We recently updated the performance of our proprietary systems CTX and LTX. We’ll aim to keep the numbers current to check the systems performance in «live conditions».
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In this post, we’re zooming in on the performance of the CTX and LTX systems for the year to date (as of end Sep-14). Performance is good-to-excellent, with all systems showing positive results – the best one just topping 100% return over the last nine months.
LTX: Star Performer
2014 can definitely be called a «come-back year» for trend following.
The Wisdom State of Trend Following report has had a very good year so far, with accelerating performance over the last few months.
LTX – our proprietary system based on trend following principles – was perfectly positioned to benefit from these conditions. It did its job very well, posting a strong 2014 across all versions of the system. The last few months were particulary positive.
LTX Performance:
| System | Starting Capital | Profit | Return | Max DD | Longest DD | Trades |
|---|---|---|---|---|---|---|
| LTX-6 | $30K | $31.3K | 104.2% | 8.3% | 3.5 | 18 |
| LTX-8 | $50K | $38.3K | 76.6% | 5.8% | 3.2 | 25 |
| LTX-12 | $80K | $69.3K | 86.7% | 6.3% | 1.3 | 41 |
| LTX-16 | $100K | $29.0K | 29.0% | 5.4% | 5.5 | 54 |
| Avg: | $65K | $42.0K | 74.1% | 6.5% | 3.4 | 35 |
It is a good sign to see that, since publishing the systems on the site, performance more than held up. Another positive to take away from these results is the fact that global diversified trend following is accessible to smaller portfolios and trading accounts. This is one of our main goals with the LTX system. The way it has performed, in line with the State of Trend Following, seems to validate our approach.
Please visit the LTX page to check the full performance over the last 10 years.
CTX: Still Positive
With such a favorable market environment for trend following, it was expected that CTX – our mean-reversion system – would not perform as well as LTX.
However, it is interesting to note that the YTD performance for both CTX systems is above water, with the equity curve having stayed positive for the most part of the year.
CTX Performance:
| System | Starting Capital | Profit | Return | Max DD | Longest DD | Trades |
|---|---|---|---|---|---|---|
| CTX-15 | $15K | $3.6K | 23.8% | 30.8% | 5.9 | 34 |
| CTX-21 | $25K | $3.2K | 12.8% | 25.5% | 5.8 | 48 |
| Avg: | $20K | $3.4K | 18.3% | 28.2% | 5.9 | 41 |
Using mean-reversion principles, CTX was designed as a complementary system to LTX, to be used either as a system diversifier or as a system of its own (with strong performance over the last 10 years). The latest performance, showing positive results in less-than-favorable markets, seems to demonstrate the fact that CTX can hold its ground.
Please visit the CTX system page to access the full performance over the last 10 years.
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CTX and LTX are adaptable systems and can be customized to our clients’ requirements (account size, portfolio, leverage or other options — simply ask us for more information).
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Disclaimers
Risk Disclosures
Commodity Trading involves high risks and you can lose a significant amount of money. Commodity trading is not suitable for many investors. Any performance results listed in all marketing materials represents simulated computer results over past historical data, and not the results of an actual account. All opinions expressed anywhere on this website are only opinions of the author. The information contained here was gathered from sources deemed reliable, however, no claim is made as to its accuracy or content. Different testing platforms can produce slightly different results. Our systems are only recommended for well capitalized and experienced futures traders.
CFTC-required risk disclosure for hypothetical results
Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.
