APRIL 2025 RESULTS

Basically, it was the worst month in our history — by far. Since the beginning, our most challenging months typically resulted in losses of around 2.000 – 2.500€. However, this month went well beyond that, doubling it, with losses hitting even the systems that are usually the most consistent — affected mainly by the news, but not always.

Although it was a big punch, we remain stable and confident in the current systems (also considering that some necessary adjustments were already applied starting the month).

We do not manipulate results or hide them behind newly launched, well-presented, and overfitted systems designed to hide difficult market periods, which in fact we firmly believe are temporary.

May has started strong, with more than 1.200€ in profit. The outlook is beginning to clear.

It’s time to recover

📈 July 2025 Update July delivered a modest but positive 568€ profit on IG CFDs, showing steady recovery from June’s setback. BASTET DAX dominated with +579.20€, while TALOS NAS systems performed strongly (+301.50€ and +275.15€ respectively for half sizing, 0.5 contracts). However, SETH CRUDE continued its challenging streak with a significant loss — now marking four consecutive difficult months in commodities. PLUG NIKKEI also faced headwinds at -219.81€. Commodities remain under focused review as we assess whether current pressures are temporary volatility or require strategic adjustments.   On the other hand, when using IG FUTURES the results was different: Nice performance this month, with multiple algorithms delivering strong results that overshadow the SETH strategy losses Not always posting the IG FUTURES results due to low usage for now, but I wanted to show the differences that can sometimes occur. Recommend taking a look at our IG Futures vs. CFDs guide

Starting with whether the results are from live trading: no, these are BackTest results in this case, with a brief review to ensure no major differences with demo instances. A few months ago in this post (https://www.prorealcode.com/topic/cfd-autotrading-marketplace-vendor-questions-announcements-and-updates/page/3/#post-244887) we mentioned that we weren’t running all active systems live for various reasons. Since starting in 2020, we’ve been extracting results only from real instances, but it’s also true that for quite a few months (perhaps a year) we’ve drastically reduced the active instances in use on real accounts. And I say “active” because as I pointed out in that post, or as we openly explain in our groups or to those who ask us, beyond the current portfolio, we need to launch future versions and tests to validate them in real trading. Additionally, this multiplies numerous robots with their variants, using IG CFD, IG FUTURES, standard FUTURES in a few cases (we’re also IBKR AutoTrading)… not to mention a decapitalization I personally made last year, with other ongoing businesses (including robots for another platform which we haven’t wanted to publish/relate). All together we could need a huge amount of money. And there’s an extra and very simple factor: we know that robots with more losses on the last period aren’t generally used. Added to all the above reason, we don’t always use them either to unnecesarely increase the risk and potential losses. In the end, it’s a combination of many factors; and we also have to consider clients with longer licenses (like 3+ years, or LIFETIME), who for certain cases sometimes only want to know when it’s time to restart a system or not. I mean that we continue using live results when possible, but that’s recently near an exception. Regarding the results with IG FUTURES (don’t worry, we distinguish them well from standard futures, which is why we always put “IG” in front). This is also one of those complex things we can’t always explain completely because otherwise people don’t read anything, but which we explain in groups, emails, etc. To consider, at least: – When we made the sizing proposal with FUTURES, we tried to set sizing equivalent to CFD; and anyway we have tables with the “weights” in each case (because not all instruments have equivalent weight). Not to mention the EUR/USD change, which also changes everything (and now more than months ago) – Anyway, speaking of NASDAQ, where there’s the biggest difference in contract weights: The 0.05 contracts at $20 contemplated for NASDAQ IG FUTURES was what we proposed as equivalent to 1 CFD contract. Later on, we proposed 0.5 contracts in NASDAQ systems by default portfolio sizing, to reduce risk and DDs that those systems had experienced; and so it remained using 0.5 contracts in CFDs… while in IG FUTURES you can’t set less than 0.05 (you can’t make that reduction by half) – So… in the IG FUTURES results, barring error and understanding they’re approximate (ignoring currency), the size per system is indeed approximate, except for NASDAQ, which is double. And, coincidentally, this month it’s in NASDAQ where IG FUTURES have performed worse than CFD (less profit even with double weight); but in almost all other systems the gains have been higher. Therefore, IG FUTURES have indeed performed better on July. – Finally, here’s the link to the guide I mentioned: https://cfdautotrading.com/en/ig-futures-guide/. Among other things, it explains why results from the same system can vary (and they will at all levels, also in BT-BT, not just in REAL-REAL comparisons) basically because the instruments aren’t the same (the price and its variations can be different at any given moment, yes). The same system launched on NASDAQ IG CFD, NASDAQ IG FUTURES, or standard NASDAQ FUTURE could give different entries and exits, yes. It will always give something “similar”, but the shorter the period, the more differences there can be. If this weren’t the case, we wouldn’t have, for example, a table suggesting the use of our own systems in CFD or IG FUTURES depending on the case. Sorry I couldn’t find a shorter way to explain both topics. In fact, I tried to shorten it. 😛

📈 September 2025 Update Exceptional performance with +4.501€ gross profit – our strongest month since December 2023. The most profitable month we’ve seen in almost 2 years, featuring outstanding returns from HEPHA GOLD and impressive profits from BASTET DAX. Both TALOS NAS M2 and ZEUS NAS would have surpassed 1.000€ each if traded at full contract size rather than half contracts. All systems with trades generated profits except ARES SP500, which is now officially discontinued. The current portfolio consists of 8 systems across 6 markets (using 5 different timeframes), and that could be enough when it is correctly dimensioned.