PTA Diversified Portfolio

Our Diversified Portfolio is designed for the trader or investor who looking for a thoroughly tested and successful diversified system with a high reward to risk ratio.
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System Performance Info

Diversified Portfolio
Yearly Analysis (Per $100,000 Traded)
Average % Gain Per Year46.79%
Average $ Gain Per Year$46,791.39
Monthly Analysis (Per $100,000 Traded)
Average % Gain Per Month3.89%
Average $ Gain Per Month$3,899.84
Trade Analysis (Per $100,000 Traded)
Total Number of Trades2,821
Avg. Winning Trade$1,386.10
Avg. Losing Trade-$769.96
Trade Win Rate47.25%
Return to Drawdown Ratio28.61
Back-Testing Information
Period Analyzed
Historical Period Analyzed4/28/04 - 4/8/19
Slippage and Commission Used in Analysis
Commision Used in All Reports (Futures Trade)$7 Per Trade
Slippage Used in All Reports (CL)$10 Per Trade
Slippage Used in All Reports (GC)$10 Per Trade
Slippage Used in All Reports (DJ)$10 Per Trade
Slippage Used in All Reports (SB)$15 Per Trade
Slippage Used in All Reports (NQ)$20 Per Trade
Slippage Used in All Reports (LH)$50 Per Trade
Drawdown (Per $25,000 Traded)
Max Drawdown (Trade Close to Trade Close)-$24,534.20
Max % Drawdown-21.41%
Algorithms Traded
Multi-System Portfolio
Instrument TradedCrude Oil, Sugar, Dow, NASDAQ, Lean Hogs, Gold
Profit Factor (Ratio of Total Gain to Total Loss)1.61
Percent Profitable47.25%
Total Number of Trades2,821
Outperforms DuringHigh Volatility Environment
Ability to Hold OvernightYes - Day and Swing Trades
Algorithm TypeBreakout, Trend-Following, Momentum, Sentiment

Equity Growth

The following equity curve shows the back-tested equity curve for the PTA Diversified Portfolio System.  The growth is calculated per $100k unit.  The live testing continues to perform at this tremendous growth level.

Verified using 1000 test monte carlo simulation with a 1% chance to skip trades and randomized order of trades. (shown Below)


These 100% automated strategies are trading on two highly non-correlated markets to add diversification and help minimize drawdowns.

Thoroughly Back-tested

Thoroughly back-tested and forward tested over multiple years. This strategy has continued to perform extremely well.

High Reward to Risk Ratios

This system is designed to take trades with a target of making much more on winning trades than on losing trades.

Momentum, Breakout, Trend Following, and Sentiment

The portfolio trades systems based on multiple strategies ranging from trend following to breakouts and reversals. This provides performance no matter what the market environment.

Start Auto-Trading Today with PTA Diversified Portfolio