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October 22, 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 Patterns – Backtesting Vix – Gold Trading Gold 


That’s where QUANTFOR portfolio comes from.

How can traders achieve double digit returns cutting drawdowns?

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:


CAGR = 152%

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

The cumulative equity curve, showing the monthly cumulated gains, is one of the most solid I’ve ever seen:


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


$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!

Minimum capital required = $20000 per system, totally $60000

Yearly Subscription Fee – 1995 Euro

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Best regards,

Marco Simioni

Nighly Patterns

Backtesting Vix

Gold Trading Gold

From → Uncategorized

  1. Hi Marco, very impressive performance. congratulations.Since when do you trade those strategies live?
    regards from Swittzerland,

    Von meinem iPad gesendet


    • Hi Domenik, I’ve traded Nightly Patterns since 2012, while Backtesting Vix is live since autumn 2016, and the last is from this early summer, I mean Gold Trading Gold website. Thank you!


  2. Marco,

    Is the performance shown using the Aggressive or Prudent gold trades? Thanks!


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