Hivemind Algorithms

To download the python code that is in this video, please sign up for this free class.

This Algo is no longer offered via Tradestation because their trading app store is going through some changes. Below is the email I received from them. I think Tradestation is going through a major transition and thus I am getting all my stuff off their store and have moved all my code for all my strategies to Multi Charts. If you are interested in this Algorithm and want to use it on Tradestation please email me at triforcetrader@gmail.com.

Kinfo allows me to record each signal in real time hypothetical out of sample performance, so you can see how the system is performing on real data.

*Everything Is Based On One Contract.

HIVEMIND BACKGROUND

In this system of Algorithms there are six different S&P500 Algorithms that go long and four different T-Bond Algorithms that mainly go long but some do go short. They are based on the idea of non-trending, non-mean reversion models(meaning neutral) and they all work together to decrease risk and ideally maximize profits. Basically centered around the idea of, that through different strategies that are non-correlated on average, they can achieve diversification even though they trade the same markets.

The Hivemind uses mathematical models to quantify the historical and market implied (future) volatility in order to position itself to create positive alpha. The strategies are designed to perform (and have) robustly during extreme market conditions like (August 2015 or “Brexit”), ( November 2016 or “Election”) by utilizing its unique entry and hedging techniques. The strategies scale their risk (take additional entries or hedge) based on the projected volatility of the underlying assets. The algorithms can be executed automatically with no human intervention if you have Tradestation.

**All performance is deemed hypothetical in nature and Triforce LLC is not guaranteeing that anyone has ever made any money using these systems, nor is Triforce LLC guaranteeing that it uses these systems. There are free trials of these systems available on Tradestation and you can look through the system yourself and see if this system is a good fit for you and your financial situation.

Synopsis Of The System

They trade liquid markets, the E-mini S&P 500 futures contract and the Ten Year Note(Bond).
They can be fully automated.
These algorithms have been trading on live data since January 2016 and tracked based on one contract via Kinfo. Essentially how it has actually performed in real time and not in the testing period. This is all hypothetical performance as it did not happen in your account.
The portfolio of algorithms makes use of unique volatility tracking and projections to provide superior opportunities/ results.

INTERESTING EDGE BASED ON ALGOS

The % is time the 10Y algos are have x positions (x being the middle column). The ES returns when the 10Y algos have x positions is the right column.

51.08%	0	633.2
22.76%	1	74.3
14.95%	2	555.25
8.19%	3	-34.5
3.03%	4	-330.25

TOTAL REAL-TIME

HYPOTHETICAL PERFORMANCE SINCE 2016

Performance verified by kinfo

2016 Performance

Real Time Hypothetical Out Of Sample Performance.
YTD returns on Profit.ly hit 34% as of December 31, 2016, as based on the assumption of a 100K account.
Sharpe Ratio for 2016 YTD is 2.63

2017 Performance

Real Time Hypothetical Out Of Sample Performance.
YTD returns on Profit.ly hit 29% as of December 31, 2017, as based on the assumption of a 100K account.
Sharpe Ratio for 2017 YTD is 2.3

2018 Performance

Real Time Hypothetical Out Of Sample Performance.
YTD returns on Profit.ly hit -13% as of December 31, 2018, as based on the assumption of a 100K account.
Sharpe Ratio for 2018 YTD is 2.3

2019 Performance

Real Time Hypothetical Out Of Sample Performance.
YTD returns on Profit.ly hit +113% as of December 31, 2019, as based on the assumption of a 100K account.
Sharpe Ratio for 2019 YTD is 2.3

2020 Performance

Real Time Hypothetical Out Of Sample Performance.
YTD returns on Profit.ly hit -31% as of December 31, 2019, as based on the assumption of a 100K account.
Sharpe Ratio for 2020 YTD is 1.2

Futures, Equities, and Options trading involve substantial risk. The valuation of futures and options may fluctuate, and as a result, you may lose more than your original investment. In no event should the content of any Triforce LLC (Matthew Owens) email or website be construed as an expression of an implied promise, guarantee, or implication by or from Triforce LLC (Matthew Owens), its owners or affiliates, that you will profit, or that losses can or will be limited in any manner whatsoever. Past performance is not necessarily indicative of future results. Information provided on any Triforce LLC (Matthew Owens) email or website is intended solely for informative purposes and is obtained from sources believed to be reliable. Information is in no way guaranteed. No guarantee of any kind is implied or possible where projections of future conditions are attempted. By receiving any communication from Triforce LLC (Matthew Owens), you agree that any information provided is solely the opinion of Triforce LLC (Matthew Owens) and his affiliates and not considered to be investment advice of any kind. You agree to trade your own risk and seek your own professional advice before investing.

Commission Rule 4.41(c)(1) applies to “any publication, distribution or broadcast of any report, letter, circulation, memorandum, publication, writing, advertisement or other literature….” Commission Rule 4.41(b) prohibits any person from presenting the performance of any simulated or hypothetical futures account or futures interest of a CTA (I am Not a CTA), unless the presentation is accompanied by a disclosure statement. The statement describes the limitations of simulated or hypothetical futures trading as a guide to the performance that a CTA (I am not a CTA) is likely to achieve in actual trading.

Additional Risk Disclosure Statement for System Traders:
Commission Rule 4.41(b)(1)(I) hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses. There have been no promises, guarantees or warranties suggesting that any trading will result in a profit or will not result in a loss.

All performance metrics mentioned here, on Profit.ly, Interviews, or any place else are deemed hypothetical in nature. According to rule Commission Rule 4.41(b)(1)(I) hypothetical or simulated performance results have certain inherent limitations. Triforce LLC (Matthew Owens) is not a licensed broker/dealer, nor is he/company a registered CTA, therefore unless other wise third party verified through the licensing government bodies, all performance metrics are hypothetical. Please refer to our disclaimer for more details. Know that this site is for education only.

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HIVEMIND