System: CANTOR DUST
Description: www.cantordustfx.com
Math & Physics to beat Financial Markets
Strategies from trading books or FX trading seminars often advocate one strategy as the holy grail, backed by years of research. Even with forex expert advisors, automated traders mostly trade just one robot, albeit across currency pairs. While this can be profitable over the long term, it does not protect you from near term drawdowns from changing market conditions.
There are 2 camps when it comes to forex trading strategies – Trend Following and Mean Reversion. In a sideways market, trend following strategies suffer losses and in a trending market, mean reversion strategies get hit.
Many traders make the mistake of giving up too early on their strategies once they see a string of losses. These could be attributed to market conditions rather than the strategy itself. Take trend following for example, markets only trend 20% of the time, so for the most part trend traders are hitting stop losses, waiting for that trend to ride.
A multi-strategy portfolio comprising both trend following and mean reversion strategies can better weather changing market regimes. Multi-strategy portfolios for the retail forex trader are best executed using robust expert advisors, because the human mind can’t handle that many strategies concurrently.
The benefit will be more stable earnings with reduced volatility. On a portfolio basis, drawdowns will also be lesser. Last but not least, a balanced portfolio reduces the emotional impact and stress on a trader towards more sustainable trading.
This is the reason CANTOR DUST uses more than 30 different automated and manual strategies ( different strategies, different pairs, different TFs, different open order handlings, different risks and money managements, etc … ) working all together creating the perfect "CANTOR DUST’s Quantum Aggregation" for High Frequency Trading ( HFT ).
"CANTOR DUST ‘s Quantum Aggregation" is a totally new theory discovered by applying physics and math to beat the financial markets.
The overall portfolio has been developed using this totally new theory, matlab, C++, performing every month simulations and Montecarlo analysis in order to optimize all the strategies according to market conditions. This is the only way to succeed financial markets over the long run using an anti-fragile and risk-free approach.
Type of Trading: Real
Broker: Tickmill
Started: May 12, 2015
Views: 91
Tracking: 2 users
Currency Pairs: AUDUSD, EURCHF, EURGBP, EURUSD, GBPCAD, GBPCHF, GBPUSD, NZDUSD, USDCAD, USDCHF, USDJPY
Essentials: The CANTOR DUST system has made 3018 trades with an average winning trade of 11.63 pips / $1.89, the average losing trade around -25.84 pips / -$4.78 and an average trade length of 6h 46m.The best trade it ever had was (May 21) 142.6 in pips and the worst trade was (Aug 24) -387.7 in pips.
It has won (1180/1567) 75% of its attempted buys and (1098/1451) 75% of its attempted sells.
Pros & Cons
- Its average win is larger than 10 pips which is usually a good thing.
- Its average stop loss is less than 50 pips which is reasonable.
- Prone to large drawdowns.
- Bad risk:reward ratio. Stop loss is more than 2x the take profit.