Hey guys! How’s it going? I’m one of the developers of an algorithmic trading company which creates portfolios. To bring transparency to our futures portfolios, we started an exciting challenge last week! You can check the first day on Trading Threads. Portfolio Details: Broker: Inter*ctive Brokers Portfolio: QM Intermarket IA Methodology: Intermarket Money Management: Yes ⏱️ Timeframe: Daily Initial Capital: €100,000 (50k IB + 50k cash) I will leave photos of the results since last week. Hope you enjoy!
Interesting. About 20% return ytd? Do you have a full stats report on the performance? W/l, dd, pf, sharpe, etc