Ambush Performance Futures

Ambush Performance Futures

About

Before you dive into the following graphs and numbers let me give you a few explanations about the reports.

To keep things simple here, no commissions or slippage are included and a limit-order is considered filled if price touched the limit price on that day, even if it didn't trade through. This is the case only in about 2% of all the trades shown and our real-world experience shows that if you're trading only a few contracts you'll get filled much more often than not. Remember we're looking at daily charts here, so the odds of gettings filled at a daily high/low aren't that bad.

Regarding commissions and slippage you can simply substract the commissions you'd pay at your broker from the results. Slippage is not a big issue trading Ambush as it's using limit-orders for all entries and a time based exit for most trades. This allows you to also use a limit order to exit the trades avoiding extensive slippage. This is a huge advantage to entering/exiting with stop-market orders where you often get significant slippage especially in the less liquid markets.

Corona Crisis 2020: Subscribers had been warned multiple times about potentially increased risks of trading between January 28th and April 26th 2020. As most subscribers didn't use the service as usual during this period, every subscriber got two months of Ambush Signals for free. The trades that happened during the corona crisis are shown as flat periods in the performance reports. This makes it easier to evaluate the actual performance of Ambush Signals during regular trading conditions.

January 2023 Update: 2022 was a tough year for Ambush with huge drawdowns in many markets. This was heavily related to the ukraine/energy crisis. Even though we still could end the year in positive territory for all portfolios, it was time to make some adjustments to the portfolios to adjust to the new risk/volatility.

If you have any questions about the performance or Ambush in general, don't hesitate to send me an email.

Happy Trading!

Marco Mayer

List of currently supported markets:

Here's a list of currently supported markets by Ambush.

NameSymbol (Exchange)
Australian Dollar6A (GLOBEX)
Canadian Dollar6C (GLOBEX)
Euro6E (GLOBEX)
New Zealand Dollar6N (GLOBEX)
Dollar IndexDX (NYBOT)
E-Mini S&P MidCap 400EMD (GLOBEX)
E-Mini S&P 500ES (GLOBEX)
Dow Jones Euro STOXX50FESX (DTB)
Euro Bobl (5 Year Bond)FGBM (DTB)
GoldGC (NYMEX)
Micro E-Mini Russel 2000M2K (GLOBEX)
Micro E-Mini S&P 500MES (GLOBEX)
Henry Hub Natural GasNG (NYMEX)
E-Mini Russel 2000RTY (GLOBEX)
5 Year US T-NoteZF (ECBOT)
10 Year US T-NoteZN (ECBOT)



Ambush All Stars Portfolios

Of course you can trade Ambush in just one of the markets of your choice listed above. But actually Ambush performs best trading multiple markets. To show you the power of trading multiple markets, we've come up with three sample portfolios for different account sizes.

We call these the "Ambush All Stars" portfolios, baskets of diversified markets that have been performing very well consistently over many years now.

All of these include at least one market out of four sectors: stock indices, interest rates, currencies and commodities.

Now some of the shown futures contracts require higher margin and risk (daily price movement) than other contracts. This is why we didn't simply use the same number of contracts for each of the futures. The ZN (10 Year Notes) is a much smaller contract than the RTY (E-Mini Russell 2000) for example. As each market volatility changes, sometimes it's necessary to change the number of contracts of the portolios or even switch out markets. In 2022 for example, NG simply got too volatile to be included in any portfolio so it was replaced with other markets.

Ambush has been around for over a decade now. That's a very long time for a trading system. As markets tend to change, I do review Ambush once a year to see if any changes are necessary to adapt to changing market conditions. The last time any significant changes have been required was in July 2015. As you can see on the following equity charts, Ambush kept on performing as expected in "live mode".


Ambush All Stars Portfolio - Mini Accounts (10k+)

The mini portfolio includes only three markets and is a good choice for very small accounts still offering a decent level of diversification:

Out[22]:
Symbol Exchange Contracts
10 Year US T-Note ZN ECBOT 1
Canadian Dollar 6C GLOBEX 1
Micro E-Mini Russel 2000 M2K GLOBEX 2
Overview
Total Profit in USD$95,694
Average Yearly Profit in USD$6,925
Profit Factor 1.35
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 3079
Winning % 51.96
Largest Win Trade in USD$1,945
Largest Loss Trade in USD$-1,680
Average Trade in USD$31
Drawdown Stats
Max Drawdown in USD$-6,949
Max Drawdown Length 129 days
Max Drawdown Date13.07.2023
Longest Flat in Days 556 days
MAR Ratio 1.00


Ambush All Stars Portfolio - Small Accounts (25k+)

The small portfolio includes only four markets and is a good choice for small accounts still offering a decent level of diversification:

Out[27]:
Symbol Exchange Contracts
10 Year US T-Note ZN ECBOT 1
Canadian Dollar 6C GLOBEX 1
New Zealand Dollar 6N GLOBEX 1
Micro E-Mini Russel 2000 M2K GLOBEX 3
Overview
Total Profit in USD$148,253
Average Yearly Profit in USD$10,729
Profit Factor 1.36
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 4009
Winning % 52.38
Largest Win Trade in USD$2,240
Largest Loss Trade in USD$-1,680
Average Trade in USD$37
Drawdown Stats
Max Drawdown in USD$-8,542
Max Drawdown Length 129 days
Max Drawdown Date13.07.2023
Longest Flat in Days 407 days
MAR Ratio 1.26



Ambush All Stars Portfolio - Medium Accounts (50k+)

The medium sized portfolio includes six markets and is a good choice for medium to large accounts offering a well diversified mix of markets.

Out[31]:
Symbol Exchange Contracts
10 Year US T-Note ZN ECBOT 2
Canadian Dollar 6C GLOBEX 2
New Zealand Dollar 6N GLOBEX 2
Micro E-Mini S&P 500 MES GLOBEX 3
Micro E-Mini Russel 2000 M2K GLOBEX 5
Overview
Total Profit in USD$315,175
Average Yearly Profit in USD$22,809
Profit Factor 1.37
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 4768
Winning % 52.45
Largest Win Trade in USD$4,480
Largest Loss Trade in USD$-3,360
Average Trade in USD$66
Drawdown Stats
Max Drawdown in USD$-15,354
Max Drawdown Length 129 days
Max Drawdown Date13.07.2023
Longest Flat in Days 393 days
MAR Ratio 1.49



Ambush All Stars Portfolio - Large Accounts (100k+)

The large sized portfolio includes six markets and is a good choice for medium to large accounts offering a well diversified mix of markets.

Out[35]:
Symbol Exchange Contracts
E-Mini Russel 2000 RTY GLOBEX 1
Gold GC NYMEX 1
Euro 6E GLOBEX 2
10 Year US T-Note ZN ECBOT 3
Australian Dollar 6A GLOBEX 3
Canadian Dollar 6C GLOBEX 4
New Zealand Dollar 6N GLOBEX 4
Micro E-Mini S&P 500 MES GLOBEX 6
Overview
Total Profit in USD$969,189
Average Yearly Profit in USD$70,140
Profit Factor 1.31
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 8081
Winning % 52.91
Largest Win Trade in USD$10,310
Largest Loss Trade in USD$-8,090
Average Trade in USD$120
Drawdown Stats
Max Drawdown in USD$-43,361
Max Drawdown Length 7 days
Max Drawdown Date23.09.2011
Longest Flat in Days 260 days
MAR Ratio 1.62



Individual Performance Reports

Here you can find the performance of each of the markets trading one contract.

Overview
Total Profit in USD$63,050
Average Yearly Profit in USD$4,563
Profit Factor 1.30
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 1395
Winning % 53.26
Largest Win Trade in USD$2,230
Largest Loss Trade in USD$-2,480
Average Trade in USD$45
Drawdown Stats
Max Drawdown in USD$-11,320
Max Drawdown Length 579 days
Max Drawdown Date30.11.2011
Longest Flat in Days 764 days
MAR Ratio 0.40


Overview
Total Profit in USD$45,985
Average Yearly Profit in USD$3,328
Profit Factor 1.33
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 1222
Winning % 52.45
Largest Win Trade in USD$1,945
Largest Loss Trade in USD$-1,680
Average Trade in USD$38
Drawdown Stats
Max Drawdown in USD$-3,900
Max Drawdown Length 104 days
Max Drawdown Date07.06.2023
Longest Flat in Days 671 days
MAR Ratio 0.85


Overview
Total Profit in USD$34,400
Average Yearly Profit in USD$2,490
Profit Factor 1.12
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 1129
Winning % 52.61
Largest Win Trade in USD$3,288
Largest Loss Trade in USD$-2,888
Average Trade in USD$30
Drawdown Stats
Max Drawdown in USD$-10,525
Max Drawdown Length 525 days
Max Drawdown Date11.11.2022
Longest Flat in Days 1007 days
MAR Ratio 0.24


Overview
Total Profit in USD$42,650
Average Yearly Profit in USD$3,087
Profit Factor 1.40
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 930
Winning % 53.76
Largest Win Trade in USD$2,240
Largest Loss Trade in USD$-1,680
Average Trade in USD$46
Drawdown Stats
Max Drawdown in USD$-4,820
Max Drawdown Length 482 days
Max Drawdown Date14.06.2022
Longest Flat in Days 621 days
MAR Ratio 0.64


Overview
Total Profit in USD$20,850
Average Yearly Profit in USD$1,509
Profit Factor 1.14
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 1153
Winning % 52.91
Largest Win Trade in USD$2,170
Largest Loss Trade in USD$-1,340
Average Trade in USD$18
Drawdown Stats
Max Drawdown in USD$-8,810
Max Drawdown Length 686 days
Max Drawdown Date17.01.2017
Longest Flat in Days 1399 days
MAR Ratio 0.17


Overview
Total Profit in USD$115,350
Average Yearly Profit in USD$8,348
Profit Factor 1.41
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 554
Winning % 52.89
Largest Win Trade in USD$11,240
Largest Loss Trade in USD$-9,500
Average Trade in USD$208
Drawdown Stats
Max Drawdown in USD$-19,170
Max Drawdown Length 179 days
Max Drawdown Date24.12.2018
Longest Flat in Days 972 days
MAR Ratio 0.44


Overview
Total Profit in USD$94,075
Average Yearly Profit in USD$6,808
Profit Factor 1.39
Total Commission in USD$0
Total Slippage in USD$0
Trade Stats
Total Number Of Trades 763
Winning % 52.56
Largest Win Trade in USD$9,762
Largest Loss Trade in USD$-6,125
Average Trade in USD$123
Drawdown Stats
Max Drawdown in USD$-17,400
Max Drawdown Length 440 days
Max Drawdown Date12.09.2022
Longest Flat in Days 459 days
MAR Ratio 0.39


Overview
Total Profit in EUR€19,110
Average Yearly Profit in EUR€1,383
Profit Factor 1.14
Total Commission in EUR€0
Total Slippage in EUR€0
Trade Stats
Total Number Of Trades 1293
Winning % 53.13
Largest Win Trade in EUR€1,360
Largest Loss Trade in EUR€-1,290
Average Trade in EUR€15
Drawdown Stats
Max Drawdown in EUR€-10,670
Max Drawdown Length 448 days
Max Drawdown Date12.09.2022
Longest Flat in Days 840 days
MAR Ratio 0.13


Overview
Total Profit in EUR€6,170
Average Yearly Profit in EUR€447
Profit Factor 1.32
Total Commission in EUR€0
Total Slippage in EUR€0
Trade Stats
Total Number Of Trades 282
Winning % 59.57
Largest Win Trade in EUR€1,220
Largest Loss Trade in EUR€-1,000
Average Trade in EUR€22
Drawdown Stats
Max Drawdown in EUR€-2,000
Max Drawdown Length 328 days
Max Drawdown Date22.08.2022
Longest Flat in Days 996 days
MAR Ratio 0.22