TrilliumFX

Over the past year, I have joined forces with two experienced traders and we came up with a portfolio of strategies that are activated simultaneously. The portfolio approach aims to adapt to the various market conditions, and each group of strategies is designed specifically to "out-perform" under certain market conditions. The robot is able to open multiple positions, track each strategy individually, implement hedging techniques, money management, size management, while always complying with the permitted risk exposure.

This portfolio approach softens the impact when we encounter a series of losses or rapidly changing market conditions due to global uncertainty, because there will probably be some profitable positions that are going to help maintain a healthy account balance.

Watch the TrilliumFX demo video to have a better understanding of how multiple strategies can be executed and monitored simultaneously.

The system is stable and robust, performing well in all 12 years of our research data, from January 2000 through December 2011. We conducted extreme "stress test" scenarios with 15% risk exposure per position, and the account did not "blow up" for any of the 12 years. Under normal operation, we will recommend a risk exposure of 1% for conservative investors, and 7% for aggressive speculators. As you correctly expect, trading at 7% risk exposure will experience very high drawdowns and very high returns on initial capital. If you are wondering about trading at 15% risk exposure, although the account is profitable every year with at least 200% net profit annually, the returns for several years are less compared to trading at 5% or 7% risk exposure. Betting bigger does not lead to better results.

The 12-year test results are summarised below:

Initial Capital = $100,000                             Net Profit                 Maximum Drawdown
Year 2000 at 1% Risk                                 $218,275                      12.01%
Year 2000 at 7% Risk                                $4,103,173                    34.13%

Initial Capital = $100,000                           Net Profit                Maximum Drawdown
Year 2001 at 1% Risk                                $49,208                       10.72%
Year 2001 at 7% Risk                               $482,327                      39.73%

Initial Capital = $100,000                           Net Profit               Maximum Drawdown
Year 2002 at 1% Risk                                $83,573                        16.70%
Year 2002 at 7% Risk                               $607,262                       69.75%

Initial Capital = $100,000                           Net Profit                  Maximum Drawdown
Year 2003 at 1% Risk                               $136,934                        12.25%
Year 2003 at 7% Risk                              $3,773,611                      21.69%

Initial Capital = $100,000                             Net Profit                  Maximum Drawdown
Year 2004 at 1% Risk                                 $147,510                        10.03%
Year 2004 at 7% Risk                                $3,864,074                      41.51%

Initial Capital = $100,000                               Net Profit                    Maximum Drawdown
Year 2005 at 1% Risk                                   $117,960                        10.90%
Year 2005 at 7% Risk                                  $1,923,786                      29.46%

Initial Capital = $100,000                              Net Profit                   Maximum Drawdown
Year 2006 at 1% Risk                                  $101,621                        15.37%
Year 2006 at 7% Risk                                 $2,108,050                      32.88%

Initial Capital = $100,000                                 Net Profit                 Maximum Drawdown
Year 2007 at 1% Risk                                    $132,911                        11.25%
Year 2007 at 7% Risk                                   $3,050,471                      22.42%

Initial Capital = $100,000                                Net Profit                 Maximum Drawdown
Year 2008 at 1% Risk                                   $166,157                        20.87%
Year 2008 at 7% Risk                                  $2,505,057                      48.46%

Initial Capital = $100,000                                Net Profit                 Maximum Drawdown
Year 2009 at 1% Risk                                    $51,409                       16.46%
Year 2009 at 7% Risk                                   $353,860                      66.12%

Initial Capital = $100,000                               Net Profit              Maximum Drawdown
Year 2010 at 1% Risk                                   $119,523                        7.33%
Year 2010 at 7% Risk                                  $1,876,017                      31.61%

Initial Capital = $100,000                               Net Profit                 Maximum Drawdown
Year 2011 at 1% Risk                                   $107,401                        15.15%
Year 2011 at 7% Risk                                  $2,279,015                      24.74%