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 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 that 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 6 Sep 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||Initial Deposit $||Trade Risk $||# Systems||Backtest From||Backtest To||CAGR||Max Draw||MAR||Active||Performance|
|ATS Donch XTIUSD (Crude) D1||$25,000||$500||5||2014.05.02||2020.12.31||0.03788||-0.33833||0.112||Yes||Performance|
|ATS Donch XPDUSD (Palladium) D1||$25,000||$500||5||2016.09.02||2020.12.31||0.2542||-0.61733||0.4118||Yes||Performance|
|ATS Donch XBRUSD (Brent) D1||$25,000||$500||5||2018.08.05||2020.12.31||-0.08229||-0.15158||-0.5429||Yes||Performance|
|ATS Donch XAUUSD (Gold) D1||$25,000||$500||5||2011.01.01||2020.12.31||0.02168||-0.56743||0.0382||Yes||Performance|
|ATS Donch XAGUSD (Silver) D1||$25,000||$500||5||2011.01.01||2020.12.31||0.00745||-0.4247||0.0175||Yes||Performance|
|ATS Donch USDJPY D1||$25,000||$100||5||2000.01.01||2020.12.31||0.00491||-0.24403||0.0201||Yes||Performance|
|ATS Donch USDCAD D1||$25,000||$500||5||2000.01.01||2020.12.31||0.03326||-0.57584||0.0578||Yes||Performance|
|ATS Donch US500 D1 (S&P Index)||$25,000||$500||5||2012.08.07||2020.12.31||0.10584||-0.43871||0.2413||Yes||Performance|
|ATS Donch US30 D1 (Dow Jones Index)||$25,000||$500||5||2012.08.07||2020.12.31||0.07198||-0.28016||0.2569||Yes||Performance|
|ATS Donch SUGAR D1||$25,000||$500||5||2005.10.19||2020.12.31||0.05824||-0.25354||0.2297||Yes||Performance|
|ATS Donch ORANGEJUICE D1||$25,000||$500||5||2005.04.27||2020.12.31||0.00984||-0.33554||0.0293||Yes||Performance|
|ATS Donch NZDUSD D1||$25,000||$500||5||2000.01.01||2020.12.31||0.04552||-0.38445||0.1184||Yes||Performance|
|ATS Donch NAS100 D1 (Nasdaq Index)||$25,000||$500||5||2012.08.06||2020.12.31||0.20067||-0.37178||0.5398||Yes||Performance|
|ATS Donch JPN225 D1 (Nikkei Index)||$25,000||$500||5||2011.03.15||2020.12.31||0.05848||-0.38914||0.1503||Yes||Performance|
|ATS Donch GBPUSD D1||$25,000||$500||5||2000.01.01||2020.12.31||0.0457||-0.46311||0.0987||Yes||Performance|
|ATS Donch GBPJPY D1||$25,000||$500||5||2000.01.01||2020.12.31||0.0497||-0.327||0.152||Yes||Performance|
|ATS Donch EURUSD D1||$25,000||$500||5||2000.01.01||2020.12.31||0.04854||-0.5759||0.0843||Yes||Performance|
|ATS Donch EURJPY D1||$25,000||$500||5||2000.01.01||2020.12.31||0.01975||-0.42967||0.046||Yes||Performance|
|ATS Donch EURGBP D1||$25,000||$500||5||2003.09.23||2020.12.31||0.02137||-0.48005||0.0445||Yes||Performance|
|ATS Donch COTTON D1||$25,000||$500||5||2004.11.21||2020.12.31||0.0585||-0.58498||0.1||Yes||Performance|
|ATS Donch COFFEE D1||$25,000||$500||5||2015.01.01||2020.12.31||-0.04879||-0.30228||-0.1614||Yes||Performance|
|ATS Donch BITCOIN D1||$25,000||$50||5||2014.07.13||2020.12.31||0.11062||-0.53071||0.2084||Yes||Performance|
|ATS Donch AUDUSD D1||$500||5||2000.01.01||2020.12.31||0.02474||-0.38699||0.0639||Yes||Performance|
Combo Program Listing as at 6 Sep 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||Initial Deposit $||Trade Risk||# Markets||# Systems||Backtest From||Backtest To||CAGR||Max Draw||MAR||Active||Performance Detail|
|ATS Donch Optimal||$25,000||as per Individual Market specs||18||90||2000.01.01||2020.12.31|| 0.13881 || 0.29185 ||0.4756||Yes||Performance|
|ATS Donch All||$25,000||as per Individual Market specs||23||115||2000.01.01||2020.12.31|| 0.15277 || 0.67903 ||0.2250||Yes||Performance|