These test results are from a trading model that trades a basket of currencies. Portfolio level strategy testing features in TradeCompiler software allowed rapid testing of this strategy. Red line represents the performance of buying and holding the underlying portfolio of the assets.
The black line shows the performance of our actively traded portfolio over six years of simulated trading.
The black line shows the performance of our actively traded portfolio over six years of simulated trading.
What makes this portfolio performance test remarkable is the fact that it was made without any computer code or knowledge of any programming language. The strategy was developed with 12 months of intraday data in one currency pair and then stress tested with six years of out of sample data.
As the results satisfied our requirements we tested the strategy with multiple FX pairs, commodity futures and US equities. Even though performance between different asset classes varied strongly, the results remained profitable in each asset class. The equity curve volatility remained low while drawdown adjusted returns were highly encouraging.
Whether you are a professional portfolio manager, retail trader/investor or a signal and analysis provider TradeCompiler software opens a world of opportunities for you. It allows you to quickly move from strategy idea to its execution without any dependence on third-party programmers.
With TradeCompiler You can automate and test Your own trading strategies without revealing your secrets to third-party programmers.
