TRADING SYSTEMS
Algo-box created series of mechanical trading systems adopted for trading S&P 500 related instruments.
Systems have been in development since 2008 and have been active traded since start of 2010 with 99.9% realism.
As of December 2019 we are using our battle proven N – OFFSET , revert to mean based trading system which has following historical performance
Year Return Drawdown
2006 5,04% 0,00%
2007 22,07% 5,11%
2008 5,58% 7,02%
2009 14,22% 8,11%
2010 3,94% 11,69%
2011 14,43% 7,94%
2012 10,25% 4,72%
2013 9,26% 5,55%
2014 15,85% 3,41%
2015 4,24% 9,04%
2016 11,44% 1,92%
2017 10,15% 1,33%
2018 7,51% 6,60%
2019 13,88% 4,94%
2020 48,70% 3,39%
2021 10,88% 10,27%
2022 4,05% 9,40%
Trading is done strictly by using SPY option combinations, which greatly reduces our possible drawdown and limit overall exposure.