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Some markets are really tough to develop viable breakout strategies in.

Like Japanese Yen (JY).

Yet, it can be done. In our hedge fund, we have developed a few of them (all of them are futures Japanese Yen breakout swing strategies).

Let me show you some equity curves (all the equity curves are pure out-of-sample compilation). So you get an idea of what they can look like. These are my 4 favorite ones:

Notice also the performance beyond the blue vertical line - this is how the strategy has been doing since it was developed.

What I really like about the JY market is that we are constantly getting a very high sample size. Around 1,000 trades mostly. This, of course, gives me a lot of confidence.

And of course, all of these JY strategies are extremely robust. By that, I mean passing the Robustness Level 3 (a proprietary concept we developed in our hedge fund).

Now, again, this was NOT easy to do. We had to have A LOT of patience.

But the point is:

There’s probably no market in the trading universe that one couldn’t build a great breakout strategy for (ultimately).

Some markets just take more time than others. But often the results are totally worth it.

Happy trading,


P.S. All 4 Japanese Yen strategies were built with the framework from the Breakout Strategies Masterclass.

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What others are saying

"Tomas is one of the most creative traders I know. He is able to generate unique trading ideas and elegant solutions to system development challenges."

Andrew Swanscott,

"Tomas has been a professional trader for more than a decade and I have had the privilege of monitoring his accounts in action since 2006. His systems are performing as some of the best I have ever monitored and executed. I have been in the trading industry since 2002 and worked with many developers from all over the world. Tomas is definitely the one to consider."

Martin Lembak,

Systems Trading Expert,


"Tomas is a professional trader, who for the last 10 years has specialized in developing trading systems. We have been tracking his trading systems for about 5 years and they generally show very robust, stable and above average performance. Striker is pleased to work with someone like him - a real professional with enthusiasm and deep knowledge of trading."

William Galwas, President Of Striker Securities, Inc 

"Personal consultation with Tom helped me to re-evaluate the complexity of my robustness testing and optimization processes. Plus, it has helped me with a specific plan on how to take things forward. It has given me some great ideas on how to avoid overfitting and make my testing more robust and provided tips on low hanging fruit in terms of the best markets to trade for intraday/short-term breakouts."

Craig Peters,

semi-advanced trader,

United Kingdom 

"Tom's approach to Automated Trading Strategies design, tests of robustness and portfolio diversification is really unique. He has been a professional trader for many years and the depth of his understanding of Breakout strategies and Market Internals is hard to find elsewhere."

Antonin Fisher,

Hedge Fund Manager,

Czech Republic 

"Tom´s systems and trading approach do really work and can bring good, stable and reasonable returns. I can highly recommend him as a teacher."

David Hruby,

Trader, Czech Republic 

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