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[转载]期货程序化交易策略介绍(13)—— 国际前10大交易系统排名

(2017-06-05 09:20:54)
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美国标准普尔500系统排名2008年04月10日

RankSystem NameAnnual % Return
1. Turbo Trader Pro 237.2%
2. Anticipation223.5%
3. Samurai 35208.3% 
4. Dual Thrust204.5%
5.Maxim172.7%
6. Mesa T-Notes152.4%
7. Qtech Bellies 144.2%
8.Keystone141.2%
9. Sledge Hammer137.5%
10. Delphi Universal135.9%

 

下表是歷年來前十名交易系統的登榜狀況
 1993   1997   2001   2005
1Black or White Aberration  Aberration Aberration
2Culler Currency CatScan 1   Basis II   Basis II
3DCS-II  Combo Advanage DCS-II  Checkmate
4Dollar Trader Culler Currency Dollar Trader Dollar Trader
5Pilot Trader  DCS-II  DynamicBreakOut Golden SX
6QuadLevelTrend Dollar Trader Golden SX  R-Breaker
7Time Trend III GrandCayman GrandCayman  R-Mesa
8Ultimate II  R-Breaker  R-Breaker  ReadySetGo
9Volpat   Time Trend III STC_S&P_DayTrade STC_S&P_DayTrade
10Wilder’s Volatility Universal LT TrendChannel  TrendChannel

Aberration--->www.trade-system.com
Basis II--->www.alfanetsys.com
Checkmate--->www.traderstech.com
Dollar Trader--->www.dollartrader.com
Golden SX--->www.mindfire-systems.com
R-Breaker--->www.longtermtrading.com
R-Mesa--->www.soundviewcapital.com
ReadySetGo--->www.mesa-systems.com
STC_S&P_DayTrade--->www.staffordtrading.com
TrendChannel--->www.trendchannel.com

http://www.futurestruth.com/top10sincereleasedate.htm

Top 10 Systems Since Their Release Date
Issue #2 2009 - published in April 2009

Systems included in this table must have been released for at least 18 months. Results based on performance through January 30, 2009.
Return is based on three times the required margin.

Rank

System Name

Annual % Return

1.

Dual Thrust

414.4%

2.

Impetus SP

201.6%

3.

Natural Gas Offense

165.2%

4.

TrendWeaver

155.6%

5.

Maxim

142.8%

6.

Auto Core Duo

142.0%

7.

Delphi Universal

127.5%

8.

Natural Gas Trader-GA

122.4%

9.

Catscan IV

122.3%

10.

Simple Harmony

120.4%

And  other  Aberration , I-master , CheckMate, ReadySetToGo , Cyclone , DT .

Futures2006http://www.yassersoft.com/doc/systemrank.pdf

WhyAberration is NOT a Curve-Fit System  http://www.trade-system.com/


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