it is generally worth to turn off strategies. Basically the best scenario is when your trading account is big enough so the drawdown like this doesn’t affect it too much. In this situation you can continue trading and let the portfolio recover naturally.

What is the best way to start trading indexes?

The easiest way to start trading indexes is to create and trade strategies for Micro Futures Indexes. They are 10x smaller compared to the Mini Indexes contracts therefore you can trade them also with a smaller account or you can achieve better diversification with more strategies on your account.

We are offering an all-in package which consists of subscription of futures data, an e-book with a step-by-step guide how to develop strategies for Micro Futures Indexes + an example portfolio which we are discussing in this article. You can check this offer here:

Users who have StrategyQuant: Futures Indexes pack only
Users interested in StrategyQuant: StrategyQuant + Futures Indexes pack

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