Sif escombo2.0
Description: This is a day trading system for the S&P e-mini. The predominant trading mode is to capture intraday trends, but depending on market behavior, it may fade the breakouts. There are stops on all trades, but they are wide ranging and only intended to guard against unusual conditions.
This system is similar to ESCombo except that it has one additional trade entry signal which is very similar to one in the Alligator. It is based on a momentum pop just after the open. If this signal turns out to be in the wrong direction, then the trade gets reversed if the market makes a strong enough move. Some of the entry parameters have also been slightly modified from the original ESCombo.
Trade results for this system are based on combined slippage and commissions of $35 per round trip.
Release date: 05/01/2011
Automated trade reporting is now enabled; just click the link below.
Current Month Equity Trend (Flash Chart)
20 Month Equity Trend (Flash Chart)
Out of sample performance (Flash Chart)
12 Month Equity Curve (XL chart)
Trade distribution between longs and shorts over time
