We are pleased to release the addition of 4 new daily bar strategies (2 EURUSD and 2 USDCHF) to the C25 system in order to compliment the already existing 25 intraday bar strategies that range from 120 minute bars up to 960 minute bars. As noted before, the intraday strategies have had been back tested from 1994 till present, which is in striking contrast to the majority of FX system developers who back test from 2003 present (12 years as opposed to 3 years reveals much more about a systems strengths and weaknesses). And with the daily bar systems we are able to go back even further: from 1975 till now.

Because daily bars have been the traditional data of choice for institutional traders, there is a greater history to them, and this history plays an important part in the technical trading of many large traders today (even though most retail system developers today chose to ignore the full time range of this data when they do use daily bars, preferring instead to develop daily bar systems from 1998 till now because it is easier to create better looking hypothetical systems on less data). For quite some time now we realized that we had been overlooking the daily bar and its potentials.

Now in our development we could see which of our many systems had emerged as champions, and we chose to recently apply these champions to the daily bars with spectacular results. We are posting the performance numbers of these systems for you to see for yourself, but suffice it to say that these 4 daily systems together produced approximately 2% per month return on 1:1 leverage since 1975.  Besides exploiting a time frame too long neglected, each system is powerful on its own right in terms of percentage win and average win to loss ratio, with large statistical sample sizes to back these performance measures up (large sample size in terms of time tested / # of bars and in terms of # of trades). Under these probabilistic factors, these additional strategies should compliment and increase the C25 system’s already phenomenal rate of return.

More details on these new daily strategies, including hypotheticals, yearly returns and a full Rina Excel Report can be found on the bottom of our Performance Page.