"TREND" is a new sub-system that monitors the ATS-ZB32 while it is trading
to make sure that it is always trading in the right direction.

The new "TREND" algorithm detects WHEN a trade goes wrong and takes the system out of the market with a small loss. "TREND" has practically eliminated the need for a stop loss function.

The function "TREND" has the following objectives:

  • To GET OUT OF losing trades ASAP with a small loss.
  • To reduce the maximum drawdown to very low levels.
"TREND" is Insurance against a trade gone bad resulting in a big drawdown. If the maximum drawdown can be reduced, the system can be traded with smaller margins. It becomes less risky and more profitable.

If a trade starts losing money, "TREND" checks the direction of the market. If the market is moving in the opposite direction, "TREND" gives you a signal to EXIT the trade usually with a small loss.

This function reduces the number of losing trades or makes them smaller, and lowers the drawdowns.

The signal EXIT from TREND is shown on the Trend Detail Report, and reported on the Control Panel.

Use the signal to "EXIT" from "TREND" to get out
of a losing trade with a small loss.

  1. When you get the "EXIT" signal from "TREND" close the trade and wait.
  2. Cancel the STOP and wait. When the signal "EXIT" goes away resume the trade.
  3. If a trade is closed while "EXIT" is still on, follow the system.

These are the trades affected by new the "TREND: function.

                TREND TRADES        |       TREND TRADES TOTALS
 # WEEK-OF   SYSTEM   EXIT  REVERSE |   SYSTEM      EXIT   REVERSE
------------------------------------+-----------------------------
 1 19APR02    2531    3656    4781  |     2531      3656      4781
 2 04FEB05   11906    8500    5093  |    14437     12156      9874
 3 24NOV06    2968-   2531-   2093- |    11468      9624      7780
 4 13JUN08    5687    4203    2718  |    17155     13827     10498
 5 08OCT10    6156-   2468-   1218  |    10998     11358     11716
 6 16MAR12     937    3187    5437  |    11935     14545     17153

All results are hypothetical.

This is a sample "TREND" detail report.

Warning: There is a risk of loss in trading. It is the nature of commodity and securities trading that where there is the opportunity for profit, there is also the risk of loss. Commodity trading involves a certain degree of risk, and may not be suitable for all investors. Derivative transactions, including futures, are complex and carry the risk of substantial losses. Past performance is not necessarily indicative of future results. Please read additional risk matters on our web site, www.ats-zb32.com.

Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. In fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance trading results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.

Past performance results is no guarantee of Future Profits.