Strategy of The Month

Strategy of the Month is the monthly challenge that rewards the Unger Academy® student who has developed the best trading system using the Unger Method. The winner is chosen by evaluating some key metrics achieved in the backtest and the goodness of the development process.

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Winners list 2024

Month Winner Instrument Average Trade Equity Line
November Alessio Coffee Futures $190
October David Nasdaq Futures $201
September Pietro Nasdaq Futures $655
August Pietro Live Cattle Futures $171
July Henry Mini S&P 500 Futures $380
June Ismail Dow Jones Futures $195
May Giuseppe Gold Futures $140
April Giambattista Dax Index Futures €486
March Giuseppe Natural Gas Futures $295
February Alessandro Dax Index Futures €385
January Alessio Natural Gas Futures $172

Winners list 2023

Month Winner Instrument Average Trade Equity Line
December Alessandro Copper Futures $300
November Simone Nasdaq Futures $400
October Vincenzo Crude Oil Futures $218
September Giuseppe Gold Futures $239
August Nicola Bund Futures €176
July Domenico Platinum Futures $206
June Roberto Gold Futures $169
May Alessio Gold Futures $330 ca.
April Luca Gold Futures $207
March Paolo Crude Oil Futures $183
February Stefano Nasdaq Futures $300 ca.
January Michele Gold futures $157.50

Winner's Equity Lines

Below are the equity lines obtained by backtesting the strategies developed by the monthly challenge winners.

November 2024: Alessio's trend-following strategy on Coffee Futures. Backtest on market data since 2010.

October 2024: David's trend-following strategy on Nasdaq Futures. Backtest on market data since 2010.

September 2024: Pietro's breakout strategy (with Bollinger Bands) on Nasdaq Futures. Backtest on market data since 2010.

August 2024: Pietro's trend-following strategy on Live Cattle Futures. Backtest on market data since 2010.

July 2024: Henry's mean-reverting strategy on the Mini S&P 500 Futures. Backtest on market data since 2008.

June 2024: Ismail's trend-following strategy on Dow Jones Futures. Backtest on market data since 2010.

May 2024: Giuseppe's bias strategy on Gold Futures. Backtest on market data since 2007.

April 2024: Giambattista's mean-reverting strategy on Dax Index Futures. Backtest on market data since 2010.

March 2024: Giuseppe's "seasonal" breakout strategy on Natural Gas futures. Backtest on market data since 2010.

February 2024: Alessandro's trend-following strategy on the Dax Index futures. Backtest on market data since 2010.

January 2024: Alessio's breakout strategy on Natural Gas futures. Backtest on market data since 2010.

December 2023: Alessandro's fade breakout strategy on Copper futures. Backtest on market data since 2010.

November 2023: Simone's reversal strategy on Nasdaq futures. Backtest on market data since 2010.

October 2023: Vincenzo's trend-following strategy on Crude Oil futures. Backtest on market data since 2010.

September 2023: Giuseppe's reversal strategy on Gold futures. Backtest on market data since 2010.

August 2023: Nicola's trend-following strategy on Bund futures. Backtest on market data since 2010.

July 2023: Domenico's trend-following strategy on Platinum futures. Backtest on market data since 2010.

June 2023: Roberto's Intraday Breakout strategy on Gold futures. Backtest on market data since 2010.

May 2023: Alessio's Multiday Reversal strategy on Gold futures. Backtest on market data since 2010.

April 2023: Luca's trend-following strategy on Gold futures. Backtest on market data since 2010.

March 2023: Paolo's trend-following strategy on Crude Oil futures. Backtest on market data since January 2010.

February 2023: Stefano's trend-following strategy on Nasdaq futures. Backtest on market data since 2006.

January 2023: Michele's mean-reverting strategy for Gold Futures. Backtest on market data since 2010.

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