At ATS we offer a large variety of different programs for individual markets (Forex and CFD’s) that have been rigorously tested in-house and can be used as individual programs or as possible compilations to produce powerful and robust portfolio solutions.

While we currently restrict our offering to Forex and CFD’s we offer very wide diversification across systems using co-integrated design features that allow for a more concentrated exposure in a narrower range of asset classes. Correlation across asset classes is a moving feast and no longer offers the degree of diversification benefit over the past decade. As a result, our diversification across systems offers significant correlation benefits to our portfolios. 

We also offer to our members powerful portfolio combinations of programs (multi market) which have been compiled using our proprietary techniques that we here at ATS trade live ourselves and monitor real time. These combo’s are what we regard as robust and powerful diversified solutions. We closely monitor these portfolio combinations under live testing conditions using FX Blue and periodically refresh/re-balance them to adjust their risk weightings and ensure they keep their sharp edge.

We monitor all our listed Programs and Combo Programs on an ongoing basis and update test results each month to let you see how they stack up. Just refer to the listings below.

Having individual programs and combo portfolio programs allows traders to either compile their own portfolios using our robust individual ingredients or adopt our combo programs to take the work of portfolio compilation and risk adjusting off your shoulders.

For our current members, all these programs and trading tools are all available for download and use through your membership fee. This includes enhanced analytics, diversification advice and portfolio management services. 

The listings below provides details of current ATS Programs. We conduct monthly evaluations of these programs to assess their performance and retire those programs that do not meet our performance benchmarks. For guidance purposes, we maintain details of when Programs are retired in the listing below by making these programs inactive.

This listings are therefore dynamic and kept up-to-date and comprise those Individual Programs and Combo Programs which are still regarded as robust by the ATS team and capable of being used for individual use or portfolio compilation purposes

Individual Program Listing as at 31 Oct 2019

 

The results expressed in the table below are derived from long term backtest results using MT4 (excluding slippage) and expressed in USD which are applied to an initial $1,000 deposit using 0.01 lots per trade with 500:1 leverage. 

Program# SystemsBacktest FromBacktest ToLast MonthYTDSince 1 Jan 2015CAGRMax DrawMARActivePerformance Detail
ATS1000 AUDUSD H4132006.01.23
2019.10.31
0.6%-11.6%22.9%8.8%
4.1%
2.17
YesPerformance
ATS1001 GBPUSD H482006.02.23
2019.10.31
1.0%6.5%36.1%7.5%
3.0%
2.52
YesPerformance
ATS1002 USDCAD H452006.01.25
2019.10.31
0.0%0.2%7.4%3.6%
1.2%
2.90
YesPerformance
ATS1003 USDJPY H452006.01.24
2019.10.31
-0.2%1.5%12.1%3.9%
2.5%
1.55
YesPerformance
ATS1004 AUDCAD H472006.01.23
2019.10.31
0.0%-0.5%7.8%3.6%
3.4%
1.08
YesPerformance
ATS1005 AUDCHF H432006.02.23
2019.10.31
0.1%0.8%4.6%1.3%
0.9%
1.50
YesPerformance
ATS1006 AUDNZD H4112006.01.23
2019.10.31
-0.4%0.4%27.2%6.2%
2.2%
2.85
YesPerformance
ATS1007 EURAUD H442006.01.23
2019.10.31
-0.5%2.4%13.7%3.4%
3.4%
0.99YesPerformance
ATS1008 GBPAUD H482008.11.24
2019.10.31
3.2%-4.5%42.9%9.0%
7.6%
1.19
YesPerformance
ATS1009 XAUUSD H462007.09.24
2019.10.31
-3.0%-9.0%36.2%8.5%
3.5%
2.43
YesPerformance
ATS1010 EURUSD D182000.01.042019.10.310.0%3.6%42.7%1.0%1.2% 0.84 YesPerformance
ATS1011 GBPJPY D182000.01.042019.10.31
0.0%0.1%23.7%1.0%0.5% 2.04 YesPerformance
ATS1012 EURJPY D1102000.01.042019.10.310.0%-5.1%-1.6%0.7%1.1% 0.697YesPerformance
ATS1013 AUDUSD D172000.01.042019.10.310.0%5.7%25.8%0.6%0.3% 1.67 YesPerformance
ATS1014 USDJPY D192000.01.042019.10.310.0%6.3%15.3%0.7%1.1% 0.60 YesPerformance
ATS1015 CADJPY D192000.01.042019.10.31-0.3%1.1%19.3%0.7%0.3% 2.03 YesPerformance
ATS1016 XAUUSD D122007.04.222019.10.310.0%22.0%18.1%0.4%1.1% 0.38 YesPerformance
ATS1017 EURJPY D1102000.01.042019.10.310.0%3.0%-17.3%1.1%2.1% 0.51 YesPerformance
ATS1018 USDJPY D1102000.01.042019.10.310.0%-10.4%-15.0%1.2%1.4% 0.84 YesPerformance
ATS1019 AUDUSD D1112000.01.042019.10.310.0%-0.9%49.0%1.2%1.8% 0.64 YesPerformance
ATS1020 CADJPY D1122000.01.042019.10.310.0%-1.2%19.1%1.0%1.6% 0.62 YesPerformance
ATS1021 EURUSD D152000.01.042019.10.310.0%0.0%74.3%0.8%1.5% 0.54 YesPerformance

Combo Program Listing as at 31 Oct 2019

The results expressed in the table below are derived from long term backtest results using MT4 (excluding slippage) and expressed in USD which are applied to an initial $2,000 deposit using risk adjusted lot sizing with 500:1 leverage. 

Portfolio Program# SystemsBacktest FromBacktest ToLast MonthYTDSince 1 Jan 2015CAGRMax DrawMARActivePerformance Detail
ATS100000 "The Beast"702006.01.23
2019.10.31
-0.8%3.2%273.6%22.4%
9.3%
2.41
YesPerformance
ATS100001 "The Beauty"1012000.01.012019.10.31-0.6%19.5%204.9%15.6%17.9%0.87YesPerformance
ATS100002 "The Beauty & The Beast"1712000.01.012019.10.31-0.7%11.4%239.3%15.3%9.0%1.71YesPerformance
ATS100003 "The Beauty & The Beast - Aggressive"1712000.01.012019.10.31-1.5%22.7%478.5%19.3%17.9%1.08YesPerformance
ATS100004 "The Beauty & The Beast - Conservative"1712000.01.012019.10.31-0.9%13.6%287.1%16.4%10.7%1.52YesPerformance
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