GSBsysES1.5
Gsbsys1ES version 1.3,1,4,1.5 was the first system made with GSB.
Its not often system results are better out of sample than in-sample.
GSB Sys 1 Es is out of sample since April 25th 2017
Version 1.4 has improved stop logic over version 1.3.
Version 1.5 has pattern filter based on pattern of daily bars in previous few days.
Version 2.5 is a complete rewrite. Optimize parameters, logic changes to one of the indicators, break even stop at end of day, logic changes to how filters are used, max daily loss implemented, speed improvements to the code.
Version 2 - 15 minute is the system re coded and optimized on 15 minute data. The purpose of this was to give increased diversification and liquidity.
To get the system, fill in the NDA here & email it back. Not needed if this NDA has been filled in before.
You can spread your contracts over all these variants (recommend), but a max of 4 micro / Emini is allowed over the entire group of GSB Sys1.x ES systems
Reports updated August 31 2023
GSBsys1v2-15ES minute. This is GSBsys1ESversion 2 re coded on 15 minute bars
Version 2-15ES out of sample October 26 2022, but updated to version c may 2023. This significantly reduced draw down by adding one filter
Version 2.5 (30 minute ES) release. October 2022
Version 1.5
Version 1.4
You can compare the improved versions above with GSB Sys1.3 ES.
Striker real time results. GSB sys 1.3 ES
