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THE GRAIL GTS2_ES has been trading in real-time since March 2002. To view the latest REAL-TIME TRADING RESULTS , please click here.
The graphs below show performance for systems typically modeled by the Genetic System Builder. The systems were modeled on the first 70% of data while the last 30% is unseen data and completely new to the systems.
10Yr T-Note (1 contract) |
| The good performance on unseen data (Feb 2002-Oct 2003) is an indication of the robustness of systems generated by the Genetic System Builder. Commission of $14 per trade roundturn as well as 1 tick slippage per trade has been deducted. |
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Euro Currency Future (1 contract) |
| The smooth equity graph on the unseen data (Oct 2002-Oct 2003) is an indication of the consistency of systems modeled by the Genetic System Builder. Commission of $14 per trade roundturn as well as 1 tick slippage per trade has been deducted. |
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To view the latest S&P E-mini REAL-TIME TRADING RESULTS, please click here.
Graphs produced by THE GRAIL Global Trading System software - Copyright 2002
