Ranger SI125 includes six daily strategies - two each for the Dow Jones, NASDAQ and eMINI futures.
Slippage and commission of $50 per trade has been deducted. There is no compounding. Leverage was extremely conservative based on the CTA model at 30% Margin to Equity Ratio. Most traders will choose higher leverage and returns will be accordingly higher.
All Performance from 2007 through 2017 is the development period. All of these results were produced with our proprietary Walk-Forward AnalysisTM methodology. All performance from 2018 forward is out of sample based upon strategies that were selected at the end of 2017 and updated with walk-forward analysis.
Essential Performance Statistics
Performance Over Different Time Windows
Compound Annual Returns Over Different Time Horizons
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.