Titan - The Software to Automatically Manage Trading Systems | Part 2

by Andrea Unger

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Today we talk about Titan again, our proprietary software for portfolio management that lets you filter your strategies and automatically pause or stop the ones that are not performing as expected.

To give you a clearer idea of the possible benefits that using this software can bring to your portfolio, we’ll draw a comparison between the performance of some of our strategies with and without Titan’s filters.

Enjoy!

Transcription

Hello everyone, and welcome to this new video dedicated to analyzing the systems in our portfolio.

This week we talk about Titan again ñ our property software for portfolio management ñ and we're going to explore in further detail the results that I showed you in our previous video about this software.

So, this is a screen from Titan that contains all the filters and settings to customize the management of your portfolio. What I'd like to do today is focus on the results that we can get on different markets.

Let's start with this picture. The red line is the equity curve of all the systems in our portfolio, which, as you can read here, after NSys, are 360. This equity line shows the performance of all the strategies without any filter and working with a fixed size of one contract. Then there's this blue line. This is the equity curve of all the strategies with Titan's filters enabled. In this case, too, we are not using any money management or capital-related filters and we're trading with a fixed size of one contract.

If we look at this image, we can clearly see that the results of the unfiltered equity curve, that is, the red one, are definitely much better than those of the blue line, which represents the performance of the strategies filtered by Titan. So with Titan's filters enabled, the net profit goes down from 2,900,000 to about $1,637,000. This is a huge drop, but the filtered profit is still very interesting. Moreover, despite this huge drop, we can see that the drawdown of the filtered portfolio, which is the blue line, is way better than that of the unfiltered one. In this case, for example, the maximum drawdown without any filters is over $400,000, while the maximum drawdown using Titan's filters is about $150,000.

In this case, after the astonishing rally that occurred last year, all the strategies have entered a drawdown period and reached extremely high levels of about $700,000. With Titan's filters enabled, however, this drawdown stops at $200,000, which is more than 50% less. So, in this case, these filters could really limit the drawdown, which, in my opinion, is an extremely important thing.

Now let's look at some other markets. Here we have the British Pound, for example. Okay, we started with a very unlucky one. This is the equity line of all our strategies on the British Pound without using Titan's filters. As you can see, since these strategies are obviously correlated, they all went into drawdown together. Without filtering them, over the last three years we would have lost a lot of money, around $80,000. On the other hand, by using Titan's filters, the overall loss in these same three years is only about $3,900, which obviously makes an enormous difference.

Let's move on to another market. The Corn future. It seems to me that Titan has filtered the strategies on this market very well. We were able to cut the drawdown both here and here, getting a net profit that is still in line with that of the strategy.

Now let's see what happened on Bund. Titan's filters worked very well also on our strategies for this market. In this case, too, we can see a crazy rally that lasted almost two and a half years. Then, we see a sudden drawdown that is probably related to the shock of the pandemic or some other reason. By the way, Titan saved us a lot of stress, because as you can see, it let us cut all this drawdown here.

Here's another example on Lean Hogs. Also in this case, if we compare the two equities, so the red and the blue lines, the equity curve with Titan's filters enabled is much more tolerable. Although at the end of this period the profits are similar, and they are very good in both cases, using Titan's filters saved us a lot of stress. And the same thing happened here. So this demonstrates that Titan's filters work very well on this particular set of strategies.

Finally, let's take a look at our strategies for Gold. Here we are and... okay, joys and sorrows again over the last few years. Unfortunately, there were moments when some strategies didn't perform as we expected but also in this case, we can say that the blue equity line is more tolerable, at least in my opinion. It is true that the unfiltered strategies make more money, but the drawdown in that case is quite excessive.

So guys, these are the benefits that Titan can bring to your portfolio. Think about it and let us know your opinion in the comments.

 

Bye-bye for now!

 

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Andrea Unger

Andrea Unger here and I help retail traders to improve their trading, scientifically. I went from being a cog in the machine in a multinational company to the only 4-Time World Trading Champion in a little more than 10 years.

I've been a professional trader since 2001 and in 2008 I became World Champion using just 4 automated trading systems. 

In 2015 I founded Unger Academy, where I teach my method of developing effecting trading strategies: a scientific, replicable and universal method, based on numbers and statistics, not hunches, which led me and my students to become Champions again and again.

Now I'm here to help you learn how to develop your own strategies, autonomously. This channel will help you improve your trading, know the markets better, and apply the scientific method to financial markets.

Becoming a trader is harder than you think, but if you have passion, will, and sufficient capital, you'll learn how to code and develop effective strategies, manage risk, and diversify a portfolio of trading systems to greatly improve your chances of becoming successful.