SIF TRADING SYSTEMS

Trading Strategy – System CTT (NQ)

This is the same strategy as CTT (ES) except it is being applied to the NASDAQ e-mini contract.  There is some adjustment of parameters to reflect the inherent characteristics of the NASDAQ market.  

Historical Performance

Click here to download the TradeStation strategy performance report for system CTT (NQ) (Viewable only with Internet Explorer.) You may need to save the extracted file to your hard drive before IE will open it. If you would prefer to look at the performance report data in an Excel file then click here. The code for this strategy has not been altered since January of 2009 so any data after that date reflects a validation (or refutation) of the system design.  Any future generation of strategy performance reports may vary slightly due to the way historical prices are recalculated when the futures contract "rolls over."  





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