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ATS utilizes a proprietary auto adjusting algorithm to generate entry and exit signals in various markets. Trading rules are the same for ALL markets. Long entry/exit rules are mirror images of Short entry/exit rules. Long and Short signals ARE NOT optimized separately. In fact, there is no optimization involved at all. Each market is tested and initiated at the beginning of the testing period data, typically Jan 1, 2004. Initial system parameters are set, and the algorithm auto-adjusts periodically, as trading moves forward. There are no manual adjustments or re-optimizations.
Market testing and system “learning” occurs between Jan 1, 2004 and Dec 31, 2014. All performance data after Jan 1, 2015 are blind “Walk Forward” results.