Market Portfolio: Sugar
Signal Trading Group tracks a wide variety of systems that trade Sugar (SB). The table below reflects the performance of our Sugar portfolio but also highlights its level of diversification as our systems trade across multiple time frames and trading styles.
- System ID is broken into three parts; Name, Time Horizon and Direction. The systems are officially named after some of the brightest stars in the sky. Each system ID will begin with a star name followed by the trading time horizon and conclude with the directional bias of the system whether it’s Long (L) or Short (S).
- Trade Stats follow the system ID. Positions are highlighted based on direction (long or short), entry date & price and open position profit or loss. Please note that profit and loss data is updated at the end of each bar … so a 30 minute bar system will update faster than a 90 minute bar system.
- Trading style reflects the general design of the system. Systems will fall into one of three styles; Pattern, Momentum or Trend based.
System Overview: Sugar (SB)
Signals are NOT buy/sell recommendations. Our information is strictly provided for educational purposes only. As always … trade at your own risk and analysis.
Performance Definitions:
- Compounded Annual Growth Rate (CAGR) measures the growth of an investment as if it had grown at a steady rate on an annually compounded basis. The starting capital for the portfolio is based on 2X Maximum Drawdown over the test period.
- Maximum Drawdown measures the largest peak-to-valley loss based on closing daily return data.
- Profit Factor (PF) is a very simple ratio that divides gross profit by gross loss. It represents how much money is made for every dollar lost.
- Average wins to average loss (AWAL) is a common ratio that divides the average winning trades by the average losing trades. It measures how many dollars you win for every dollar you lose on average. Averaging the data provides a different, although similar, perspective to Profit Factor.
- Percent Profitable provides perspective on expectations more so than it does performance. A high or low percent profitable figure is truly meaningless without the guild-line of performance ratios.
- Trades per month speaks to the activity of the systems. Portfolios with a lot of intraday systems should expect to see more trades during the month.
- Wining Time Losing Time (WTLT) ratio measures the amount of time spent in winning trades versus losing trades. Portfolios that efficiently exploit trends should expect to see high WTLT ratios as they let their winner run and cut their losses quickly.
- Largest winning and losing trades speak to expectations. Traders can always handle the big winning trades … question is can they stomach large losing trades?
All trading involves risk. Leveraged trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don’t trade with money you can’t afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed. The past performance of any trading system or methodology is not necessarily indicative of future results.
Our strategies have not been developed based on knowledge of or with reference to your particular circumstances, such as financial position, goals, risk-reward preferences, tax situation, brokerage arrangement, investment or trading experience, and so forth. Hence no content or model published here constitutes a recommendation that any particular security, portfolio of securities, transaction, or investment strategy is suitable for any specific person. You alone are solely responsible for determining whether any investment, security or strategy, or any other product or service, is appropriate or suitable for you based on your investment objectives and personal financial situation. More