FX-ATM PERFORMANCE REPORT AS OF
September 1, 2010

Here’s the performance of FX-ATM, using a $50.000 account, since we started in October/November 2009:

There are different kinds of trading suggestions in Forex-ATM. Some of them are suggested daytrades with very tight stops, others are swing-trades that we give more room to move, and a few of the trading suggestions are long-term position trades that have quite wide stops.

Of course the risk of getting stopped out on a daytrade with a tight stop is much higher than is the risk of  getting stopped out on a position trade with a wide stop. To reflect this important aspect of risk management in our statistics, and to keep them more realistic with what most traders risk on these different kinds of trades, we assumed a risk of 1% for daytrades, 2% for swing-trades, and up to 4% for position trades in the performances shown.

This graph shows the monthly performance of FX-ATM since we started. As you can see, looking at the monthly results using the average trade exits results, in a  11-month period we had only two negative months with very small losses as compared with the profits achieved in profitable months. The average monthly performance was a profit of 3.00% per month. Overall we achieved a performance of 32.86% (without compounding) since we started, risking only 2.1% on average per trade, with a maximum drawdown of 2.26%. Looking at the optimal exits, as you can see, the results are even better.

In Forex-ATM we give out different profit-target suggestions for each trade. Depending on the individual’s trading style, each trader will earn greater or smaller profit at each of those profit-targets. In the performance chart you can see two different scenarios:

Optimal Exits: 
Example of a trader who always closed his complete position at the most profitable suggested exit. Of course in reality you will not always close your whole position at the most profitable suggested exit, but the optimal exit results nicely show the potential of FX-ATM.

Average Exits: 
Example of a trader who closed exactly the same amount of his position at each suggested exit (scaling out). For most traders the actual trading results are somewhere between the optimal and average exit results.