P15E - ES Daytrading Portfolio
Key Features:
- Consists of 2 separate strategies; modified ESCombo3 plus ES14A
- May be long or short as many as 2 ES contracts.
- Intraday only
- Intraday stop loss: yes
- Tighter stops or limited trading on FOMC days
- Profit target: No
- Added equity curve stop; Triggers on equity curve moving average.
- Trading will suspend when the hypothetical equity curve falls below it moving average.
- All hypothetical trades are based on limit orders which require price penetration (no slippage)
- Actual trades also use limit orders (except for stops) so no slippage.
- $10/rt commissions
- Trades on 3 minute @ES.D chart
Hypothetical gain or loss charts
Lifetime trend encompasses both pre and post design periods.
Performance data since design
The account size is essentially twice the maximum drawdown or $10k whichever is greater.
The above values may have been calculated on a month end basis, which will reduce their accuracy somewhat.
System Metrics(All Dates)
Hypothetical results.
PAST PERFORMANCE WHETHER REAL OR HYPOTHETICAL IS NO GUARANTEE OF FUTURE RESULTS.