well, ¿how about you prove how would buying and holding a single es futures contract would work? you tell us. the whole thing; initial capital, span margins, rollover dates, maximum losses, maximum drawdowns and on and on.
Win rate was 70%+ in reality but C2 counts the losing leg of a combo or spread as a loss as there was no functionality for spreading. Also, 100% market orders and no haircut allowance for spreads/combos. Return on cap(C2 calc) was 12.9X.
It's not even close. An 80D call buy every three months would have done 10X your silly curve fitted sht and it's real world performance. Rollover dates, lol. Bought three weeks before futures roll and rolled 90-days later. As if it matters. Worse (for you) it was long carry in the back half of the period in question you fool. You waste the time and do it. I gain nothing by doing your work for you. Your sim-shit can't beat buy and hold.
¿It ¿seems ¿like ¿your ¿native ¿language ¿is Hindi, Arabic, Chinese .... Th*at's wh!y yo(u don't u~se upp]er ca+se lett"ers. You can use Google Translate or ChatGPT to translate your native language to English. jaja!!!!! i have been posting real time signals to tw4tter.
low capacity, uninformed, illiterate and mathematically ignorant trolls lurking in this kind of fora. troll says: " market performing ". the returns are 500+% from trading one single contract, so none of that. troll says: " curve fitting ". 2 years of real time reports plus real time trades on twatter, so none of that either. and then nonsense about fantasy returns from riskier, more heavily leveraged instruments. well, the position sizing for this strategy is appropriately increased as profits are accumulated, so the returns are really multiple times larger than those generated trading one single contract. and these signals can also be traded on options contracts and results are even more magnificent. ¿is there anything else that the trolls would like to discuss?
lol loser states NQ in the second post and a long ES call is riskier at one lot throughout? Clown shoes. Time for a new nick.
the es futures contract traded around 2,500 points at the beginning of 2019. it traded around 6,000 points last week. even if the costs and slippage of rolling over 4 times per year were negligible, that is 3,500 points at 50 usd per point. so, roughly $175,000 usd in profit over 6 years, in the best case scenario. that is a 350% return on the initial capital, definitely not 1500% as one of the trolls falsely stated.