We Have One Main Strategy We Currently Use.
Strategy is trend following;
The strategy looks for short-term momentum to define the trend and opens positions in that direction. The risk management is adhered to automatically by our software and management team in order to maintain our risk profile at the portfolio & position levels. Each trade has a pre-defined stop loss, position limit exposure as well as portfolio limit of gross exposure per currency pair. No martingale or averaging system is applied.
We see trading algorithm as a tool. At any point if we consider market situation as inappropriate for trading we may prompt the system from trading or adjust position manually. Our main priority is - Proper Risk Management.
Basic data on the system :
Working period - 28 month
Type - Trend following
Assets - Spot FX, Majors and their crosses
Average Position Time - 5 days
Profitable Months - 78%
Max Portfolio Exposure - Up to 20x on notional equity
Worst DD - 21.54%
Sharp Ratio - 2.17
Calmar Ratio - 2.4
Account is monitored by Roche Futures