Trading Systems Rankings

(Page 12 of 11, Watchlist Programs)

The trading systems rankings table is currently showing page 12 of 11, with the #201 through #204 ranked programs, amongst the 204 trading strategies in your Watchlist. The highlighted programs are in your watchlist. Recommended programs are in BOLD.

Hide Help
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 204 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
Hide Help

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
BetaCon Abanico v5 SXE	25k	-9.78%	-36.48%
Zeus v1 FDX	265k	-11.55%	-40.52%
AG Xtreme SP	50k	-101.19%	-347.82%
Jaws 450 US	10k	-78.96%	-253.49%

Page
1
2
3
4
5
6
7
8
9
10
11
Show all at once

Back
|

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

Sign up for Free Access to gain entry to our Advanced Tools (Watchlists, custom portfolio builder, program details, advanced stats, and free newsletter).

Important Risk Disclosure

Important risk disclosure for CFTC Systems

Important risk disclosure for the Attain Capital Management website