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Trading Systems Rankings

(Watchlist Programs)

The trading systems rankings table is currently showing all 233 trading strategies in your Watchlist. The highlighted programs are in your watchlist. Recommended programs are in BOLD.

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Our trading system rankings have developed over the years into a comprehensive tool which ranks commodity trading system and automated trading system performance across over 19 different metrics measuring performance, risk, back test versus forward test deviations, and more. The rankings are designed to measure which systems are the best across several statistics, then see which are consistently among the top ranked on each set of rankings - and therefore the best overall.

The page defaults to showing page 1 of Attain's Watchlist list of 233 programs. You can view the additional pages of programs on this list by using the pagination links or 'next' arrow at the bottom of the table. To view different lists, use the Recommended or Most Searched links in the blue 'Filter By' column on the left. Click on All Programs in the same blue 'Filter By' column to view a listing of all 1 programs in our database, or use the 'search' box on the top left of the page to find a specific program.

The Watchlist link will change the table to show only those programs in saved your watchlist. To add programs to your watchlist, place a check in the box to the left of each Trading System's name, and then click the 'Add to Watchlist' button at the bottom of the table. You can also 'Compare' the checked programs, jump to your watchlist in your MyAttain screen, or Create a Portfolio with the programs you have checked.

You can also use the blue 'Filter By' column to change the period on which the performance statistics are run (12mos, 36mos, 5yrs, 10yrs, All Time), sort the table by different metrics, and filter out systems by the minimum, strategy type, or correlation with the stock market.

The statistics on this page are calculated via the combination of three hypothetical data sets: 1. Backtested, 2. Real-Time, and where available 3. Client Fills.

Backtested Performance is calculated by running a trading system backwards in time, and seeing what trades would have been done in the past when applied to backadjusted data. Real-Time performance is calculated by running the trading system forwards on data each and every day, and logging the trades as they happen in real time day after day. Client Fills performance is calculated by running the trading system on LIVE tick data for actual clients and tracking the actual buy and sell prices those clients trading the system receive in their account.

Learn how to invest through a trading system broker services, or How to build a custom portfolio of Managed Futures programs and Trading Systems.

Hypothetical Model Account Performance
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Hypothetical Model Account PerformanceShow Help

Programs sorted by Sterling Ratio

Calculated over the past 36 months

The name of the trading system Name	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
Centauro v2 FDX	40k	54.23%	-38.01%
Break v3 MFX	45k	56.60%	-72.20%
Hermes v5 AEX	25k	71.16%	-26.70%
Hermes v1 AEX	25k	67.51%	-24.15%
MedLife v1 SXE	15k	33.23%	-27.51%
MedLife v6 SXE	20k	22.61%	-30.23%
MedLife v5 SXE	15k	30.08%	-26.69%
Centauro v12 FDX	40k	52.96%	-47.08%
CrossOver Intradia v6 SXE	20k	18.28%	-12.26%
MedLife v2 SXE	20k	23.44%	-22.97%
CrossOver Intradia v2 SXE	20k	22.88%	-25.25%
MedLife v7 SXE	15k	30.79%	-28.73%
Buho Filtrado M1 v1 FDX	35k	66.99%	-26.76%
CrossOver Intradia v3 SXE	20k	19.74%	-15.14%
Sistema DC v5 FDX	35k	64.51%	-27.90%
MedLife v3 SXE	15k	30.98%	-25.45%
LAG_1 v1 FDX	55k	107.54%	-32.81%
CrossOver Intradia v5 SXE	15k	21.51%	-24.86%
Sol Mini v3 FDX	55k	47.23%	-27.78%
Sistema DC v6 FDX	35k	73.75%	-30.93%
Omicron3 v1 EC	15k	61.66%	-34.55%
CrossOver Intradia v4 SXE	15k	22.58%	-27.83%
Sol Mini v8 FDX	45k	57.51%	-27.88%
ST5 v3 MFX	30k	46.97%	-98.97%
Sol Mini v1 FDX	55k	49.93%	-26.18%
Q3 v2 FDX	45k	24.24%	-33.56%
Tauro v4 MFX	50k	40.46%	-55.03%
Hercules v8 FCH	15k	27.93%	-34.34%
PlayPlus v2 FDX	45k	31.12%	-31.25%
CrossOver Intradia v8 SXE	15k	24.79%	-19.74%
Sistema DC v4 FDX	40k	48.68%	-30.97%
Elite v29 TF	15k	42.72%	-47.37%
Break v4 MFX	50k	24.46%	-56.12%
Break v2 MFX	50k	27.22%	-63.71%
Break v5 MFX	55k	30.22%	-81.81%
Sol Mini v4 FDX	50k	42.21%	-27.80%
Hercules v16 FDX	45k	42.59%	-35.33%
MedLife v9 SXE	20k	20.42%	-24.72%
Hermes v3 FDX	50k	46.35%	-31.44%
Tauro v3 FDX	55k	29.39%	-39.19%
Break v8 MFX	45k	31.55%	-72.23%
Sistema DC v3 FDX	35k	96.56%	-31.44%
Omega1Dax v1 FDX	25k	39.09%	-34.52%
CrossOver Intradia v1 SXE	15k	19.37%	-31.67%
Sistema DC v2 FDX	35k	92.66%	-33.70%
Elite v3 FDX	65k	34.93%	-36.32%
Sol Mini v7 FDX	55k	38.60%	-24.17%
Hercules v18 FDX	55k	30.46%	-33.19%
Elite v11 FDX	55k	32.83%	-32.51%
Elite v31 TF	20k	32.23%	-41.95%
Spin v2 YM	30k	15.87%	-28.59%
Hermes v6 FDX	50k	36.11%	-28.15%
IntraWCST v1 FDX	40k	35.13%	-32.24%
Elite v25 FDX	70k	27.74%	-34.39%
Tauro v8 TF	20k	43.11%	-29.33%
Tauro v7 TF	20k	43.01%	-29.33%
Hercules v14 FDX	50k	24.34%	-34.49%
Elite v23 FDX	60k	25.67%	-32.10%
Tauro v2 FDX	75k	23.87%	-34.65%
Hercules v6 FDX	80k	16.21%	-26.70%
Sol Mini v5 FDX	55k	30.30%	-34.37%
Hercules v3 FDX	90k	15.62%	-29.21%
Hermes v4 FCH	8k	34.85%	-35.22%
Hercules v19 FDX	55k	18.60%	-30.79%
Hercules v13 TF	15k	50.82%	-40.94%
Tauro v1 FDX	80k	20.53%	-33.75%
Hercules v11 TF	15k	51.08%	-40.45%
CrossOver Intradia v7 SXE	15k	15.34%	-29.78%
Elite v19 AEX	35k	20.22%	-32.22%
SistemRuptura v1 SXE	15k	13.59%	-11.46%
Elite v10 FDX	60k	26.79%	-32.52%
Sol Mini v6 FDX	55k	34.48%	-34.20%
Centauro v7 MFX	30k	22.28%	-86.72%
MedLife v8 SXE	20k	16.43%	-31.61%
Elite v2 FDX	70k	23.22%	-35.41%
Sistema DC v1 FDX	70k	26.26%	-31.88%
SpinAdx v1 TF	20k	47.63%	-32.14%
Elite v17 FCH	60k	10.75%	-36.07%
Hercules v10 FDX	90k	19.77%	-38.91%
LAG_3 v1 FDX	75k	19.96%	-35.88%
Elite v35 FDX	65k	21.16%	-30.02%
Spin v1 YM	9k	34.57%	-41.47%
IPB v3 FDX	55k	13.78%	-30.60%
Elite v5 SXE	8k	19.02%	-31.47%
Buho Filtrado v1 FDX	30k	35.50%	-34.62%
Elite v4 SXE	8k	19.13%	-25.74%
Hermes v2 TF	15k	38.31%	-29.66%
Xeo v2 FDX	35k	28.47%	-35.48%
SpinAdx v2 EMD	20k	22.52%	-28.54%
MedLife v10 SXE	25k	11.45%	-25.86%
Ulises v1 EC	25k	13.69%	-53.49%
Hercules v12 EMD	45k	9.99%	-54.76%
GammaDax v1 FDX	80k	17.71%	-24.22%
Xeo v3 FDX	35k	27.57%	-35.00%
Ulises v2 SF	15k	21.43%	-76.56%
IP v2 SXE	15k	10.35%	-14.42%
RNSP v1 EMD	15k	22.42%	-26.65%
RhoDax v1 FDX	55k	14.95%	-35.22%
Elite v18 AEX	40k	15.11%	-32.61%
Hercules v17 FDX	50k	19.54%	-33.89%
PlayPlus v1 FDX	55k	14.05%	-35.43%
Centauro v8 MFX	30k	14.56%	-53.53%
Tauro v5 EMD	30k	12.85%	-65.06%
Elite v24 FDX	90k	15.07%	-31.71%
Xeo v1 SXE	9k	15.51%	-36.11%
Elite v26 TF	15k	13.04%	-27.70%
Hercules v15 EMD	45k	8.20%	-58.60%
IPB v2 FDX	45k	16.85%	-33.27%
Ulises v3 SF	20k	15.08%	-79.89%
Tauro v6 EMD	30k	10.35%	-68.92%
Afrodita v2 TF	40k	15.41%	-53.66%
Centauro v13 TF	25k	18.39%	-45.15%
IPB v1 FDX	55k	12.93%	-36.87%
Centauro v10 TF	45k	12.49%	-41.44%
PlayPlus v5 FDX	60k	7.14%	-33.06%
Elite v14 TF	20k	14.77%	-35.57%
IP v4 FDX	45k	12.20%	-33.91%
Elite v32 TF	15k	9.58%	-29.27%
Elite v33 FDX	40k	7.98%	-33.25%
TrendyBalance v1 FDX	45k	8.71%	-32.74%
Elite v13 TF	30k	10.17%	-37.26%
Atila2 v2 MFX	75k	7.17%	-42.29%
MedLife v4 MFX	55k	8.19%	-70.69%
Elite v27 EMD	15k	10.03%	-71.47%
Elite v20 MFX	55k	7.05%	-35.37%
BetaconFiltrado v1 FDX	35k	8.69%	-35.02%
Elite v12 MFX	55k	6.28%	-29.98%
TrendyBalance v2 FDX	65k	5.85%	-33.63%
Hercules v9 AEX	50k	5.61%	-31.89%
Elite v21 FDX	105k	7.85%	-33.04%
Elite v22 MFX	55k	6.08%	-45.32%
Hercules v7 AEX	55k	4.86%	-31.80%
IP v1 FDX	40k	6.58%	-34.91%
Afrodita v1 TF	75k	4.11%	-35.98%
PlayPlus v4 FDX	45k	5.07%	-30.80%
Elite v8 FDX	95k	5.11%	-37.86%
IP v3 SXE	15k	3.71%	-36.64%
PlayPlus v3 FDX	45k	4.13%	-28.50%
Elite v30 EMD	20k	3.70%	-53.98%
Delta v1 SXE	20k	2.34%	-25.98%
Buho v5 FDX	115k	2.82%	-34.83%
Afrodita v3 EMD	55k	4.34%	-74.56%
Elite v7 FDX	115k	2.97%	-35.64%
Buho v8 FDX	65k	2.83%	-36.19%
Q3 v4 FDX	50k	2.79%	-39.57%
Elite v28 FDX	340k	1.03%	-11.09%
Centauro v11 FDX	90k	1.94%	-41.46%
Buho v4 FDX	180k	1.73%	-38.44%
Atila2 v1 MFX	60k	1.88%	-68.72%
Centauro v9 MFX	40k	1.03%	-62.25%
Elite v34 SXE	9k	0.79%	-30.80%
Q3 v3 FDX	55k	1.05%	-36.89%
BetaCon v3 SXE	20k	0.54%	-30.04%
Elite v36 TF	30k	0.48%	-46.78%
Centauro v4 FDX	110k	0.22%	-33.49%
EST Tardes v1 SXE	25k	-0.55%	-34.00%
ST5 v2 FDX	120k	-0.56%	-32.69%
BetaCon Abanico v22 SXE	15k	-0.45%	-25.19%
Centauro v6 FDX	70k	-0.82%	-35.30%
Q3 v1 FDX	45k	-1.06%	-38.17%
Bund Tardes MM v1 EBL	30k	-1.03%	-23.65%
Delta v2 SXE	20k	-1.77%	-29.49%
Elite v15 FCH	45k	-1.45%	-31.05%
Elite v16 FCH	35k	-1.70%	-46.14%
Rho v1 FDX	25k	-2.81%	-37.12%
Hercules v5 FDX	100k	-3.02%	-36.85%
OMicron2 v1 EC	70k	-2.85%	-42.56%
Buho v7 FDX	175k	-3.70%	-37.68%
Hercules v1 FDX	120k	-3.26%	-33.54%
Elite v9 FDX	65k	-3.58%	-37.44%
Sistema C v1 FDX	85k	-4.39%	-40.14%
BetaCon Abanico v11 SXE	20k	-3.71%	-37.01%
BetaCon Abanico v10 SXE	25k	-3.40%	-31.17%
BetaCon Abanico v16 SXE	15k	-2.74%	-20.83%
Centauro v3 FDX	100k	-4.03%	-36.37%
Epsilon Intradia v2 EBL	25k	-5.01%	-42.03%
Rho v2 FDX	25k	-4.58%	-54.97%
Break v1 FDX	120k	-6.03%	-39.32%
BetaCon Abanico v9 SXE	30k	-4.39%	-29.47%
BetaCon v1 FDX	90k	-6.51%	-44.06%
Buho v9 SXE	30k	-4.68%	-35.35%
Buho v6 SXE	70k	-4.35%	-33.42%
Tigre v2 FDX	55k	-6.56%	-42.34%
BetaCon Abanico v12 SXE	20k	-5.92%	-38.80%
Elite v1 FDX	85k	-5.68%	-34.97%
BetaCon v2 SXE	25k	-5.96%	-34.87%
Rho v3 FDX	30k	-5.51%	-48.49%
Break v6 MFX	55k	-7.82%	-65.57%
Funcionario3 v2 FDX	180k	-8.33%	-42.31%
Hercules v2 SXE	30k	-6.19%	-31.55%
BetaCon Abanico v13 SXE	25k	-6.11%	-33.87%
BetaCon Abanico v14 SXE	25k	-6.24%	-34.29%
BetaCon Abanico v18 SXE	15k	-4.27%	-27.20%
BetaCon v4 SXE	20k	-6.25%	-33.59%
ZFiltro v1 FDX	225k	-6.51%	-37.22%
Epsilon Intradia v1 EBL	45k	-6.88%	-31.38%
Tigre v1 FDX	55k	-7.55%	-44.08%
BetaCon Abanico v8 SXE	10k	-6.06%	-43.96%
Break v7 FDX	215k	-8.56%	-35.04%
ATBFollower v1 SXE	35k	-6.94%	-34.86%
Elite v6 FDX	90k	-8.28%	-40.17%
Hercules v4 SXE	35k	-7.65%	-33.03%
BetaCon Abanico v23 SXE	10k	-5.57%	-43.28%
Centauro v1 SXE	25k	-7.12%	-34.98%
BetaCon Abanico v20 SXE	20k	-8.32%	-38.79%
BetaCon Abanico v1 SXE	25k	-6.84%	-30.83%
ATBTrendyLow v3 SXE	35k	-7.23%	-32.23%
BetaCon Abanico v15 SXE	20k	-8.39%	-38.50%
BetaCon Abanico v17 SXE	15k	-5.39%	-37.20%
ATBTrendyLow v1 SXE	40k	-8.26%	-39.78%
ATBFollower v2 SXE	35k	-8.73%	-38.58%
BetaCon Abanico v3 SXE	30k	-6.79%	-32.39%
BetaCon Abanico v19 SXE	15k	-7.98%	-33.99%
Duna v1 FDX	165k	-10.61%	-41.35%
BetaCon Abanico v5 SXE	25k	-8.11%	-36.48%
ATBTrendyLow v2 SXE	40k	-9.28%	-39.54%
BetaCon Abanico v21 SXE	25k	-7.47%	-36.23%
BetaCon Abanico v4 SXE	25k	-8.18%	-33.13%
Buho v1 SXE	30k	-6.88%	-27.87%
Centauro v5 FDX	85k	-9.79%	-42.04%
BetaCon Abanico v2 SXE	30k	-7.55%	-33.16%
BetaCon Abanico v6 SXE	30k	-7.96%	-34.28%
Lince v1 FDX	130k	-10.47%	-43.53%
ST5 v1 MFX	40k	-15.06%	-63.89%
BetaCon Abanico v7 SXE	25k	-8.47%	-37.49%
Buho v3 SXE	30k	-8.08%	-30.55%
Leo v1 FDX	190k	-9.23%	-34.99%
Funcionario3 v1 FDX	275k	-10.50%	-38.12%
Buho v2 FDX	140k	-10.16%	-37.30%
Dax Tardes 2 v1 FDX	210k	-10.71%	-38.04%
Leo v2 FDX	285k	-11.40%	-39.81%
Escalera v1 SXE	80k	-8.88%	-29.45%
Zeus v1 FDX	265k	-11.01%	-40.52%

Questions? Contact Attain or give us a call at 312.604.0926.

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