Top 10 | ACM Futures

THE FOLLOWING IS HYPOTHETICAL MODEL ACCOUNT PERFORMANCE

Current Session (12/18/2025)

#	System	Product	Developer	P/L	Current Position	Nearest Order
#1	Position Gan_v.22 _ E-mini Nasdaq NQ	NQ	AutoTradingBot	$1,753.33	Flat	--
#2	NEO SPECTRUM NQ E-mini Nasdaq	NQ	Victor Semenchuk	$1,600.00	Long 1 @ 24978.75	Sell STP 1 @ 24816.50
#3	ALGO SIGMA2 NQ	NQ	Victor Semenchuk	$1,517.50	Flat	--
#4	Nova Natural Gas 60'	NG	0MG SYST3MS	$820.00	Long 1 @ 4.076	Sell STP 1 @ 3.966
#5	Watto Swiss Franc SLT	SF	ILernet Trading Systems	$87.50	Short 1 @ 1.2714	Buy STP 1 @ 1.2819
#6	CONES BRITISH YM LUDOVIC	BP	CirusTrading	$62.50	Short 1 @ 1.3142	--
#7	Swing61Plus Cont v.21 _ 30y T-Bond ZB	ZB	AutoTradingBot	$62.50	Long 1 @ 115.37500	Sell STP 1 @ 113.71875
#8	Balance Cont v.3 _ 30y T-Bond ZB	ZB	AutoTradingBot	$62.50	Long 1 @ 115.37500	Sell STP 1 @ 112.93750
#9	Watto Corn 3Loops	ZC	ILernet Trading Systems	$50.00	Long 1 @ 387.50	Sell LMT 1 @ 461.75
#10	-	-	-	-	-	-

Previous Session (12/17/2025)

#	System	Product	P/L
#1	Position Trading Cont v.3 _ Silver SI	SI	$13,225.00
#2	Swing18 Continuo _ Silver SI	SI	$13,225.00
#3	SKN MAS silver 60 min ULTRASPEED	SI	$13,225.00
#4	SKN mas SILVER 30 min FREE BLACK EAGLE	SI	$13,225.00
#5	NASL IRS-ASM Silver 60 PoWeR	SI	$13,225.00
#6	Yakar 5 Mini Nasdaq	NQ	$13,205.19
#7	SPECTRUM V2 SWING E-mini Nasdaq NQ	NQ	$12,960.09
#8	ALGODELTA 2SD E-mini Nasdaq NQ	NQ	$12,960.09
#9	SKN mas Silver 15 BUHO	SI	$12,698.93
#10	SPECTRUM V3 E-mini Nasdaq NQ	NQ	$10,830.09

Last 1 Month (11/18/2025-12/17/2025)

#	System	Product	P/L
#1	VS beta45 intraday NQ1 E-mini Nasdaq	NQ	$61,142.86
#2	Forest Silver ma1 Intraday	SI	$59,573.27
#3	Yakar 5 Mini Nasdaq	NQ	$46,641.06
#4	NASL IRS-ASM Silver 60 PoWeR	SI	$42,985.04
#5	SKN mas E-mini Nasdaq 30 min DRAGON	NQ	$41,867.65
#6	NIGRAN SILVER	SI	$41,656.91
#7	Forest Mini Nasdaq "Kennedy" Continuous	NQ	$40,835.59
#8	Forest Dax Kennedy	FDAX	$40,471.26
#9	NetIA KAMA 15 silver 7.0	SI	$39,825.75
#10	SKN mas SILVER 30 min FREE BLACK EAGLE	SI	$37,078.39

Last 1 Year (12/18/2024-12/17/2025)

#	System	Product	P/L
#1	NEO DELTA LONG GOLD V1	GC	$195,715.55
#2	Forest Mini Nasdaq "Kennedy" Continuous	NQ	$186,192.89
#3	Yakar 5 Mini Nasdaq	NQ	$163,009.46
#4	SKYNET Engulfing E- miniNasdaq 1 MiDi IA	NQ	$150,655.69
#5	NEO LVL DELTA v25 E-mini Nasdaq NQ	NQ	$143,126.52
#6	atSystems MINI NASDAQ	NQ	$137,606.77
#7	SKN Engulfing 30 Gold Lion	GC	$131,602.85
#8	Zenon Mini Nasdaq terma Intraday	NQ	$122,869.61
#9	SPECTRUM SWING DAX	FDAX	$119,699.94
#10	Tradersurf-Mijas	NQ	$118,301.36

Since 01/01/2001

#	System	Product	P/L
#1	Geonosis 1.1 DAX 30	FDAX	$886,611.97
#2	KT Caesar	NQ	$775,266.74
#3	SPECTRUM SWING DAX	FDAX	$758,479.30
#4	ALGO sigma 30m NQ Nasdaq	NQ	$756,671.67
#5	Forest Dax Fut. ma9 Continuos	FDAX	$754,566.78
#6	MagicBreak Dax 15'	FDAX	$684,015.66
#7	SPECTRUM NQ LONGTERM	NQ	$674,858.36
#8	MF3 798 NQ 147	NQ	$623,170.69
#9	Cirus ST DAX	FDAX	$610,901.57
#10	Beta Gold	GC	$608,855.86

IMPORTANT RISK DISCLOSURE

Futures trading is complex and carries the risk of substantial losses. It is not suitable for all investors. The ability to withstand losses and to adhere to a particular trading program in spite of trading losses are material points which can adversely affect investor returns.

The returns for trading systems listed throughout this website are hypothetical in that they represent returns in a model account. The model account rises or falls by the average single contract profit and loss achieved by clients trading actual money pursuant to the listed system’s trading signals on the appropriate dates (client fills), or if no actual client profit or loss available – by the hypothetical single contract profit and loss of trades generated by the system’s trading signals on that day in real time (real-time) less slippage, or if no real time profit or loss available – by the hypothetical single contract profit and loss of trades generated by running the system logic backwards on backadjusted data (backadjusted).

Note that the Client Fill Trades are reported across all clients utilizing the platform, across multiple brokers, and are not based solely on the performance of accounts at this brokerage.

The hypothetical model account begins with the initial capital level listed, and is reset to that amount each month. The percentage returns reflect inclusion of commissions, fees, slippage, and the cost of the system. The monthly cost of the system is subtracted from the net profit/loss prior to calculating the percentage return.

If and when a trading system has an open trade, the returns are marked to market on a daily basis, using the backadjusted data available on the day the computer backtest was performed for backtested trades, and the closing price of the then front month contract for real time and client fill trades. For a trade which spans months, therefore, the gain or loss for the month ending with an open trade is the marked to market gain or loss (the month end price minus the entry price, and vice versa for short trades).

The actual percentage gains/losses experienced by investors will vary depending on many factors, including, but not limited to: starting account balances, market behavior, the duration and extent of investor’s participation (whether or not all signals are taken) in the specified system and money management techniques. Because of this, actual percentage gains/losses experienced by investors may be materially different than the percentage gains/losses as presented on this website.

Please read carefully the CFTC required disclaimer regarding hypothetical results below. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN; IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK OF ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

The information contained in the reports within this site is provided with the objective of “standarizing” trading systems account performance and is intended for informational purposes only. It should not be viewed as a solicitation for the referenced system or vendor. While the information and statistics within this website are believed to be complete and accurate, we cannot guarantee their completeness or accuracy. As past performance does not guarantee future results, these results may have no bearing on, and may not be indicative of, any individual returns realized through participation in this or any other investment.

The statistics on this page are calculated via the combination of three hypothetical data sets:

1. Backtested, 2. Tracked, and where available 3. Live.

Backtested performance is calculated by running a trading system backwards in time, and seeing what trades would have been done in the past when applied to backadjusted data. Tracked performance is calculated by running the trading system forwards on data each and every day, and logging the trades as they happen in real time day after day. Live performance is calculated by running the trading system on live tick data for actual clients and tracking the actual buy and sell prices those clients trading the system receive in their account.

We use Live results to calculate monthly returns for any month in which clients were trading for the entire month, Tracked fills for those months in which there are no client fills for the entire month, and computer generated fills for those months occurring before we loaded the system onto our trade servers. The results are hypothetical in that they represent returns in a model account. The model account rises or falls by the single contract profit and loss achieved by the system in whichever data set is available. The hypothetical model account begins with the Sugested Capital listed, and is reset to that amount each month. The percentage returns reflect inclusion of commissions, fees, slippage, and the cost of the system. The commission, slippage, fees, and monthly system costs are subtracted from the net profit/loss prior to calculating the percentage return.

Please note that the method of resetting the model account to the initial value at the start of each month creates a track record which is representative of the simple returns for each time period, but that it does not, by definition, show how returns would compound over time. Should an investor following said program trade a single contract indefinitely without also resetting their account to the initial capital amount each month, their performance will differ from the performance detailed herein.