This series breaks down a three-strategy, six-asset portfolio inspired by algo trader René Balke. The portfolio is tested live by René Balke, and designed to cut hesitation, emotion, and second-guessing. Together, the strategies combine into a powerful system:
2 strategies
6 assets (DAX, S&P 500, USDJPY, GOLD, US30, NAS100)
5.5 years of backtesting
2243 trades
315% total return (~72%/year)
Max drawdown <15%
You can download the full quant report of the portfolio and each strategy at the very end of this article.
This article series is divided into three parts:
Part 1: USDJPY Range Breakout
Covers USDJPY with the Range Breakout concept.
Return: +113% over 5.5 years
Max drawdown: ~15%
Trades: 542
Win rate: ~43%
Average winner: $226 (on 10k account)
Average loser: $130
Risk-to-reward ratio: ~2:1+ keeps system healthy despite <50% win rate
Part 2: Gold Breakout Strategy (coming soon)
Covers XAUUSD with the Range Breakout concept.
Placeholder: returns, drawdown, trade count, win/loss stats
Part 3: Turnaround Tuesday on Indices (coming soon)
Covers DAX, S&P500, US30, NAS100 with the Turnaround Tuesday concept.