Thursday, August 4, 2016

FtR Trading System Performance Update: Jan to Jul 16

Busy...busy...busy...too much work for me lately. I've spent the past few months doing an extensive overhaul on FtR trading system. Begining this August, I am using a new revamp trading system, I name it FtR 11.0. The core principle is still the same. Major improvements are done on entry and exit execution, thanks to a "ALGO Trader" friend's recommendation. Besides that, I also made a breakthrough on system adapting to change. (Thanks to Dr. Brett Steenbarger's impressive book.) You may read my little story in the book too. :)

Anyway, below are the "old" FtR 10.7 System results from Jan to Jul 16:

 Obviously, Jun 16 results are helped by the Brexit votes.

FtR Trading System Performance Update: Jan to Jul 17

Rebounding from steep drawdown last month...