SuperTurtle Top Trend Following System

Using a portfiolo as follows, including switching to electronic markets in 2007-2008 and merge with older pit data. We tested the Super Turtle system.

British Pound
Cotton
Euro dollar
Euro Currency
Yen
Orange Juice
Coffee
Lumber
Live Hogs
Soy beans
Sugar
Silver
Swiss Frank
Ten Year Note
30 year bond
Unleaded Gas
Natual Gas
Crude oil

On this portfiolo with $100.00 for slippage and commission we made over 411K since release based on Pinnacle data merged back adjusted futures data.

This system has been between number 1 and number 15 top multi-market systems since release all time since it has been tracked by Futures Truth and was release long enough to qualify for this list.
 
Quote from Murray Ruggiero:

Using a portfiolo as follows, including switching to electronic markets in 2007-2008 and merge with older pit data. We tested the Super Turtle system.

British Pound
Cotton
Euro dollar
Euro Currency
Yen
Orange Juice
Coffee
Lumber
Live Hogs
Soy beans
Sugar
Silver
Swiss Frank
Ten Year Note
30 year bond
Unleaded Gas
Natual Gas
Crude oil

On this portfiolo with $100.00 for slippage and commission we made over 411K since release based on Pinnacle data merged back adjusted futures data.

This system has been between number 1 and number 15 top multi-market systems since release all time since it has been tracked by Futures Truth and was release long enough to qualify for this list.
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Principal was 100k? And what does 411k mean? 411k was made on aggregate gain of all listed instruments with 100k principal divided equally between them? If not equal, does the program find optimal allocation (prior to out of sample reported result set) to arrive at that figure?

It's long and short, yes?

Also over what specific time period (81-08)? I saw a paper showing a 1000% gain in that period, (implying initial principal should be less than 100k if the gain was 411k?).

Thanks.
 
Quote from Random.Capital:

Given the amount of time that has gone by, why are you sharing "tested" "results" and not actual trading results?
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Super Turtle is not my best system. A variation of Simple Harmony is, so I am not trading Super Turtle live currently.

Trend Harmony has done better than Super Turtle since release.
Both systems have done well but Simple Harmony has done better.

I have a trading advisor who trading my best systems using managed accounts so I don't have any access to the actual account records to share. Currently he has 30 million dollars under management.
 
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