Lets find out if we can beat the market with the Toplist Trading Fund!
Only the best ProQuant strategies will be selected to be part of the fund.
Eligable strategies should have at least the following statistics
trading for > 6 months at least 50 trades max drawdown 40% max SLI 20% profitable At least 10 points (see point system below)
Kick off will be at the 1st of November. Performance report will be posted on a weekly basis
Final ProQuant strategy list - December 2020 2020
Last update: 29 Nov 2020
14 Points: GBP/USD Strategy “Hawk 4h” 14 Points : US30 Strategy “
Winter’s Journey”
13 Points : EUR/USD Strategy “Quirky Bartik” 12 Points : US30 Strategy “Python” 12 Points : EUR/USD Strategy “Leo” 11 Points : US30 Strategy “Enigmo” 11 Points : EUR/USD Strategy “Coral Reef” 11 Points : SPX500 Strategy “Skateboarding Zebra” 10 Points: US30 Strategy “Gohugo” 10 Points : EUR/USD Strategy “New York”
? How to follow this fund
Follow all 10 strategies in static mode
Funds for trading per strategy: same amount for all 10 strategies
? Starting Capital
My starting capital: €1000
My Funds for trading per strategy: €100
Point system - ProQuant strategy top list fund
? last update: 24 Oct 2020
Drawdown:
< %40 dd: 1 point
< %30 dd: 2 points
< %20 dd: 3 points
< %10 dd: 4 points
SLI:
< 20% SLI: 1 point
< 15% SLI: 2 points
< 10% SLI: 3 points
< 5% SLI: 4 points
Last 4 week performance
< 30%: -4 points
< 20%: -3 points
< 10%: -2 points
< 0%: -1 point
0% > : 0 points
10% > : 1 point
20% > : 2 points
30% > : 3 points
40% > : 4 points
Performance since start (static mode)
50% > : 1 point
100% > : 2 points
150% > : 3 points
200% > : 4 points
Performance since start (dynamic mode)
75% > : 1 point
200% > : 2 points
450% > : 3 points
800% > : 4 points
Running time
6 > months: 1 point
8 > months: 2 points
10 > months: 3 points
12 > months: 4 points
Trades
50 > trades: 1 point
100 > trades: 2 points
150 > trades: 3 points
200 > trades: 4 points
What are the odds in any given strategy?
What are the odds in any given strategy? And why is the amount of trades an important factor. Let's say we've a trading strategy with the same stoploss and profit target values. After 20 trades the strategy has a win/loss ratio of 70%.
So 70% of all the trades were winning trades. This seems fantastic, but is it?
Instead of this strategy, we start coinflipping. Looking at a series of 20 flips might not be sufficient; each flip is independent, so it's quite possible to come up mostly heads or mostly tails.
In other words, 20 good trades says nothing about the edge of a strategy
However, after flipping the coin hundreds or thousands of times, you'll start to notice the data converging on a pattern. If a strategy has more than 100 trades (with same stoploss and profit target values) and a win/loss ratio >50% it might have an edge
After 100 coinflips the simulated chance get very close to 0,5, so close to 50% chance of head or tail.
After 500 coinflips (or trades) the simulated chance got even closer to 50%
ProQuant US30 Kulb strategy
Lets take a look at the US30 Kulb strategy
This strategy have a current win/loss ratio of 57% after 221 trades. It has a sufficient amount of trades (coinflips) to be meaningful
Therefor I think that the US30 Kulb strategy has a slight edge in current market
Current US30 Kulb statistics
More information about odds: https://blog.wolfram.com/
Online brokerage review of Trading212 has been published.
Link to full review: Trading212 Review
Link to Trading212 - Get Trading 212
What is position size?
Position size determines the quantity a strategy opens a position with.
Static Trade size %
The strategy opens positions using a set % of the initial Funds for trading
Example static trade size
Funds for trading: $100
Trade size: Static 75%
Current Balance: $100
The strategy opens a position with $75
Strategies with static trade size
| Strategy | Funds for trading | Trade size (static) |
| Enigmo | € 66 | 75% |
| Winter Journey | € 66 | 75% |
| Dyme | € 66 | 75% |
| Python | € 66 | 75% |
| Orbion | € 66 | 75% |
| Phenomic | € 66 | 75% |
| Gutenberg | € 66 | 75% |
| Gohugo | € 66 | 75% |
| Kulb | € 50 | 100% |
| Zircon | € 66 | 75% |
| VioVox | € 62 | 80% |
Dynamic Trade size %
The strategy opens positions using a set % of its current balance, meaning that the quantity used to open positions scales proportionally with the live result of the strategy
Example dymamic trade size
Funds for trading: $100
Trade size: Dynamic 75%
Current balance: $100
The strategy opens a position with $75
Example 2 dymamic trade size
Funds for trading: $100
Trade size: Dynamic 75%
Current balance: $200 (some profits have been made)
The strategy opens a position with $150 (75% of current balance)
Strategies with dynamic trade size
| Strategy | Funds for trading | Trade size (dynamic) | Current Balance |
| Teqtis | € 60 | 85% | € 123 |
| Ace | € 50 | 100% | € 119 |
The DAXinator - Real Money report has been published.
Key Statistics: (8 Jan - 10 March 2020)
LONG Positions:
SHORT Positions:
All published strategies requires: Trading212 & ProQuant
Full report: PQ Strategy - The DAXinator
