LS Trader System Performance
The system has been online and available to subscribers since 2007
In 2008, the system had its best year to date making a massive 1504.1% profit, which was proofed by independent testers and several review websites as well as our subscribers. The performance during 2008 was exceptional due to the huge trends that were ongoing in many markets throughout the year. The results in 2008 are not typical and are well above the system average. However, similar performance was seen in 1987 in backtesting so it is not beyond the realms of possibility that the system will generate quadruple-digit returns again in the future should market conditions be favourable.
The system has produced a CAGR (compound annual growth rate) of 131.28%* including the backtested results to the end of 2006, and the results from 2007 to the end of 2017 as per the trades sheet sent out to members for that period.
These figures are based on actual market prices and do not include the transaction costs (spread) for each trade or slippage. Actual results would, therefore, be lower due to spread costs and slippage. Since the system is a trend following system and is not a high-frequency trading system, profits are not eroded much by spread costs and slippage is considerably less of a factor than it would be on high-frequency trading systems.
Including the backtested results from 1983 to 2017 the system has had 30 winning years and only 5 losing years, which is an 85.71% annual win rate.*
LS Trader Results
* As at close of trading 13 July 2018.
* Results are the outcome of backtesting and are hypothetical since not all trades were taken. Future results may be higher or lower than past results.
Important Notes About The LS Trader System Performance:
All results prior to 2007 have been generated by running our system rules over real market data as reported by the relevant exchanges for each market. This has not been curve fitted but is none the less backtesting and all and any results shown prior to 2007 are backtested results and must therefore be viewed as hypothetical. Results from 2007 onwards are results in accordance with the weekly trades sheet that has been sent out to members each and published in the member's area. Since these trades may not necessarily have been taken exactly in accordance with the trades sheet, they should still be viewed as hypothetical. These results are an exact replica of the weekly trades sheet with the following exceptions:
Different prices will be obtained depending on the actual time that each trade is opened. Additionally the spreadbetting platform used and the market spreads quoted by that company will also affect performance, as will slippage.
All prices are exactly as per official market prices as quoted by the relevant exchange. When contracts are rolled over, the official closing price of the contract being rolled out of is used to close the prior trade and the official closing price of the new contract is used as the opening price for the contract that is rolled into. Actual results may vary depending on the platform used and the exact time of rollover.
The above assumes a risk per trade of 2% of current account equity, which is calculated on a weekly basis and assumes that all trades were taken.
Here's a fraction of what you'll receive...
- An average of 5 trading signals per week.
- A full list of all open positions, plus entry and exit levels for all 41 markets the system trades
- Access to our position sizing software
- Regular updates and alerts, sent by email and posted in the members area
- Instant access to our exclusive members area
- Extensive manual covering all aspects of successful spread betting
- Unlimited support
- 14 day trial for just £7. Cancel anytime
- Plus much, much more...