The 12 month annualized return of the Circular Futures Trading System is currently 206.40%.

The Circular Trading System (CTS) is a market-neutral algorithm-based "personal hedge fund" trading system that is always in the market. The Circular Futures Trading System is an application of the Circular Trading System to the futures market. It automatically gets you long when a commodity is going up, and short when a commodity is going down. Stops are reversal points, so that if you are long and a stop is hit, you exit the long and then go short. If you are short and a stop is hit, you cover the short and then go long.

The system generates signals on the basis of movements in the underlying CASH Indices. Trades are then executed in the front-month futures contract, wherever it happens to be trading in relation to its fair value. Note that gold triggers off the GLD ETF, and the 30 year bond triggers off the TLT iShares. Forex trades in the euro trigger off of the FXE ETF, and the yen triggers off of FXY.

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In its most basic application, use the system as a guidepost on when to go long or short, and then use discretion on whether to stay with a trade or take profits when deemed appropriate. Taking profits before a stop is triggered runs the risk of leaving a lot on the table if a trade runs, but it also avoids the risk of seeing a good profit turn into a loss on a sharp reversal. New data has been added to the trading history screens to show how almost every trade is profitable at the outset. Judicious use of trailing stops are OK to use to protect profits, and the additional data might help provide a basis for gauging stop placement. All traders are free to use discretion on whether to take profits before a stop is hit and then wait for the next trade.

The first table below shows the current hypothetical system trades underway, the date and price each position was opened, and its current status since the original entry.

The second table below is a capsule showing the hypothetical results, including expenses, for the past 30 days assuming an account size of $65,000 and where one futures contract of each commodity (excluding NYA) is traded according to the system signals. Each trade is a round trip (RT).

The third table below is a 12-month capsule showing the hypothetical results, including expenses, for the past 365 days assuming a starting account size of $65,000 and where one futures contract of each commodity (excluding NYA) is traded according to the system signals.

A complete log of each trade as well as other trade statistics over the past 12 months is available to all CTS subscribers. A version of the system specifically designed for daytrading is also available to subscribers who wish to avoid the risk of holding positions overnight.

Please note that these results are back-tested and thus do not represent actual trades, and do not include gap opens, bad fills, slippage, actual commissions, or anything else a real trader has to deal with (as opposed to a computer back-tested model). Also, please note that the use or placement of any stop-loss or stop-limit orders may not limit your losses and you could lose more than your intended amount of money at risk.