[Idea] Portfolio of Crude Oil and Natural Gas Systems #idea #crudeoil #natgas #101tradingideas

Key Trading Ideas:

Combine separate ideas into a portfolio of systems

A Portfolio of Four Crude Oil and Four Natural Gas Systems:

Illustrates the idea of combining the eight previous Crude Oil and Natural Gas systems into a portfolio of systems and them combining two portfolios of systems into a bigger portfolio.. Combining systems can help smooth returns and drawdowns. Here are the original 8 systems and their rules:

CL1

CL2

CL3

CL4

CL Portfolio

NG1

NG2

NG3

NG4

NG Portfolio

Results of combined Crude Oil and Natural Gas Systems, 2006-p:

889/1624 wins/trades: 54%

Average Trade: $378.60

Annual Return: 24.8%

Max Drawdown: 14.5%

Sharpe Ratio: 1.8

! 101 Trading Ideas is an Alpha hunt and methodology so on the first pass through is always looking for Alpha and triggering new ideas and insights. After the Alpha hunt pick, choose, tweak and add the scaffolding for real world trading.

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