Parallel Opportunity Trading System (P.O.T.S)
P.O.T.S is an Intraday auto-trading software for Finance Professionals (CTAs, Hedge Funds). It mainly trades the highly liquid DJ Eurostoxx50 Equity Index Future, and, to a lesser extent the CAC and DAX futures. This system comprises various complementary Intraday algorithms, each of which intervenes in different market phases. Each algorithm has its own Entry Setup, Position and Risk Management. When combined, these strategies provide a positive profit performance that is uncorrelated to the underlying Equity Index Market. P.O.T.S is compatible with most brokers.
The current version is POTS 2.0 (since early 2016). This version benefits from the experience acquired over the 5 years during which we've proposed the version 1.0. The performance, tracked in areal account in 2016 shows a performance in line with.what was expected.
Performance of POTS v2.0 in 2016 (real trading)
Performance over 2016 : 12,1%
Max Drawdown : 3.90%
Annualized Volatility : 7.19%
Sharpe Ratio: 5.5
Calmar Ratio : 2.8
Compared to the previous version : POTS v1 had generated a pêrformace of over 45% between 2010 and 2015 with a volatility of around 20% and a Max DD of 25%. POTS v2 is much more stable.
IT-LYSE licenses its P.O.T.S software exclusively to finance professionals (CTAs, Hedge Funds...). IT-LYSE guarantees complete confidentiality to its clients.
Contact IT-LYSE for a P.O.T.S presentation