M Series Automated Trading Systems
The M Series(M5, M7, and M8 ) of Algos were developed by a Matthias Smith (click to view LinkedIn Profile) a trader, algo developer and quant with 20 years of experience. Matthias can be contacted at [email protected] with questions on the algos/trading systems.
The M5 trading system trades the Gold Futures market. The position size taken for the simulation was 1 contract and this resulted in profit of $48,480 from 1/29/2019 through 5/4/2021. Scaling the position size 2 contracts would have resulted in profits of $96,960. These hypothetical results do not include commission costs or slippage.
The M7 trading system trades the FOREX market. The position size taken for the simulation was 100K and this resulted in profit of $175,173 from mid Feb 2019 through April 2021. Using an average leverage of 3% for each forex pair traded, this works out to almost 100% return /year for the system(estimated). These hypothetical results do not include commission costs or slippage.
The M8 trading system trades the volatility using VIXY. These simulated results showed a profit of $41,400 from July 2019 through December 2020. The results shown use a position size of 1000 shares. Taking into consideration margin of 1:4 to trade the VIXY, these works out to over 300% return /year(estimated). The positions are closed out at the end of each trading day to minimize risk. These hypothetical results do not include commission costs or slippage.