Finally, the new release is out

After three months of very hard, frustrating and challenging effort, the new release of m3RVS is deployed. This release includes significant enhancements, a centralized trade controller, slippage reversal engine, risk manager and allocation pool capability. The improvements are dramatic for most of the systems and those results were already very strong.

I appreciate the patience and support of everyone who has been listening to me bicker about this release...but has been worth the effort, most definitely worth it in my book.

Below is an updated view of the new capabilities applied to the ES Swing strategy from inception. Average risk capital in trade, $34,000. For reference you can see the previous results here: RVS System Reference Performance Data for major index futures

Below is an updated view of the new capabilities applied to the ES Income strategy from inception. Average risk capital in trade, $20,000.

For both of these systems, they factor 1.5 points of slippage on the ES and $5 in and $5 out for trading expenses. There is no compounding (reinvestment of profits). In real trading, slippage reversal functions generally generate positive slippage for the systems in the market and trading fees are more like $1.5 to $2 per contract.