All 19 instruments, side by side
The signal stream on every instrument, System A and System F, backtested and set side by side.
The latest trade on every instrument, on Recent Signals
| Instrument | Since | Trades/yr | Win rate | Profit factor | Avg trade | Per year | Max drawdown |
|---|---|---|---|---|---|---|---|
| EUR/USD | Feb 2004 | 79 | 43% | 1.48 | +0.26 R | +41.2% | −36.0% |
| BTC/USD | Apr 2017 | 82 | 43% | 2.26 | +0.50 R | +81.2% | −26.4% |
| XAU/USD | Jan 2004 | 91 | 41% | 1.55 | +0.30 R | +54.7% | −29.4% |
| SPX500 | Jan 2012 | 59 | 41% | 1.51 | +0.29 R | +33.9% | −21.5% |
| NatGas | Oct 2012 | 19 | 60% | 3.04 | +0.73 R | +27.2% | −9.0% |
| WTI | Jan 2012 | 54 | 48% | 1.72 | +0.34 R | +36.7% | −20.8% |
| US30 | Oct 2013 | 66 | 44% | 1.56 | +0.30 R | +39.3% | −33.0% |
| GBP/USD | Jan 2004 | 54 | 49% | 1.59 | +0.28 R | +30.3% | −22.6% |
| USD/JPY | Jan 2004 | 100 | 35% | 1.56 | +0.25 R | +50.1% | −34.3% |
| AUD/USD | Jan 2004 | 85 | 46% | 1.49 | +0.25 R | +42.0% | −26.6% |
| USD/CAD | Jan 2004 | 42 | 50% | 1.65 | +0.30 R | +25.0% | −26.9% |
| USD/CHF | Jan 2004 | 65 | 49% | 1.52 | +0.25 R | +32.9% | −25.0% |
| NZD/USD | Jan 2004 | 65 | 56% | 1.56 | +0.23 R | +29.6% | −26.2% |
| EUR/JPY | Jan 2004 | 83 | 43% | 1.54 | +0.22 R | +36.9% | −27.8% |
| EUR/GBP | Jan 2004 | 31 | 63% | 2.04 | +0.36 R | +22.4% | −12.6% |
| GBP/JPY | Jan 2004 | 64 | 42% | 1.51 | +0.28 R | +35.7% | −23.7% |
| AUD/JPY | Jan 2004 | 82 | 47% | 1.54 | +0.26 R | +42.5% | −27.5% |
| CHF/JPY | Jan 2004 | 80 | 58% | 1.57 | +0.23 R | +36.5% | −20.4% |
| CAD/JPY | Feb 2007 | 126 | 34% | 1.54 | +0.24 R | +60.8% | −40.7% |
Each row is what that instrument’s own page opens with: one position at a time, 2% risk per trade, profits not reinvested, before spread and commission. Change any of them on the instrument’s page.
How to read this
R is the risk of one trade, the distance from its entry to its stop: a trade stopped out loses 1 R. Win rate is the share of trades that closed in profit. Profit factor is the R won by the winners over the R lost by the losers. Avg trade is the mean result per trade in R. Per year is the average yearly return of an account run at the settings above, and Max drawdown is its deepest fall from a high, measured on closed trades. Periods differ by instrument; Since says where each one starts.
When these markets move
A separate measurement of seventeen of these markets, and the natural companion to the table above: which hours each market actually moves in — the median fifteen-minute range at every hour of the day, which hours are dead, and where the outsized bars cluster. One page per instrument.
Two cross-instrument tables sit beside these pages: which hours each market moves in, and how far it travels in a day, by year.