Adaptive Portfolio with SMA Filtering
How It Works
- Each strategy tracks its own equity curve (cumulative profit starting at $0)
- A Simple Moving Average (SMA) is calculated over the last N trades for each strategy
- When equity is ABOVE its SMA Strategy is LIVE (included in portfolio)
- When equity is BELOW its SMA Strategy is SIM (excluded from portfolio)
Pro Tip: The Status Table shows the current state of each strategy to help you decide which to run LIVE today.
SMA Period Selection Guide
Recommended Settings
Conservative (Recommended): 25-30 trades
- Most stable and proven approach
- Best for most traders
Moderate: 15-20 trades
- Balance between responsiveness and stability
Aggressive: 10-15 trades
- Higher whipsaw risk � experienced traders only
Legacy Strategy Archive
Most of these strategies have been retired and are no longer actively developed.
This page is maintained as a courtesy for existing customers who wish to track legacy strategy performance.
Data is updated approximately once per week.
Robustness Test Results: Of the four legacy strategies, only Low Volume Hunter passed robustness testing. Breakout Guardian, Goldilocks, and Direction Momentum all failed. Phoenix (included here for comparison) scored 100/100. View detailed robustness test results »
Looking for our actively developed strategy? View Phoenix Performance »
Robustness Test Results: Of the four legacy strategies, only Low Volume Hunter passed robustness testing. Breakout Guardian, Goldilocks, and Direction Momentum all failed. Phoenix (included here for comparison) scored 100/100. View detailed robustness test results »
Looking for our actively developed strategy? View Phoenix Performance »
Legacy Strategy Performance Archive
Loading trade data from archive...
Analysis Parameters
Adaptive Portfolio (SMA Filtering)
| Strategy | Symbol | Qty | Robustness |
|---|
Symbol Overlap Note: When combining strategies that share the same symbol (e.g., LVH + Phoenix both on MNQ), backtested trades may overlap in time. In live trading, hedge protection rules would prevent simultaneous opposing positions. Combined results for overlapping symbols are theoretical.
Performance Summary
| Metric | All Trades | Long Trades | Short Trades |
|---|
Trading Status - Which Strategies to Run Today
Today's Action: Trade LIVE strategies. Run SIM strategies in simulation until equity crosses above SMA.
How to read the tables:
How to read the tables:
- Status Table shows the real strategy state (all trades, unfiltered).
- Performance Stats show your filtered results - only trades taken when equity was above SMA.
| Strategy | Symbol | Current Equity |
Current SMA |
Difference | Status | Last Trade |
|---|
SMA Period Performance Comparison
Reading this table:
Compare how different SMA periods affect net profit and drawdown vs. baseline (SMA disabled).
Rows 25-30 are recommended
| SMA Period |
Net Profit | Max Drawdown | ||||
|---|---|---|---|---|---|---|
| Amount | Change $ | Change % | Amount | Change $ | Change % | |
Remember: Better backtest results with smaller periods may not translate to live trading.
Important: This comparison is based mostly on historical data. Past performance does not guarantee future results.
Select strategies and click Update Analysis to view performance
| ID | Entry Date | Exit Date | Strategy | Symbol | Position | Qty | Entry | Exit | Profit | Commission | Net P/L |
|---|
Risk Disclosure
FUTURES TRADING CONTAINS SUBSTANTIAL RISK AND IS NOT SUITABLE FOR EVERY INVESTOR. AN INVESTOR COULD POTENTIALLY LOSE ALL OR MORE THAN THEIR INITIAL INVESTMENT.
Educational content only. Any market recommendations or trade examples are generic and for educational purposes. You enter into any transactions relying solely on your own judgment.
Past performance is not necessarily indicative of future results. View Full Risk Disclosure
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since Feb 2026