Tag Archives: ER

Constructing the new futures portfolio

In applying the cybernetic trading system to the futures portfolio, much of the system is the same as that used for the ETF portfolios (small and hedge fund), but there are some differences. Like the ETF portfolios, an asset allocation … Continue reading

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Applying the Cybernetic System to Futures

The progress of the cybernetic system for the two unleveraged ETF portfolios is meeting my expectations. I was aiming for 15% annual return with <10% maximum drawdown. Both portfolios are a little below 15% with drawdowns substantially below 10% (see … Continue reading

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