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Trading Systems Rankings

(Page 1 of 13, All Programs)

The trading systems rankings table is currently showing page 1 of 13, with the #1 through #20 ranked programs, amongst the 243 trading strategies in Attain's entire database. The highlighted programs are in your watchlist. Recommended programs are in BOLD.

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Programs sorted by Sharpe Ratio

  Calculated over the past 36 months

The name of the trading system
Name 		Chart
Attain's overall statistical rating (out of 5) of the system, based on 36 months system return data
Overall
Rating
The minimum initial investment recommended by the system developer, in thousands
Initial
Investment
The annual rate of return, whose simple arithmetic sum over the total number of years in the period analyzed, yields the cumulative gain or loss achieved by the program during that period, based on 36 months system return data
Non- Compound RoR
Maximum peak to valley equity loss, as a percentage of initial capital, based on 36 months return data
Max DD
(Avg Annual Rate of Return - Risk-Free Rate) / StDev of Monthly Returns, based on 36 months system return data
Sharpe
(Compound RoR) / (Avg Annual DD - 10%), based on 36 months program return data
Sterling 		Add More Stats
Hermes v5 AEX Not Ranked - Less than 12 month real time performance 25k 71.16% -26.70%
Hermes v1 AEX Not Ranked - Less than 12 month real time performance 25k 67.51% -24.15%
LAG_1 v1 FDX Not Ranked - Less than 12 month real time performance 55k 107.54% -32.81%
Buho Filtrado M1 v1 FDX Not Ranked - Less than 12 month real time performance 35k 66.99% -26.76%
Hermes v3 FDX Not Ranked - Less than 12 month real time performance 50k 46.35% -31.44%
Tauro v8 TF Not Ranked - Less than 12 month real time performance 20k 43.11% -29.33%
Tauro v7 TF Not Ranked - Less than 12 month real time performance 20k 43.01% -29.33%
Break v3 MFX Rank: 96 of 188 45k 56.60% -72.20%
Hercules v11 TF Rank: 58 of 188 15k 51.08% -40.45%
Omicron3 v1 EC Not Ranked - Less than 12 month real time performance 15k 61.66% -34.55%
Hercules v13 TF Rank: 25 of 188 15k 50.82% -40.94%
Centauro v12 FDX Rank: 157 of 188 40k 52.96% -47.08%
Sistema DC v5 FDX Not Ranked - Less than 12 month real time performance 35k 64.51% -27.90%
Hermes v6 FDX Not Ranked - Less than 12 month real time performance 50k 36.11% -28.15%
Sol Mini v1 FDX Not Ranked - Less than 12 month real time performance 55k 49.93% -26.18%
Centauro v2 FDX Rank: 67 of 188 40k 54.23% -38.01%
Sol Mini v3 FDX Not Ranked - Less than 12 month real time performance 55k 47.23% -27.78%
Sol Mini v8 FDX Not Ranked - Less than 12 month real time performance 45k 57.51% -27.88%
Elite v17 FCH Rank: 139 of 188 60k 10.75% -36.07%
CrossOver Intradia v8 SXE Rank: 1 of 188 15k 24.79% -19.74%

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