THE GRAIL changes the art of trading financial markets into a mechanical approach.

THE GRAIL GTS2 provides daily trading signals for the S&P future.

NEW!! Genetic System Builder : Creates robust trading systems with fully disclosed EasyLanguage^TM. Free demo available.

How to implement Money Management in TradeStation^TM: This report will show you in 8 easy steps, how to implement 7 different money management strategies onto any trading system. All EasyLanguage^TM code included.

THE GRAIL Global Trading System

During the first 20 months since its release, our premier S&P system has performed exceptionally well on the S&P during difficult market conditions. Between Mar 2002- Oct 2003, The Grail GTS2_ES has generated 385.50 points net profit on the S&P! The system generated $19,275.00 in closed profits (excluding commission), trading in 1 contract on the S&P E-mini future. Using the recommended starting capital of $15000, the return on capital was 128.5% over a 20 month period. The maximum drawdown experienced during this violent period was -29.75%. The system generated 229 trades during the period which confirm the significance of the results from a statistical point of view. To view the latest REAL-TIME TRADING RESULTS click here.

Traders applying THE GRAIL methodology, achieve objectivity in their trading because the system is not subject to emotional response. The system is not overly sensitive to the values of parameters or overly complex which may result in curve-fitting of test data. Because the system is so robust, it can be implemented on various markets providing diversification of risk and lowering your overall drawdown.

You can subscribe to the daily trading signals using our broker-assisted program where we have arranged with leading futures brokers to run the system for you. 

THE GRAIL is not a, get rich quick scheme but rather a scientific approach to ensure constant growth on the long term. However, this does NOT mean that you may not experience substantial profits right from day one!

NEW!! Genetic System Builder (GSB) 

The Genetic System Builder (GSB) can model an unlimited number of unique trading systems. The trading systems are similar to our GTS2 trading system (see real-time trading results above). The GSB creates fully disclosed EasyLanguage^TM code ready for import into any Tradestation^TM 2000i or TS7 trading platform.  

The GSB uses a genetic algorithm to model new trading systems from a library of  technical trading techniques. To create this library, we have tested hundreds of indicators and trading systems as they appeared in Stocks&Commodities and other technical publications over the past 15 years. Each system/indicator was tested on several different markets and bar intervals. Only the most robust indicators/systems were chosen to be included in the library to serve as building blocks. 

To view typical performance of systems modeled by GSB, please click here.

The GSB is specifically suitable for hedge fund, asset and portfolio managers or any individual trader who are in need of  trading systems on multiple instruments. What set GSB apart from other cutting edge technology implementations (e.g. neural networks) is the fact that the output of the modeling process is EasyLanguage^TM code that can easily be understood and analyzed by the trader. Nothing prevents you from further modifying the source code or to use it in conjunction with some of your other systems' logic.

To ensure that the systems being modeled are robust, GSB allow you to test the systems on unseen data while the maximum number of rules used by any system, are also limited. Because of the random component introduced by the genetic algorithm, it is virtually impossible for GSB to generate the exact same system for different users.

With GSB, our goal is to present an interface to the user that will enable him to sit back and use the software with default settings, while still getting optimal results. All you need to do is to import your text data file, specify the instrument detail and leave your computer to run overnight. Then come back the next day to inspect the results of the hundred best trading systems!

GSB is available for a trial period of 10 days. Register below, and we will send you a free demo.

More info: What makes Genetic Algorithms so special?

TradeStation^TM and EasyLanguage^TM are registered trademarks of TradeStation Technologies, Inc.

How to implement Money Management in TradeStation^TM

This report will show you in 8 easy steps how to implement any of the following money management strategies onto your own system: %Margin, %Risk, Optimal f, Diluted Optimal f, Kelly Criterion, Diluted Kelly and %Volatility.

For illustrative purposes, the report uses a basic MACD system to show you exactly how to convert any system that trades in a fixed trading size into a system that vary its position size. This will allow the system to optimally reinvest trading profits.

By applying money management strategies to optimally vary position size, the performance of your trading system can be boosted substantially! Research has proven that about 90% of the variance in performance between portfolio managers is due to variable position sizing.

The report also shows you how you could implement scaling strategies like a money mangement stop and profit taking to enhance the performance of your system even further. All EasyLanguage code is included.

The report (with source code) is available at a cost of $195. To order, contact us at info@thegrailsystem.com.