FX Quant > FX Quant 7 - Weekly Strategy

FX Quant's trading system works in all time frames - from hourly to weekly time frames. As a demonstration of its robustness and consistency, you can see below how the FX Quant system performed with 7 currencies and weekly intervals. The system performs much better with daily bars and 10 currencies - see the Performance page. More on our trading strategy you can find on the Trading System page.

Hypothetical Performance Summary

Monthly Rates of Return (FX Quant 7 - Weekly Trading Program)

    

1999

2000

2001

2002

2003

2004

2005 2006 2007
Jan -0.11% 2.98% 2.19% 3.03% 3.75% -1.55% 0.46%

1.98%

0.92%

Feb 1.25% -1.32% 2.32% 1.59% 2.22% 2.91% 2.90% -2.88% 1.74%
Mar 0.16% -5.61% -1.09% 2.75% 0.32% -0.96% 1.30% -3.35% -0.05%
Apr -2.87% -0.13% 0.63% -1.47% 2.14% 1.13% -0.87% 0.38% 3.91%
May 1.62% 6.05% -5.56% 4.48% 0.83% -0.37% 1.35%

-2.74%

 1.34%
Jun -0.88% 0.68% 5.07% -2.43% 3.99% 0.19% 2.05%

-1.76%

 
Jul 3.47% -2.70% 1.85% -7.32% 1.54% 2.47% 1.30%

3.06%

 
Aug -1.34% -8.98% 2.45% 2.18% -1.19% 1.94% 1.55%

6.49%

 
Sep -0.19% 1.57% -5.20% 3.74% -1.35% 3.40% 0.42%

0.67%

 
Oct -1.51% -4.32% 5.14% 3.86% 2.35% -1.23% 2.30%

0.61%

 
Nov -5.14% 11.16% 2.38% 2.32% 2.74% 0.57% 1.16%

0.20%

 
Dec 0.44% 12.68% 6.46% -0.01% -0.60% 0.19% -1.82%

4.80%

 
Total

-5.10%

12.06% 16.64% 12.72% 16.74% 8.69% 12.10% 7.46% 7.86%

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Performance Analytics

Testing period 8.42 years/ 101 months
Gross profit

168.07%

Gross loss -78.9%
Net profit 89.17%
Average annual profit 10.6%
Average month (win&loss) 0.88%
Profit factor (gross profit / gross loss) 2.13
Winning months 67 (66.3%)
Losing months 34 (33.7%)
Average winning month +2.51%
Average losing month -2.32%
Ratio average win. / average los. month 1.08
Max. monthly profit / loss +12.68% / -8.98%
Max. consecutive winning / losing months 8 / 4
Worst drawdown (month end to month end) Jul-Oct 2000/ -14.43%
Calmar Ratio (avg. annual pft. / max. drawdown) 0.704
Leverage Variable, 3:1 max.
Type of trading Forex Stat Arb
Currencies traded G7 Currencies
Correlation to S&P 500 Index -0.1722
How generated Backtesting - Hypothetical

Contact us to request detailed performance reports and monthly performance updates.

Effective June 15, 2007, the free FX Quant 7 signal service is discontinued.

Hypothetical or simulated performance results have certain inherent limitations.  Unlike an actual performance record, simulated results do not represent actual trading.  Also, since the trades have not actually been executed, the results may have under-or-overcompensated for the impact, if any, of certain market factors, such as lack of liquidity.  Simulated trading platforms in general are also subject to the fact that they are designed with the benefit of hindsight.   No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS. The performance quoted represents past performance and current performance may be lower or higher. Trading in foreign exchange is speculative and may involve the loss of principal; therefore, funds placed under management should be risk capital funds that if lost will not significantly affect one’s personal financial well being. This is not a solicitation to invest and you should carefully consider your financial situation as to the suitability to your situation prior to making any investment or entering into any transaction. Please see the complete Risk Disclosure.