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GOLD, VIX and OVERNIGHT TRADING

August 2, 2017

I have been asked many times by traders and institutional investors how a portfolio of my 3 trading methodologies would have performed during the years:

Nighly PatternsBacktesting VixGold Trading Gold 

To exploit Shannon’s Demon effect at better, we should keep portfolio’s allocation equal after each trade. This is somewhat time consuming on a daily basis, that’s why I thought to reallocate monthly the portfolio of strategies. I went back to April 2009, as far as vix etps inception.

Here are the monthly returns without reinvesting profits:

THREE

Maximum portfolio drawdown is limited to -12,42% !

The equity curve is one of the most solid I’ve ever seen:

THREE EQUITY

Compounding returns once a month, below is the equity curve:

THREE COMPOUNDED

1 $ invested at the beginning of every month would have grown to more than 3500 dollars in about 8 years! Here it is, a portfolio of strategies to compound with an extremely low monthly drawdown of only -12,42% and a double digit CAGR of about 187%. This is more than a system, this is how I really trade!

Best regards,

Marco Simioni

Nighly Patterns 

Backtesting Vix

Gold Trading Gold 

nightlypatterns@hotmail.com

backtestingvix@hotmail.com

goldtradinggold@hotmail.com

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2 Comments
  1. Tester Tested permalink

    Hi,

    What is the minimum account size in order to make it worth while with Nightly Patterns trade? Another word, how many contractor per trade signal in order to make some profit after subscription fee and data, and trading software, etc.

    -Nathan

    On Wed, Aug 2, 2017 at 10:55 AM, NIGHTLY PATTERNS – Overnight Trading wrote:

    > Marco Simioni posted: “I have been asked many times by traders and > institutional investors how a portfolio of my 3 trading methodologies would > have performed during the years: Nighly Patterns – Backtesting Vix – Gold > Trading Gold To exploit Shannon’s Demon effect at better, we” >

    Like

    • Well Nathan, firstly you don’t need any software or data. Just a broker with low commission.
      Then apart from the negative year of 2015 you would have earned always more than 3 times the website fee trading only 1 contract.
      The worst year was 2016 with $2325 of profit trading 1 contract, minus 665 euro you get about $1500 of profit on that contract
      (depending on euro/dollar cross).

      Like

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