SIF TRADING SYSTEMS
Trading Strategy – System CTT (ES)
CTT (ES) is a counter-trend day trading strategy for trading the S&P e-mini contract. This system has been under development since 2004 and is being released to the public in 2009. The basis for this trading strategy is to selectively trade on those days when the markets are most likely to exhibit sideways price movement. Anyone vaguely familiar with stock markets knows that after a period of substantial price movement there tends to be a time of retrenchment and vacillation. CTT does a look back at roughly one month’s worth of market data to decide on which days to trade and at which price points to enter or exit the market. The system will typically do one entry (short or long), one reversal of the initial trade, and then a closing trade during one trading day. There are no stops other than the end of day exit if the position is still open. CTT will trade on roughly 30% of the days when the market is open. It trades only during the regular day session (9:30 am to 4:15 pm EST).
CTT is written in TradeStation Easylanguage and is made available to clients in the form of a protected software module (strategy) which will run only in automated form on a live Tradestation chart for the S&P e-mini. Individuals who wish to trade this system can access CTT by establishing a futures trading account with a third party who will then execute the trades on their computers.
CTT is available on a month to month
lease basis for $50 per contract. Clients will not be billed for any
month in which the system does not show a net profit based on the
TradeStation strategy performance report.
Historical Performance
CTT is being released to the public in the first quarter of 2009, so there is only a limited public track record as of this time (recent performance can be viewed by going to the Collective2.com web site).
Click here to download the TradeStation strategy performance report for system CTT (ES) (Viewable only with Internet Explorer - Save to disk then open).Click here to see screen shots of actual trading results.
