The algorithm operates over the long-term containing trend, breakout, and mean reversion strategies for Oil, Gold, and FX. Drawdown has been optimized over return, which makes this a solid candidate for Prop Accounts.

Returns are static (uncompounded) reflecting the true performance of the algorithm.

The results display profitability over ten years (without any re-optimization), which demonstrates robustness of strategies even though markets have changed a lot over that timeframe. Typically, we optimize every 12 months, no curve fitting, just ensuring stops and targets are in line with relatively recent markets.

All strategies are simple proven and time-tested using techniques that have worked for decades and will continue working for decades to come.