September is complete, providing another full live trading period for TH Systems ATR Breakout.
The EA was running with 0.3% risk per trade across GER40, US30, US100 and US500.
September in Numbers
- 39 trades
- Total result: +2,683.27
- Win rate: 43.6%
- Largest winning trade: +827.90
- Largest losing trade: -469.37
- Maximum drawdown based on closed trades: approx. 1.6%
- Risk per trade: 0.3%
What matters to me is not only the monthly result, but also how that result was achieved.
ATR Breakout does not require a win rate above 50%, as profitable trades can be significantly larger than losing trades. At the same time, September also shows the other side of systematic trading: losing streaks and drawdowns are part of the process and must already be accounted for in the risk management.
Four Markets Instead of Relying on a Single Market
During September, the EA was running on four markets:
GER40 · US30 · US100 · US500
The objective is to avoid depending on a single index or a specific market phase. Each market trades using its respective tested SET configuration.
The trade history also shows that not every market performs equally well at the same time. This is exactly why I evaluate the development over a larger number of trades rather than judging the system based on individual days or weeks.
Risk Increase in October
Throughout September, the system was traded with 0.3% risk per trade.
Starting in October, I will moderately increase the risk to 0.4% per trade.
The underlying strategy will not be changed. Entry logic, filters, Stop Loss and trade management remain the same. Only the position size will be adjusted accordingly.
This also provides a clear distinction for future comparisons:
September → 0.3% risk per trade
October → 0.4% risk per trade
Transparent Development
39 trades are still not a large sample size. However, the results provide an initial basis for observing how ATR Breakout behaves under real trading conditions.
I will continue to publish both positive and negative periods and document the ongoing development of the system.
The focus remains unchanged:
Robustness · Out-of-Sample Testing · Controlled Risk · Systematic Development
No Martingale. No Grid. No Recovery Trading.
Past performance does not guarantee future results.
TH SYSTEMS
DISCIPLINE · SYSTEM · EDGE
