Futures Truth was started in 1985 to bring truth to the Futures Trading System industry. The term system has been replaced with the more sophisticated sounding term “algorithm.” However, even though technology has improved order execution the algorithms that issue the trades have pretty much stayed the same. Now we are not talking about High Frequency Trading (HFT) where hardware and its relative location to the exchange provides arguably a quasi-legal approach to trading. We are talking about trading ideas or recipes programmed in today’s different programming languages that can be analyzed and back tested. That’s what we do here at Futures Truth. We put these software based trading algorithms to the test and report back on their success. The tests are outside the reach of the system vendors, so the results are what we call “achievable.” Meaning that there stands a relatively good chance that the simulated results we generated could possibly have been replicated in a real time setting. Who knows for sure how close the back tested numbers would have resembled a real account? But that is all we have to rely on – right? The beauty of algorithms is that they are purely defined by logic and math. These building blocks allow us to test, optimize and in improve historic performance in the hopes future performance [walk forward data] will also improve.

John Hill, Sr. – Founder
Lundy Hill – All else