General:
In past Cannon Trading Co. Newsletters (Fri.) and daily blogs, we’ve shared information on the subject of algorithms / automated trading systems. Today’s blog continues on the subject and introduces (re-introduces in one case) a broad selection of systems available on our site and focuses on three in particular.
This link will take you to the page on our web site where you’ll find performance rankings for thirty automated trading systems, divided into three groups based the systems’ necessary account size.
The names of each system are links to detailed information about each of them, including suggested capital requirement, monthly and life-of-system results, drawdowns, etc. – down to every trade each system has made. All their results are real money traded results; not hypothetical, not simulated – and they factor in the monthly fee for the system and commissions.
Below are details of three systems among them and worthy of consideration.
This system trades from the viewpoint that all stock indexes trend upwards over the long term but with some significant daily declines and occasional longer bear markets. The system seeks to take advantage of this bias by actively entering on those days when the upside probability is increased at the same time filtering out as many downward movements as possible. The system logic has historically been very effective in achieving this outcome in both normal rising markets and by catching the frequent upward “bounce” days in more volatile periods. It trades long only and generally holds positions for 1-2 days. The system has been tracked since May ’25. It has traded as few as one or two trades in a month (Sept. ’25) to as many as eight to 10 trades in a month (Oct., Nov. ’25).
These results are based on 1 contract, with a starting balance of $19,500. Monthly subscription of $145 and a commission of $10 per round turn along with all fees are included in the profit/loss calculation.
This system trades from the same viewpoint as the Abacus Upside RTY Trading System, which is that all stock indexes trend upwards over the long term but with some significant daily declines and occasional longer bear markets. The system seeks to take advantage of this bias by actively entering on those days when the upside probability is increased at the same time filtering out as many downward movements as possible. The system logic has historically been very effective in achieving this outcome in both normal rising markets and by catching the frequent upward “bounce” days in more volatile periods. It trades long only and generally holds positions for 1-2 days. The system has also been tracked since May ’25 and has not had a single losing month up to Jan. ’26. It has traded as few as one or two trades in a month (May & Sept. ’25) to as many as eight to 10 trades in a month (Oct., Nov. ’25).
These results are based on 1 contract, with a starting balance of $28,000. Monthly subscription of $175 and a commission of $10 per round turn along with all fees are included in the profit/loss calculation.
This system is a breakout swing trading strategy. It has passed robustness testing such as walk-forward analysis. Walk forward analysis is a method used to determine the optimal parameters for a trading strategy and to determine the robustness of the strategy. Walk Forward Analysis was presented by Robert E. Pardo in his book “Design, Testing and Optimization of Trading Systems” in 1992 and is widely considered the “gold standard” in trading strategy validation.
The system has been tracked since Oct. ‘24. It has traded an average of six or seven trades per month, with as few as none (Nov. ’24) to twelve (Jan. ’26).
These results are based on 1 contract, with a starting balance of $40,000. Monthly subscription of $250 and a commission $30 per round turn along with all fees are included in the profit/loss calculation.
Disclaimer The risk of trading can be substantial and each investor and/or trader must consider whether this is a suitable investment. Past performance is not necessarily indicative of future results.
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