ESCombo7 - ES Daytrading Strategy

  1. Release Daate - Feb 2014
  2. Intraday only
  3. Two separate strategies with independent entry signals
  4. One system triggers on price momentum; the other on trend movment
  5. Intraday stop loss: yes
  6. Profit target: no
  7. One system will reverse; the other will not
  8. All hypothetical trades are based on limit orders which require price penetration (no slippage)
  9. Actual trades also use limit orders (except for stops) so no slippage.
  10. $10/rt commissions
  11. All hypothetical trades are shown on a WFO basis to maximize backtest realism
  12. No counter trend trades
  13. One system uses a three minute interval and the other uses a 5 minute interval
  14. Both systems are not normally trading on the same day, but they sometimes do (less than 12% of days). When they are both active, they can either cancel one another out or add together, so it is possible to be long 2 contracts at one time.

Current Month Daily Net

Monthly Bar

Monthly trend chart

Life time trend chart

Lifetime trend encompasses both pre and post design periods.

Performance data since design

The account size is essentially the amount required to keep a positive account balance assuming no gains are left in the account

The above values may have been calculated on a month end basis, which will reduce their accuracy somewhat.

PAST PERFORMANCE WHETHER REAL OR HYPOTHETICAL IS NO GUARANTEE OF FUTURE RESULTS.