With ongoing development starting since early 2010, Raiden has been designed to be as consistent as possible and to generate a moderate profit in all manner of markets. The driving aim is for the account to grow in a stable fashion with minimal surprises.
- On the current live settings, it is targeted to yield about 2.5% per month (1.0% to 1.5% for each months of January and December), generating an annual yield of approximately 31%. It trades 1-4 times a week.
- It has multiple intelligent soft target profit and stop loss levels, with hard stops for unforeseen events like natural disasters, wars, inexplicable flash crashes, central bank interventions, etc.
- For a fast market in the unfavourable direction caused by such events, the drawdown will typically be about 10% due to speed filters kicking in.
- Equity stop out in a worst case scenario is set at a maximum of 25%.
- Dynamic stoploss logics took out positions at 13.5% drawdown on 2012-09-24. While shown to be a ‘good’ exit, it is deemed too much for the returns.
- Current improvements and testing underway.
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Raiden – IBFX Demo – High-to-Medium Risk
- Calculations are based off end-of-week NAV values. (Calculating off a daily NAV is not so meaningful due to its intraday trading behaviour.)
- Based on realistic spreads.
- Settings are identical for all years, evidenced by 2001-2010 test.