A live record, not a backtest
The rest of this site presents a 15-year backtest, and anyone can produce a backtest. This page is the other thing: dated live signals, published as they happen, including the drawdown the book traded through in its first month. The figures are read from the production trade record each time the page loads, so nothing here is a saved snapshot.
Backtest against actual fills
Each live signal is shown beside the backtest result for the same signal, and the difference is stated in dollars. Across the signals covered by the dated strategy export, the backtest result is $6,270 before commissions, and the page shows what the same signals actually returned as filled, which is less. The shortfall is attributed to the individual trade that caused it rather than averaged into a slippage rate.
The sample is small and we say so
A month of signals is not a statistically significant sample. It cannot establish an edge or a win rate you could rely on, and the page states this above its own totals rather than in fine print. What a record this short does show is that the signals are real, dated and published on the same schedule in a bad month as in a good one.
These are our results, not a customer record
The live figures are the realised results of the STS signal book. They are not the results of any customer account and no customer return is reported or implied. Fills, position size, commissions and the decision to take or skip any signal are yours, and none of them are reflected here. The live figures are shown before commissions and fees.
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Hypothetical performance disclosure (CFTC Rule 4.41). These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical 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 these being shown.
Past performance is not indicative of future results. Trading futures involves substantial risk of loss.