Trend tracking system for futures exactly one year.

The trend-following system for futures is exactly one year old. Therefore, I calculated the distribution by the returns of instruments, used in this system. Palladium is confidently leading, behind him Rhys, Cotton. Among the laggards is the oil group — Oil, Gasoline, and also Cocoa.

Annual yield? It depends on what amount to count. The fact is that two systems on American stocks are also traded on the same account., therefore funds are allocated between them dynamically. Basically, if you count from the minimum allowable amount for trading with this system, then the profit will be percent 50. But if you think sensibly, then I believe that the profitability is approximately 30%. Не так много, but considering that after 2008 years, trends temporarily consolidated, then the best days for the system are yet to come.

  Volumes
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