Friday, December 21, 2007

Free Expert Advisor Portfolio 2, Week 2, Still Profitable

It has been a bumpy week for the second expert advisor portfolio I am testing. The experts have suffered some losses and some wins, leaving their track record close to the initial starting capital.

As you can see on the statement here, the expert advisor portfolio has made it close to 10200, which is a modest 2% profit. This also in conjunction with a maximum draw down close to 12% which is a decent amount for a portfolio of this sort.

The most active expert advisor has been Ichimoku5, with fxovereasy being the most inactive and the UniversalMAcross and ADXCross advisors hedging Ichimoku5 for a good percentage of the time. I have also noticed that whenever the market is very rangy the expert advisors hedge each other a lot while they don't in trending markets (in which they both run profitable positions).

It should be interesting to see how both portfolios evolve with time. Up until now, both of them are profitable.

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