Cross Alpha Portfolio 60 minute
The portfolio consists of NQ, Crude, Gold and BTC futures. It is built on 60 minute bars. Slippage and commission of $17.50 has been charged. These markets were selected for performance and because they each have a micro contract.
We have established a relationship with an excellent clearing firm which can auto-trade this portfolio for you on the full size or micro contracts. If you are interested in this reach out to us via our Contact page - https://www.pardo.space/contact.
Cross and Cross Alpha are $4,000. If you would like to order them, the button below will take you to the Order page.
If you would like to have Cross Alpha auto-traded for you this buttons below will take you to them. Cross Alpha is $600 a month for the full size contracts and $200 a month for the Micros.
This is the performance of the Cross Alpha Portfolio Signal workspaces. These are the strategies that are traded.
The Signal strategies will often times have different parameters than the Static strategies. This is the result of walk-forward updating. Consequently, performance between the Static and Signal strategies will diverge.
All of the Cross Alpha strategies are built with our proprietary application of Walk-Forward Analysis. What is presented here under Current Performance is the performance of the most current WFA out-of-sample window for each strategy. Our process periodically evaluates the performance of what we call the Static version of the strategy, i.e., the performance of the optimization space, with that of the Dynamic version of the strategy, which is its performance under Walk-Forward Analysis. We select the strategy which exhibits the best current performance. This can and will change from time to time. The performance of the Static portfolio is next presented in the Historical Performance section.
Nonetheless, every Cross Alpha strategy has been validated for robustness using our proprietary application of Walk-Forward Analysis. Every strategy in the Cross Alpha portfolio has to pass this rigorous and unique process. Period.
All Cross Alpha strategies (except BTC and ETH) are built on a historical look-back from January 2, 2013 through December 31, 2022. Due to the different sizes of the WFA windows used in these strategies, Current Performance starts 1/2/22.
Updated through 10-31-2023
Key Statistics -
Net PL: $651,570
Current OE: $4,837
Max DD: $40,355
PL / DD 16.1
Ave Trade: $1,341
# Trades: 485
% Profit: 45.3%
Capital Micro: $25,000
Updated through 09-08-2023
Historical Performance covers 1/2/2013 to 09-08-2023
Key Statistics -
Net PL: $1,438,905
Max DD: $54,735
PL / DD 26.2
Ave Trade: $967
# Trades: 1488
% Profit: 42.07%
This is hypothetical performance.
Government Required Disclaimer - Commodity Futures Trading Commission states:
Futures and Options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures, stocks or options on the same. No representation is being made
that any account will or is likely to achieve profits or losses similar to those discussed in this document. The past performance of any trading system or methodology is not necessarily indicative of future results.
CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.