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Portfolio T1

Systematic strategies across forex, equities and futures, run by one engine. For Interactive Brokers accounts from $100,000. Free during the friends period, by invitation.

Have an invitation? Create your accountTry the dial

What you need: an individual Interactive Brokers Pro account in your name, from $100,000. Linking it usually takes 5 to 10 business days the first time. No invitation yet? Book a call.

The numbers, with their basis

Every number comes with its basis: what it is, the period and the setting, directly under the figure. These are the sample series’ numbers; T1’s own numbers replace them when T1 is final.

Hypothetical backtest, January 2018 to May 2026, dial 1.0×. Not actual trading.

Sample data – not results

+22.4%

Compound annual return

Hypothetical backtest, January 2018 to May 2026, dial 1.0×

−9.5%

Deepest month-end fall

Back at its high 7 months after the peak, Aug 2020 to Mar 2021

71 of 101

Months positive

January 2018 to May 2026

−6.3%

Worst single month

Dec 2020

90 of 90rolling 12-month periods positive
−15.3%fall that 1 in 20 reshuffled histories exceeded
+12.5%best single month, Mar 2022
3losing months in a row, at most

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

Past and simulated performance is not a reliable indicator of future results. See how results are shown.

How the results could have varied

The backtest sits inside the middle 90% of 10,000 reshuffled versions of its own past, with the bad periods marked.

$100k$200k$400k$800k0%−10%−9.5%, the deepest month-end fall−15.3%: 1 in 20 reshuffled histories fell further+22.4% a yearMay 20262018+2.2%2019+12.0%2020+10.6%2021+34.2%2022+39.2%2023+18.2%2024+43.5%2025+22.2%Jan–May+11.7%
$100k$200k$400k$800k0%−10%−9.5% deepest fall−15.3%: 1 in 20 fell further+22.4% a yearMay 20262018+2.2%2019+12.0%2020+10.6%2021+34.2%2022+39.2%2023+18.2%2024+43.5%2025+22.2%2026+11.7%
The backtest inside the middle 90% of 10,000 reshuffled histories; below, every fall from a previous high. Sample data, not results: January 2018 to May 2026, dial 1.0×, hypothetical backtest. [the years each strategy never saw: marked when T1 is final]
$100k$200k$400k$800k95th percentile5th percentile20182026
$100k$200k$400k$800k95th percentile5th percentile20182026
A sample of the 10,000 reshuffled histories, with the 5th and 95th percentile edges and the backtest line through them. Sample data, not results: January 2018 to May 2026, dial 1.0×, hypothetical backtest.
−5%0%+5%+10%average +1.76%worst −6.3%best +12.5%
The spread of monthly results: 71 of 101 months positive, worst −6.3%, best +12.5%. Sample data, not results: January 2018 to May 2026, dial 1.0×, hypothetical backtest.
0%20%40%weakest 12 months +2.2%2020202220242026
Every 12-month stretch, month by month: 90 of 90 positive, the weakest +2.2%. Sample data, not results: January 2018 to May 2026, dial 1.0×, hypothetical backtest.
JanFebMarAprMayJunJulAugSepOctNovDec2018+1.9%−1.2%−2.8%−3.7%+1.6%−1.6%+6.5%+2.8%+0.6%−4.2%+2.8%0.0%2019+2.2%+1.2%−2.1%0.0%−2.2%+5.7%+0.5%+2.6%+0.1%−2.1%+0.2%+5.7%2020+6.9%+1.9%−0.3%+0.8%+1.7%+4.4%+1.7%+3.4%−1.5%−4.1%+2.2%−6.3%2021+1.0%+5.8%+9.5%+2.8%+8.8%+0.1%+0.5%−3.2%+2.3%−0.9%+0.9%+2.8%2022−2.7%+5.1%+12.5%+3.1%−1.2%+1.9%+6.1%+0.2%+0.6%+6.5%+0.6%+1.6%2023+1.1%+0.5%+2.6%−1.9%+8.0%+3.4%−0.3%+1.5%−0.4%−2.9%+4.6%+1.1%2024−0.7%−0.7%+10.9%+10.5%+4.6%−1.3%+2.3%−1.9%+3.8%+1.7%+6.8%+1.6%2025+4.2%+0.7%+0.3%−3.2%+2.6%0.0%−1.5%−2.4%+6.5%+6.9%+2.5%+4.3%2026+5.1%+5.6%−0.1%+0.9%−0.1%
’18’19’20’21’22’23’24’25’26Jan+1.9%+2.2%+6.9%+1.0%−2.7%+1.1%−0.7%+4.2%+5.1%Feb−1.2%+1.2%+1.9%+5.8%+5.1%+0.5%−0.7%+0.7%+5.6%Mar−2.8%−2.1%−0.3%+9.5%+13%+2.6%+11%+0.3%−0.1%Apr−3.7%0.0%+0.8%+2.8%+3.1%−1.9%+11%−3.2%+0.9%May+1.6%−2.2%+1.7%+8.8%−1.2%+8.0%+4.6%+2.6%−0.1%Jun−1.6%+5.7%+4.4%+0.1%+1.9%+3.4%−1.3%0.0%Jul+6.5%+0.5%+1.7%+0.5%+6.1%−0.3%+2.3%−1.5%Aug+2.8%+2.6%+3.4%−3.2%+0.2%+1.5%−1.9%−2.4%Sep+0.6%+0.1%−1.5%+2.3%+0.6%−0.4%+3.8%+6.5%Oct−4.2%−2.1%−4.1%−0.9%+6.5%−2.9%+1.7%+6.9%Nov+2.8%+0.2%+2.2%+0.9%+0.6%+4.6%+6.8%+2.5%Dec0.0%+5.7%−6.3%+2.8%+1.6%+1.1%+1.6%+4.3%
Every month as a cell, years by months: green for a gain, grey for a loss, darker for larger. Sample data, not results: January 2018 to May 2026, dial 1.0×, hypothetical backtest.

Through the shocks

The sample backtest through every major market shock since 2018, losses included. Each figure is the sample backtest over the window named, at dial 1.0×. Sample data, not results.

Oct to Dec 2018

Stock sell-off

−1.5%

Rate and trade fears

Feb to Mar 2020

Covid crash

+1.6%

The fastest bear market on record

2022, the whole year

Rate shock

+39.2%

Stocks and bonds fell together

Mar 2023

Bank failures

+2.6%

US regional banks

Aug 2024

Yen carry unwind

−1.9%

Leveraged yen trades closed at once

Apr 2025

Tariff shock

−3.2%

US tariffs announced on 2 April

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

Past and simulated performance is not a reliable indicator of future results. See how results are shown.

Paper record (simulated)

The same engine running in real time on a paper account, with no real money, since [date]. Simulated, like the backtest.

[start date]todayThe paper record draws here as it runs
[start date]todayThe paper record draws here as it runs
Placeholder: the paper record (simulated) draws in this frame from its start date, with its basis line and the simulated-performance statement.

Your dial

1.0× is the tested setting. A higher setting multiplies each month’s result, losses included. You set it; we never do.

Move the dial to see what the same sample months would have looked like at a different setting. The falls are shown first: a higher dial deepens them as much as it lifts the gains.

Falls can be deeper within a month than at month-end, and margin limits how far an account can be dialled.

Above 1.0×, futures grow in whole contracts, so the copy runs lighter in futures than the dial suggests.

You can change the dial later in Your portfolio; an independent third-party trade-copying provider (“the provider”) asks you to approve the change.

dialSample data – not results
1.01.52.02.53.0

1.0×your dial

Drag the dial, or pick a preset. The curve and the figures follow.

The sample series at this dial, month by month, with every fall from a previous high below it. Sample data, not results.

–

deepest month-end fall at this dial

–

worst month at this dial

–

compound annual return at this dial

Sample data, not results: each month of the sample series (January 2018 to May 2026) multiplied by the dial. The falls are shown first: a higher dial deepens them as much as it lifts the gains. Month-end only: leaves out extra costs, margin and moves within a month. T1’s own series replaces it when T1 is final.

These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

Past and simulated performance is not a reliable indicator of future results. See how results are shown.

Before you subscribe

The money stays at your own broker, in your name. You set the dial, pause or stop at any time, and see every order in your own account.

Important information

All performance on this page is simulated. It comes from applying each strategy’s fixed rules to historical market data, not from trading real money, and was prepared with the benefit of hindsight. Month-end figures hide moves within a month, and real results will differ. Futures and forex are leveraged: you can lose more than you deposit.

[Before or after trading costs and the subscription fee: to be stated] Read the risk warning.

  1. 01

    Call

    30 minutes with Salvatore: how it works, what you need, and the research pack.

  2. 02

    Eligibility

    We confirm your country and that your account meets the minimum. We do not advise on whether it suits you.

  3. 03

    Subscribe

    Create your account with your invitation and connect an Interactive Brokers account in your name through the provider.

    5 to 10 business days: your broker links the account
  4. 04

    Set your dial

    Choose 1.0× or higher. The first trade arrives with the next signal.

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