| Ultimately every trading strategy is defined by how robust it is, as this alone will determine its ability to standing the test of time. Our fully automated algorithmic trading system ‘RobustRobot ’ solves the what-to-trade conundrum. By trading the most popular and capitalized exchange traded fund SPY; which tracks the S&P500 index, it is scaleable to several millions due to the available liquidity in that market. Trading both long and short it takes just two trades on average each month and is therefore also very easy to trade manually guided by the entry and exit signals generated. Despite the obvious user simplicity, the complex algorithms required to produce the stunningly consistent results achieved over the last decade are highly sophisticated and took several years to develop. With a consistent average annual return of circa +20% and a maximum drawdown better than -8% it has a MAR ratio in excess of 2.5 trading the last decade which has been dubbed the most precarious in living memory due to the 2008-2009 stock-market crash. Given that the vast majority of CTA’s +80% don’t manage to attain a MAR ratio greater than 1.0, this performance is truly outstanding over this vast and challenging time period. MAR ratio: Managed Account Reports = Compound Annual Growth Rate / Max. Drawdown 
Stunning historical trading statistics are great, but it is only the probability of their continuing into the future that actually counts Historical trading statistics are only relevant to future performance when chance can be unequivocally ruled-out. It is imperative that the historical test period is long and varied enough to encompass all of the typical market conditions e.g. Bull, Bear, Trending, Consolidating, Volatile and Non-Volatile and including all of their associated transitional phases. Historical results that could have been attained by chance are not likely to continue into the future. Consistent linear results spanning several years and hundreds of trades cannot be attained simply by chance and therefore have the greatest probability of continuing into the future. Although the first eight years shown in the graph above are back-test results and the last two years were traded live, the two trading periods are indistinguishable; This is indicative of a robust trading strategy where its current and future trading performance is congruent with its past. While this trading system works perfectly well on many other indices including the gold exchange traded fund GLD, it has been optimized to trade SPY (S&P 500 index) for its abundant volume which facilitates both reliability and scalability. Robust Robot can run as a fully automated user friendly strategy in TradeStation or on its own as a stand-alone application
Click here to see a detailed statistical profile of 'Robust Robot' generated live To trade or enquire about our robust trading system, please use the form below |