Strategy of the Month (May 2025): A Trend Following System on Platinum Futures Wins

In this article, we’ll go over the results of our “Strategy of the Month” contest for May 2025. We’ll reveal the winning strategy, along with several other outstanding systems selected from the many submissions we received from our students.

We’ll also provide actionable insights by breaking down the core logic behind these systems, the markets they trade, and, of course, their performance.

As a reminder, the “Strategy of the Month” is an exclusive contest for students of Unger Academy®. Each month, it rewards the best strategy developed using the Unger Method™, and the winner receives a €1,000 Amazon gift card!

If you’d like access to the winning strategy code, you can join the Unger Strategy Club—an exclusive service from our Academy. Membership grants you access to the open code of this month’s winning strategy, as well as all the past winners. You’ll also get a front-row seat to a monthly live advanced training Masterclass and a monthly video packed with operational insights on systems from our portfolio.

But it doesn’t stop there. If you enroll in the Unger Strategy Club VIP, you’ll also receive access to all the open-source codes of the strategies that participated in the contest and were approved by our coaching staff.

Now, let’s dive into the best strategies submitted in May!

Trend Following Strategy on the DAX

Among the entries we received this month, we want to highlight one from Alessio, who—while not the winner—deserves an honorable mention.

His strategy is a Trend Following system on the DAX (FDAX) using a 15-minute timeframe. It sends long orders when prices break above the highest high of the last four hours (i.e., the last 16 bars).

The strategy limits its trading window—mostly operating in the morning—and closes positions within a couple of sessions. It only trades from Monday through Wednesday each week.

Figure 1 – Sample trades from the DAX Trend Following strategy.

This system also incorporates bias-based logic, as the filters on days and timeframes significantly impact the system’s metrics.

Below, we report performance metrics from 01/01/2010 to 04/30/2025. The strategy stands out for its steady performance and a fantastic start to 2025, generating €28,300 in profit thanks to the high volatility and strong trends that emerged early in the year.

Figure 2 – Equity curve of the DAX Trend Following strategy.

Figure 3 – Annual results of the DAX Trend Following strategy.

Trend Following Strategy on the Nasdaq (NQ)

Another notable strategy comes from Roberto, who submitted a system built for the Nasdaq (NQ), also using a Trend Following approach with a 5-minute timeframe. This one places market orders following strong downward “spikes.”

The strategy takes short trades only, aiming to reduce exposure to the typically bullish US equity market and capitalize on the relatively few pullbacks.

The system enters short trades during periods of increased volatility—measured by the Average True Range (ATR)—and when candlestick size significantly exceeds previous ones.

While the metrics aren’t spectacular, this system proves valuable in bearish market phases, such as between February and March 2025.

The results are solid overall, particularly in recent years (2018–2025), as shown in the year-by-year profit distribution.

Figure 4 – Equity curve of the Nasdaq Trend Following strategy.

Figure 5 – Annual results of the Nasdaq Trend Following strategy.

May 2025 Strategy of the Month: Trend Following on Platinum Futures (PL)

Let’s now turn to the winning strategy—developed by Alessio (not the same Alessio featured earlier in this article!). He takes home the €1,000 Amazon gift card, and what’s even more impressive is that Alessio has already won the contest three times before: in May 2023, January 2024, and November 2024.

What more can we say? Congratulations once again, Alessio—an incredible achievement!

His system is a Trend Following strategy on Platinum futures (PL) with a 15-minute timeframe. For long entries, it uses the previous week’s high; for short entries, the previous week’s low.

Stop loss and take profit levels are fixed monetary values, and the system does not use breakeven exits.

Alessio’s strategy operates within a narrow trading window—9 hours out of the 23 in the full session—and uses a single pattern that filters both long and short trades, applied neutrally on both sides.

It’s a simple yet highly effective system, and its performance speaks volumes. The results are remarkably consistent, the net profit-to-drawdown ratio is excellent, and the average trade comes in at a strong $260, especially considering the relatively small contract size.

Figure 6 – Performance report of the winning Platinum futures Trend Following strategy.

Figure 7 – Annual results of the winning Platinum futures strategy.

Figure 8 – Equity curve of the winning Platinum futures strategy.

Takeaways

Once again, congratulations to Alessio for winning this month’s contest and the €1,000 Amazon gift card. His system is a great example of clean and consistent strategy design.

We hope this article has been both helpful and inspiring!

If your goal is to craft winning trading strategies like these, you’re in the right place. Along the way, you can enter our exclusive monthly contest for Unger Academy students, competing for a €1,000 Amazon voucher.

Want to dig deeper? Join the Unger Strategy Club to access the winning strategies and other top entries. Check out all the benefits at www.ungerclub.com.

That concludes this month’s feature. Join us next month for more innovative trading strategies and inspiration!

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Curious about our “Strategy of the Month” contest? This exciting monthly competition is open exclusively to Unger Academy students and rewards the best strategy developed using the Unger Method with a €1,000 Amazon gift card. Interested? click here to learn more!

Want to see the champions from previous months? Click here to check them out!