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Trading System Descriptions and Track Records Compare Our Backtested Performance with Other Commercially Available Trading Systems |
Our Guarantees At longtermtrading.com, we have been "taken" by system vendors in the past with double-talk and shady reporting of optimized backtesting results - just as many others. As a result, we know from experience just what "completely non-optimized" and "full and accurate disclosure" mean. We strive to provide more information on our systems performance than any other vendor and to guarantee the accuracy of the data. Our 1st Guarantee – All of our system are Completely Non-Optimized. Every single system offered by longtermtrading.com comes with a verifiable, published track record using the exact same parameters for every single commodity. Further, to limit our ability to unintentionally optimize our results, we require that every single parameter in every one of our systems be a Fibonacci number (or a 10x multiple of a Fibonacci number). This includes all of the entry parameters and every single exit parameter including the money management stops – no exceptions!! Our 2nd Guarantee - All of Our Systems are Tested on the Same Standardized 21 Commodity Portfolio. Every single system offered by longtermtrading.com comes with a verifiable, published track record generated by using the exact same 21-commodity portfolio for every system tested. Every single system is tested on exactly the same stringently selected set of commodities. We will never cherry-pick a portfolio to show improved returns – no exceptions!! Our 3rd Guarantee - All of our Continuous Contracts are Identically Created and Go Back to the Later of the Contract Life or 1970. Every single system offered by longtermtrading.com comes with a published track record generated by using back adjusted, continuous contracts that were created in an identical manner using CSI (Commodity Systems Inc.) raw data and Unfair Advantage software for back-adjustment. Contract months were rolled and back-adjusted on the day that the new contract volume or open interest exceeded that of the old contract. The testing period includes the entire length of the commodity contract life (as contained in CSI's database) or going back to 1/1/1970; whichever was later - no exceptions!! Our 4th Guarantee – Drawdowns are Fairly Reported using TradeStation drawdowns for Individual Commodities and both Mark-to-Market and (for weekly data) Closed Trade-to-Closed Trade Drawdowns for Portfolios. Every published track record disclosed by longtermtrading.com reports individual commodity drawdowns directly from TradeStation and true portfolio drawdowns using both bar-ending mark-to-market drawdowns and (for weekly data) as closed trade-to-closed trade drawdown - no exceptions!!
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