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System Description​
 

SuperSystemB (beta testing - not available yet) is the SuperSystem system, but with an additional exit strategy. This new exit strategy is triggered about 75% of the time, and as a result, the average trade holding period is slightly shorter than DE.

 

One significant advantage to SSB over SS is a slightly better gain/pain ratio, and higher over all profits from backtesting.

 

Real time performance metrics for the SuperSystemB system is not yet available in the Performance Viewer backtesting web app.

Using $50,000 of capital and the lowest risk level of .05, the average annual hypothetical return according to backtesting is about 164% with an average annual maximum drawdown of 26%.

The minimum recommended amount of capital to trade DifferenceEngineB using the entire symbol set is $50,000. With the risk set to the lowest level of .05, the maximum theoretical drawdown is $26,000 which might be expected to happen at least once every 9 years or so. This would imply that there is a 1 in 9 chance that the first year of trading SSB could see a 50% drawdown with a $50,000 account. If that drawdown does not occur in the first year, and you don't increase the capital after the first year, then profit generated from the first year should cover any serious drawdown loss from subsequent years.

Run the AlgoLab Performance Viewer web application to review various backtesting result scenarios with your capital, risk settings, futures markets, and filters selections.

Real trading is never nearly as profitable as backtesting, so these values are just rough estimates on the optimistic side.

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