Report & Track Record | Real performance, algorithmic portfolios & risk analysis

At Trading System Club, we proudly share the performance of several portfolios, Absolute Sigma ETFs, where our earliest client achieved an impressive 17.4% USD return over the first two years. This is no mere statistic; it’s a legendary achievement, a testament to the strength, precision, and vision powering our algorithmic strategies.

In a financial world where markets roar like untamed oceans, Absolute Sigma has proven to be an unbreakable vessel, built to weather storms and leverage favorable winds with mastery.

Two Years of Epic Challenges

Success wasn't forged in calm times but in the crucible of some of the most challenging market moments in recent years.

Extreme Environments

A full bearish year

The second most bullish year for the S&P 500

Two high-stress events, including one with 2008-level volatility

Managed Crises

Japan bond crisis (2024)

Market earthquake with devastating volatility

Trump trade war (Feb 2025)

Tariffs targeting Mexico, EU, and Canada

In the middle of this chaos, Absolute Sigma hasn’t just survived; it has thrived. That 17.4% return is more than a number; it proves our portfolio is built to conquer adversity and turn risk into opportunity.

Two Notches on the Barrel

Risk Management as Art and Science

At Trading System Club we don't celebrate minor victories. We're proud to have carved two notches on the barrel of our risk management—milestones that prove surgical precision and exceptional capital protection for our clients.

Japan Bond Crisis

2024

When markets trembled, our hedging system and the Risk Manager IronDome acted as an impenetrable shield.

With automatic shutdowns for algorithms that failed our rigorous standards, we avoided major drops and stayed steady.

Trade War

February 2025

While Trump’s tariffs unleashed a storm of losses, Absolute Sigma held firm.

Thanks to mean-reversion strategies and smart position sizing tied to volatility, we capitalized on the cracks chaos exposed.

IronDome Risk Manager

Our algorithmic guardian operates with surgical precision, slicing unnecessary risks and ensuring major drops are managed with reduced exposure or avoided entirely.

These two notches aren’t just trophies; they’re fulfilled promises to our clients: your investment is safe with us.

The Linear Conquest

Post-Tariff Recovery

The Unstoppable Rise After the Storm

Once markets digested the initial shock of Trump’s tariff war, something extraordinary surfaced: a nearly perfectly linear recovery that defied normal volatility dynamics. What we witnessed wasn’t a typical erratic rebound but a methodical, upward conquest proving the superiority of our algorithmic strategies.

Millimetric Precision Hedges

Our hedging strategies behaved like a next-gen buffering system, capturing and neutralizing every micro-correction with artistry-level precision.

Anticipated micro-corrections before they materialized fully

Adjusted exposures in real time using momentum and volatility signals

Maintained an optimal risk profile throughout the recovery phase

Capitalized on every bullish impulse while shielding against minor pullbacks

Stars of the Constellation

Blue Income

The Crown Jewel

The Blue Income portfolio executed an almost perfect ascent:

Sustained linear growth without major interruptions

Max drawdown below 2% throughout recovery

Daily consistency that defied volatility expectations

Exceptional Sharpe ratio showcasing superior quality

Carteras 10K

Size Doesn’t Matter

€10,000 portfolios proving excellence without barriers:

Trajectory nearly identical to larger portfolios

No significant drawdowns during recovery

Perfect scalability of algorithmic strategies

Proportional returns validating our democratic approach

This near-flat drawdown performance isn’t accidental; it reflects years of algorithmic refinement and deep market behavior insight during post-crisis recoveries.

The EURUSD Factor

The Other Side of the Coin

When the Euro’s Strength Becomes a Challenge
Not everything in this triumphant year has been flawless. The EURUSD exchange rate has emerged as a critical factor adding complexity to our results, particularly for certain portfolio segments.

The Differential Impact by Base Currency

EUR Base Portfolios

The Beneficiaries

Portfolios with a EUR base currency have enjoyed the pure performance of our algorithms, untouched by FX swings.

Unfiltered returns from algorithmic strategies

Maximum transparency in investment evolution

Full benefit from the post-tariff linear recovery

USD Base Portfolios

The Price of the FX

Portfolios with a USD base currency or EUR/USD conversions have faced headwinds:

Sustained euro strength against the dollar

FX erosion of roughly 10-15% during 2025

Additional volatility due to FX swings

In summary: While EUR-based portfolios that never converted to dollars sailed smoothly, EUR-denominated portfolios that switched to USD weathered an FX storm, denting their euro returns. The February-March drawdown aligns with dollar depreciation, so it’s not the strategy’s fault, yet it hurt euro accounts with USD bases still in drawdown.

The future looks hopeful: We expect the dollar to hold steady or rebound, so for European investors holding dollars, the near future is unbeatable—<strong>everything will be in our favor</strong> as the dollar stabilizes or recovers.

Impact Analysis

Aspect	Detail
EUR Performance	USD portfolios seen in EUR: 17.4% returns reduced to 3-6% in euro terms
Volatility	Additional risk component unrelated to our strategies
Flat Performance	Some clients experienced flat periods solely because of the FX rate

Mitigation Strategies Implemented

Optional FX hedges

Dual reporting separating effects

Tailored expert guidance

Native USD products

A Portfolio Forged for Versatility

Absolute Sigma knows no bounds. Its ability to shine in both a bearish year and the S&P 500’s second-most bullish year speaks to a versatility few can match.

Survival

Not only survives financial storms

Adaptation

Rides the waves of rallies with grace

Anticipation

Anticipates moves instead of just reacting

This isn’t a backtest or simulation; it’s the reality of a living strategy battle-tested in real markets.

Our algorithms, fueled by deep analysis of the market’s true drivers, are built to anticipate moves rather than merely react. In quiet markets or amid global crises, Absolute Sigma discovers opportunities where others see barriers.

Join the Algorithmic Trading Elite

For New Clients

This report is more than a recap of past wins; it’s a declaration of intent for the future. To those contemplating joining Trading System Club, we say: now is the time.

Absolute Sigma isn’t a gamble; it’s a certainty backed by tangible results and unmatched risk management.

Register Now

For Current Clients

To our current clients, we reaffirm: your trust is well placed. We will continue navigating markets with the same determination that delivered this 17.4% performance.

Protecting your capital and maximizing gains, always guided by excellence.

View My Portfolio

At Trading System Club, we offer no empty promises; we deliver facts

Absolute Sigma is more than a portfolio; it’s a movement, an algorithmic trading revolution blending cutting-edge technology with bold vision. If you seek safety, returns, and the peace of mind that experts manage your investment—there’s no better place.

Register in 5 Minutes Call us: +34 901 00 18 80

Absolute Sigma: where risks are mastered and gains are conquered

Track Records & Performance

Transparent Results

In this section you’ll find screenshots, detailed charts, and performance reports that validate every claim in this report. Transparency is one of our core pillars.

Performance Charts

Time evolution of portfolios with drawdowns, recoveries, and key metrics.

Platform Screenshots

Real platform images showing positions and results.

Detailed Reports

Downloadable PDFs with full risk, performance, and asset allocation analysis.

Track Records Gallery

Operational transparency: real accounts, different profiles and missions accomplished.

Track Records: 10

Drawdowns Overcome: 5

Regions: Europe · Asia · USA

Currency Impact: 3 Cases

Special Missions: 2

First Client

Early withdrawal for other projects First client

Initial evolution showing curve-building phase before withdrawal.

Early Stage

Real

Asia Institutional

Robust multi-asset profile Asia Institutional

Curve with volatility control and consistency in mixed environments.

Institutional

Diversified

Europe Institutional

Low Vol setup Low volatility Institutional Europe

Sizing tweaks and algorithm selection to minimize drawdown and stabilize equity.

Low Vol

Optimized

Retail TradeStation

Started with 20K USD TradeStation retail client

Scalability example in a retail account with controlled growth and adaptive management.

Retail

Scalable

Former Retail Client

Started with 15K EUR Former retail client

Complete cycle including adjustment phases and strategic client exit to other investments.

Full Cycle

Historic

European Fund

Mission: Exit Drawdown European Fund out-of-drawdown mission

Tactical algorithm implementation to reverse drawdown and restore positive momentum.

Mission Accomplished

Recovery Engine

Tactical Client (Nov 2025)

Strategic entry in the best month of the year Tactical client November 2025

Within less than a month, this client capitalized on our seasonally strongest month, earning a +4.4%.

Timing

New Entry

Currency Effect: Swiss Franc (CHF)

Returns crushed by -2.28% Swiss Franc currency effect

A clear example of how FX risk can impact results. The dollar drop during the drawdown worsened the outcome. Without the system gains, the loss would have been 15% higher.

Currency Impact

CHF

Currency Effect: Flattened Curve (EUR)

Euro account hit by -1.6% FX drag Flattened curve currency effect

Another case where the USD/EUR exchange flattens a capital curve that would otherwise be positive. If the dollar stabilizes or recovers, takeoff potential is immense.

Hidden Potential

EUR

Small Accounts vs. Currency

Actual +12.3% return vs. +27.3% potential Small accounts and currency effect

One of our stars, the small accounts, shows great resilience. Even though currency impact halved the return, the client still earned a solid +12.3%.

Resilience