MACDON TREND FOLLOWING SYSTEM
A customizable, rules-based strategy. No management fees – No incentive fees.
The MACDon Trend Following System was developed in 2003 and continues to be one of our favorite trend following breakout strategies today. The MACDon Trend Following System is an intermediate term trend following breakout system with dynamic money management that can be applied to all commodities, futures, and FX markets. MACDon will generate 3-4 trades per year, per market. When market conditions are persistent, the MACDon Trading System can stay with trades for a year or longer.
The logic behind the MACDon Trend Following System is based on the Donchian Breakout Trading System. The MACDon Trend Following System can be applied to a static portfolio of markets, focused on a particular sector, or balanced across the various market sectors to provide broad diversification and opportunity in a wide range of supply/demand imbalances.
We provide 100% system/portfolio management, including daily execution, twice daily reconciliation, and managing contract rollovers. Portfolios can be customized to various account sizes, risk, and markets traded, and there are never any management or incentive fees.
Key Details
- Developer: Wisdom Trading
- Strategy type: Medium Term Trend Following
- Markets Traded: All Global Futures and Commodities
- Commissions: $20 per trade
- Min. Account Size: $30,000
- Can be customized to your account size, risk, and market selection.
Trade Example
Simulated Performance
| START DATE | AVG. RETURN | MAX DD | LONGEST DD | SHARPE | WIN/LOSS RATE | WINNING/LOSING MONTHS | TRADES |
|---|---|---|---|---|---|---|---|
| Jan-97 | 17.60% | 40.2% | 38.7 mths | 0.95 | 42.3% / 57.7% | 55.9% / 44.1% | 1,848 |
Sample Portfolio – Simulated Performance using CSI Unfair Advantage Data.
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