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AlphaEngine

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2007 to 2021 hypothetical backtesting results (with actual overlay):

starting capital = $100,000

# contracts traded = 1

net profit = $734,180

ave annual return = 48.8%

ave maximum annual drawdown = 18%

gain/pain ratio (# dollars earned for every dollar lost) = 21.5

maxmum drawdown = 34%

2017 to 2021 actual trading results:

starting capital = $50,000

# contracts traded = between 1 and 2

net profit = $214,241

ave annual return = 85.6%

ave maximum annual drawdown = 20%

gain/pain ratio (# dollars earned for every dollar lost) = 5.2

maxmum drawdown = 34%

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AlphaEngine Description

AlphaEngine is a long/short breakout strategy that trades a basket of 17 uncorrelated futures symbols. The average trade holding period is from 1 hour to a few days. The total number of short trades is approximately the same as the total number of long trades, and offers close to zero correlation to the stock market. We started trading the AlphaEngine trading system with a funded account in March of 2017. Since inception in 2017, this funded model account has never been modified in any way, nor has trading been paused or stopped for any reason. Actual performance (blue line on the graph) for 5 years has tracked the hypothetical model (red line on the graph) very closely.

AlphaEngine Instruments

Minimum capital:

Risks: