Pegas 1 CL TRADING SYSTEM
PEGAS 1 CL TRADING SYSTEM
Pegas 1 proprietary logic is based on detecting and catching intraday trends in crude oil futures. System is waiting for predefined market conditions, identifying resistance levels and waiting for breakout of those levels into the uptrend. System usually trades long side, typically 8-10 trades per month. Pegas 1 is avoiding imminent report moves and enter the trades in more conservative way. Trades are entered and exited on the same day, one trade per day is allowed, all trades are secured by stop loss. Pegas 1 was developed in 2011, we trade it live in our accounts since early 2013. Strategy has proven robustness on unseen data, it makes new highs every year regardless of long-term crude oil trend. Proprietary backtesting, walk forward analysis, Monte Carlo analysis, sensitivity and distribution analysis is regularly repeated within our in-house systems maintenance rules.