Ambush Performance Futures ¶
About¶
Before you dive into the following graphs and numbers let me give you a few explanations about the reports.
To keep things simple here, no commissions or slippage are included and a limit-order is considered filled if price touched the limit price on that day, even if it didn't trade through. This is the case only in about 2% of all the trades shown and our real-world experience shows that if you're trading only a few contracts you'll get filled much more often than not. Remember we're looking at daily charts here, so the odds of gettings filled at a daily high/low aren't that bad.
Regarding commissions and slippage you can simply substract the commissions you'd pay at your broker from the results. Slippage is not a big issue trading Ambush as it's using limit-orders for all entries and a time based exit for most trades. This allows you to also use a limit order to exit the trades avoiding extensive slippage. This is a huge advantage to entering/exiting with stop-market orders where you often get significant slippage especially in the less liquid markets.
Corona Crisis 2020: Subscribers had been warned multiple times about potentially increased risks of trading between January 28th and April 26th 2020. As most subscribers didn't use the service as usual during this period, every subscriber got two months of Ambush Signals for free. The trades that happened during the corona crisis are shown as flat periods in the performance reports. This makes it easier to evaluate the actual performance of Ambush Signals during regular trading conditions.
January 2023 Update: 2022 was a tough year for Ambush with huge drawdowns in many markets. This was heavily related to the ukraine/energy crisis. Even though we still could end the year in positive territory for all portfolios, it was time to make some adjustments to the portfolios to adjust to the new risk/volatility.
If you have any questions about the performance or Ambush in general, don't hesitate to send me an email.
Happy Trading!
Marco Mayer
List of currently supported markets:¶
Here's a list of currently supported markets by Ambush.
Ambush All Stars Portfolios¶
Of course you can trade Ambush in just one of the markets of your choice listed above. But actually Ambush performs best trading multiple markets. To show you the power of trading multiple markets, we've come up with three sample portfolios for different account sizes.
We call these the "Ambush All Stars" portfolios, baskets of diversified markets that have been performing very well consistently over many years now.
All of these include at least one market out of four sectors: stock indices, interest rates, currencies and commodities.
Now some of the shown futures contracts require higher margin and risk (daily price movement) than other contracts. This is why we didn't simply use the same number of contracts for each of the futures. The ZN (10 Year Notes) is a much smaller contract than the RTY (E-Mini Russell 2000) for example. As each market volatility changes, sometimes it's necessary to change the number of contracts of the portolios or even switch out markets. In 2022 for example, NG simply got too volatile to be included in any portfolio so it was replaced with other markets.
Ambush has been around for over a decade now. That's a very long time for a trading system. As markets tend to change, I do review Ambush once a year to see if any changes are necessary to adapt to changing market conditions. The last time any significant changes have been required was in July 2015. As you can see on the following equity charts, Ambush kept on performing as expected in "live mode".
Ambush All Stars Portfolio - Mini Accounts (10k+)¶
The mini portfolio includes only three markets and is a good choice for very small accounts still offering a decent level of diversification:
Ambush All Stars Portfolio - Small Accounts (25k+)¶
The small portfolio includes only four markets and is a good choice for small accounts still offering a decent level of diversification:
Ambush All Stars Portfolio - Medium Accounts (50k+)¶
The medium sized portfolio includes six markets and is a good choice for medium to large accounts offering a well diversified mix of markets.
Ambush All Stars Portfolio - Large Accounts (100k+)¶
The large sized portfolio includes six markets and is a good choice for medium to large accounts offering a well diversified mix of markets.
Individual Performance Reports¶
Here you can find the performance of each of the markets trading one contract.
