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Proteus I, II, and III September Contract Results

The September contract finished trading as the front month on Friday, September 12, 2025. The volatility in the stock indexes collapsed. We certainly prefer more range and volatility in the stock indexes since it boosted the performance for the June contract based on larger moves in March and April. With reduced volatility, how did Proteus I, II, and III perform?


All three strategies showed a net profit based on the market replay signals. Proteus II was the clear winner based on average trade profit and drawdown. Proteus II is more selective and had nearly $100 average trade profit. While we anticipate higher volatility and ranges going into the end of the year, it is nice to see these results even when volatility is at its lowest levels in the 2020's. The results for each of the trading strategies, Proteus I, II, and III and listed below.


Proteus I Market Replay Hypothetical Results

06/16/2025 - 09/12/2025

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Proteus II Market Replay Hypothetical Results

06/16/2025 - 09/12/2025

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Proteus III Market Replay Hypothetical Results

06/16/2025 - 09/12/2025

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Proteus 2025 - NinjaTrader 8
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U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results.

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CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.

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