LSJ Legend  Posts: 515 Joined: 8/17/2006 Location: Citrus Springs, FL  User Profile | There are good reasons and here are some of my results. This is a $25K account over 5 years with no leverage. So far, I have adapted the MM market states using the Bloomberg Commodity Index in lieu of the SPY. There are additional values that can be used for filters such as seasonality and commitment of traders. I generally am looking for trend trades of a longer duration. In that scenario COT and seasonality can be powerful enhancements to trade probability. I have not yet fine-tuned the strategy list and there is room for a lot of adjustments in strategy selection and parameters. I have living proof of the the power of the leverage in futures. Many years ago I caught a trend with one contract in crude oil which netted $12,000.00. Because of power of money management I later managed to give it back in the swiss franc but the built-in leverage in futures cannot be duplicated with equities. I hope a few others might take the dive so the futrues/forex forum would liven up. [Edited by LSJ on 9/7/2018 10:02 AM]  Attached file : Futures Equity Curve.jpg (147KB - 1414 downloads) Attached file : Futures ATM.jpg (89KB - 913 downloads) Attached file : Futures Perf Report.jpg (280KB - 947 downloads) |
