This system is very much at the core of Augustus King's strategy. Medium-Long term classical trend following approach. This algo combines 23 sub-strategies to ensure we attack, capture and ride trends from all angles. Those 23 sub-strategies in this algo are then applied to over 30 markets covering currencies, indices and commodities. This is a classical globally diversified trend following system which means you'll see lumpy returns that spend the majority of time in drawdown, but then it captures these huge outlier trends in bull, bear or surprise markets that just catapult trend following performance from CTAs over the past few decades well into the lead in terms of returns and compound annual growth rate. This is a strategy that closely replicates those deployed by some of the biggest hedge funds and CTAs in the world. Because trend following is the most robust way to extract money from the markets.
Live and verified results can be tracked here: https://www.myfxbook.com/portfolio/ak-global-classic-trend-system/9558546
If you could apply one system to any market this would be our choice!
More details on the system performance coming soon.