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4 months of systematic trading
I opened an account with a broker that allows trading futures. I operate automatically on SP500, copper, oil, gold, soybeans, feeder cattle, and lean hogs with trend-following, bias, and counter-trend logics. I use Multicharts as the platform and TradeStation as the data feed.
I calibrated the systems so that the historical drawdown of the system equaled 10% of the trading account. On average, I risk amounts ranging from 1% to 3% depending on the strategy.
Initially, things went very well, reaching a peak performance of 37% during the first half of December. However, currently, I’m at 5.33%, which is almost in line with the annual target of 20%.
Many of my fellow systematic traders have experienced a significant drop in performance during the early months of 2024. Now the market seems to be returning to normal behavior. I wanted to know if you’re experiencing the same “issue” as well!
