There are 4,194,303 possible allocations of the 22 EMA trading methodologies below is our monthly spreadsheet on the top 150,000, I’ve also included all possible allocations trading micro contracts (lower minimum start balances)
Top 150,000 EMA Allocations Sorted by Reward Risk
All Possible Micro EMA Allocations
1) These reports summarize each allocation’s
A) Cumulative net profit.
B) Maximum drawdown, (highest daily high to lowest daily low).
C) Current drawdown.
D) Reward risk, descending order, (profit divided by drawdown).
E) Minimum start balance (margin + maximum drawdown).
F) ATA allocation number
G) Methods and markets traded in each allocation
2) Qualifying an allocation
Choose the allocation you’d like to review.
Note the minimum in column F
Methods and markets traded show on the right
3) This example
$3,301,590 cumulative net profit per unit 2000-2021
-$62,570 Highest monthly high to lowest monthly low prior to recovery
-$80,164 highest daily high to lowest daily low prior to recovery
-$6,182 current drawdown
41.19 lifetime net profit divided by maximum drawdown
$141,664 lowest permissible start balance for auto-trade.
7091671 ATA allocation number
Methods Traded SP, NAS, GC100, SI2500, 2 AUD, CAD, CHF,
2 EUR, EURH, 2JPY, JPYH
4) To build out this allocation open this spreadsheet
5) Determine your start balance
The lowest permissible auto-trade start balance for this allocation is $141,664, I’d work with with at least $150,000 to avoid any margin issues and adequately prepare for drawdowns.
Start balance goes in cell E24
6) Cells I24-I46 control what methods will in performance.
7) Enter methods and number of contracts traded
8) The spreadsheet will show
A) The allocation’s performance chart
B) Performance charts for each method traded in the allocation
C) Allocation monthly profit or loss
D) Performance statistics
E) 2000-2021 monthly and annual performance.
F) Monthly and annual performance for every method traded.
9) Any allocation can be traded automatically for your account and modified at anytime.
10) Using any reasonable maintenance balance
A maintenance balance is nothing more than a stop loss based on the liquidation value of your account, example,
$141,664 lowest permissible start balance for auto-trade
$175,000 Your starting balance
-$62,570 Highest monthly high to lowest monthly low prior to recovery
-$80,164 Highest daily high high to lowest daily low prior to recovery
-$90,000 Risk tolerance
$85,000 Maintenance balance
Should the account’s balance drop below $85,000 including unrealized profit or loss all positions would be liquidated on or before the next close.
If you have any questions or want me to walk your through what were doing and how contact me.
Peter Knight Advisor
Direct VI Phone 24/7 +340 244 4310
Skype: Peter-Knight-Advisor
Message me
Schedule an online review
Peter_Knight@peterknightadvisor.com
