Lucrum Allegro Automated Trading System is a fully automated trading system for use on the S&P E-mini futures market. This system only trades at the most opportune times which coincides with acceptable risk:reward parameters. This means that the frequency of trades is about once per week. This system is best suited for diversifying additional investment methods and has a suggested minimum account balance of $10,000 USD.
Allegro automated Emini system backtest results from 2007 to 5/15/2020
Lucrum Allegro is a unique system that has a built-in walk forward optimizer. This allows the system to optimize specific parameter ranges based on the previous sample size. This design has the intention of anticipating similar market conditions in the periods moving forward and capitalize on optimized settings.
Designed to have long bias, Allegro will only take long positions. A secondary system to adapt to accepting some short positions can be enabled which puts the weighting to be about 3:1 long to short trades. Activating the short ruleset is optional and may hedge against bearish markets.
Allegro has the option to operate with exiting any open trades at the session end or holding until other exit conditions are met.
For the latest backtested performance reports and information please contact us.
