Inception = TBA
ES Prodigy(TM) is fully dedicated to
trading SP500/ES futures, both long &
short, using index CFDs (cash or
futures-based). The trading system
aims to replicate the performance of
F_Core©. ES Prodigy(TM) uses a
proprietary, highly modified brownian
algorithm to capture intraday and
daily opportunities arising from the
various price motion dynamics driving
Core Proprietary Algorithm
Max 30% Overnight Positions
Profit in Bull & Bear Markets
Exploit 6 Distinct Market Edges
LAST UPDATE = January 2019
After a stellar 2017 in a bull market, the live calibration run of ES Prodigy(TM) posted a drawdown in 2018 that will go down as a massive outlier. The original
system comprising 8 systems shed 361.9 normalized SP500 points (base 200). The major issue with that drawdown is that roughly half of it came from 2
dedicated short-only systems that obviously failed to play their supposed balancing role during the brutal Q4 2018. Likewise, 2018 came as a statistical
aberration since the system's backtest had not shown a single negative year since 1993, delivering an average of 462.1 normalized points until 2018, with an
annual low of 61.3 and a high of 1,364.5. Looking back at these results in the light of the current market environment, it is also fair to say that after being up
+49.4% in its first 18 months through the end of 2017, ES Prodigy(TM)'s drawdown of -34.2% as of the end of 2018 still demonstrated the system's ability to
mitigate losses in a proportionate fashion despite the abnormally adverse year.
Looking at the full spectrum of the performance contribution from both short-only systems, decision was made to discard them as they demonstrated subpar
added value not only along the entire duration of our backtest, but also at the time where they were needed most during our live calibration run. We therefore
widened the adverse Monte-Carlo downside deviation for safety purposes. With these adjustments now made, time has now come to start the tentative
track-record for the system.
Please note that status updates are not released on a monthly basis but only as deemed necessary by FX Physics©.
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v56 and beyond.
The following website is dedicated to algorithmic trading with applications expanding from the Forex market to any tradable asset class.
The FX Physics© algorithm, its F_Core© and X_Core© core systems, its Omega©, Epsilon©, Sigma©, Alpha©, Gamma© and Theta© subsystems, their future updates, as well as
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All information posted on this website reflects the author's opinion and the opinion of its accredited participants, and may not be the truth. Please use your own good judgment and seek
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whatsoever, be held responsible for the reliability or accuracy of the information available on this website. The content provided is put forward in good faith and believed to be accurate.
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Risk Warning! This website is neither a solicitation nor an offer to trade in the financial derivatives markets. Leveraged trading is a highly technical way of investing which carries a
high level of risk. Therefore it may not be suitable for all investors as the use of margin creates large potential for gains but at least equally large potential for losses. Before
participating in this type of trading, you should carefully assess your personal financial knowledge, investment objectives and risk tolerance. A substantial possibility does exist that you
could sustain a loss of some, all, or even more than your initial investment. As a result, always trade with money that you can afford to lose. In particular, you should be aware of all the
risks associated with Forex and Futures trading and seek advice from an independent financial advisor if you have any doubts.
CFTC Rule 4.41 Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Since
the trades pertaining to the backtesting section have not been executed, the results cannot completely account for the impact of certain varying trading factors such as transaction costs,
slippage, execution delays or adhering to a particular trading discipline in spite of trading losses. These examples are some of the material points that may adversely affect actual
trading performance and therefore cause the final performance to deviate materially from that stated in this website. Simulated trading programs 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 in the future.
Copyright 2019 FX Physics©, All Rights Reserved
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Brokers & IT
Our IT resources:
- ID = Live Calibration (ESP)
- Direct Link = www.myfxbook.com/members/fxphysics/live-calibration-esp/2427017
- Duration = 30 months.
- Conditions = live/real-money.
- Scope = E-Mini SP500 contracts via cash CFD.
- Tests = bullish profit maximization, relevance of stop-losses, bearish Monte-Carlo stress test, individual system added value and selection.
- Improvements = wider Monte-Carlo negative deviation, confirmation of initial stop-loss contingency plan, 2 systems discarded.
* Tentative track-records are disclosed in log steps of 1 year OR 1,000 trades.
Please check back later.
WORK IN PROGRESS*