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.
- 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.
|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.
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.