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Combining 58 Strategies Into One Portfolio in Multicharts Portfolio Trader



Ive been working on this update for several months as it can take a long time to backtest this many strategies back to 2007 and keep it sorted.


The SR CounterTrend trading system was originally developed about 15 years ago to take advantage of support and resistance trading levels in the market. We have tested different variations of this trading system. Each variation of this strategy uses the same set of parameters on all markets.


We combine 58 strategy equity curves into one combined equity curve in the Multicharts Portfolio Trader to quantify the potential to capture risk adjusted returns.


The SR CounterTrend Portfolio Total includes 8 similar trading systems. Each variation uses the exact same parameters on 5 - 7 liquid futures markets on different 1, 5, and 15 minute chart combinations.


The list of SR CounterTrend trading systems includes:

SR CounterTrend Base/SR CounterTrend I 1m -Gold - 1 minute -Crude Oil - 1 minute -Silver - 1 minute -E-mini S&P - 1 minute -E-mini Nasdaq - 1 minute


SR CounterTrend II v2 CSRV 1m -Gold - 1 minute -Crude Oil - 1 minute -Silver - 1 minute -E-mini S&P - 1 minute -E-mini Nasdaq - 1 minute


SR CounterTrend II v2 M 1m5m15m -Gold - 1 minute -Crude Oil - 1 minute -Silver - 1 minute -E-mini S&P - 1 minute -E-mini Nasdaq - 1 minute -Coffee - 1 minute -Natural Gas - 1 minute -Gold - 5 minute -Crude Oil - 5 minute -Silver - 5 minute -E-mini S&P - 5 minute -E-mini Nasdaq - 5 minute -Coffee - 5 minute -Natural Gas - 5 minute -Gold - 15 minute -Crude Oil - 15 minute -Silver - 15 minute -E-mini S&P - 15 minute -E-mini Nasdaq - 15 minute -Coffee - 15 minute -Natural Gas - 15 minute


SR CounterTrend II v2 M 1m (redundant with previous) -Gold - 1 minute -Crude Oil - 1 minute -Silver - 1 minute -E-mini S&P - 1 minute -E-mini Nasdaq - 1 minute -Natural Gas - 1 minute

SR CounterTrend II v2 M AGR 1m -Gold - 1 minute -Crude Oil - 1 minute -Silver - 1 minute -E-mini S&P - 1 minute -E-mini Nasdaq - 1 minute -Coffee - 1 minute -Natural Gas - 1 minute


SR CounterTrend II v2 M 2024 -Gold - 1 minute -Crude Oil - 1 minute -Silver - 1 minute -E-mini S&P - 1 minute -E-mini Nasdaq - 1 minute

SR CounterTrend X -Gold - 1 minute -Crude Oil - 1 minute -Silver - 1 minute -E-mini S&P - 1 minute -E-mini Nasdaq - 1 minute -Natural Gas - 1 minute -Coffee - 1 minute


SR CounterTrend Active 2024 -Gold - 1 minute -Silver - 1 minute

In this setup there was some redundancy as the SR CounterTrend II v2 M 1m was added two different times for the following markets:


Gold, Crude Oil, Silver, E-mini S&P, E-mini Nasdaq, and Natural Gas


This increases the weighting on a more selective set of the SR CounterTrend strategies since SR CounterTrend II v2 M is a selective, low frequency version of the SR Countertrends.

 

This is the SR CounterTrend Total Portfolio that represents 58 futures contracts. This setup can be customized and adjusted or merged into other portfolio combinations. Many of the setups are listed in our Excel Portfolio Calculator with the updated variations of SR CounterTrend to be updated in the future.


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