SwingDaily-ES-YM-NQ-ER
Systems description
Swing Daily trades S&P500, Dow and Nasdaq, Russell 2000 futures with no changes in parameters.
The system is based on indicators, price patterns and seasonal market characteristics.
Out of sample is 2017-01-01
Either the e mini or micro can be traded.
All trades are < 24 hours long, excluding weekends.
Trades enter long around market close and exit on the open of the next day.
All results are shown for the e mini contracts, but the micros can be used.
Recommended capital is 4 x max historical draw-down per system - not per portfolio. Observation is uses who aggressively use high leverage blow there accounts up over time.
The Russell 2000 and S&P Mid cap 400 can also be traded, but results are not as good.
Contract limits apply of 4 emini or micros per market to preserve market liquidity for all traders.
Updated November 30 2022
I have been trading a modified session time on this system, which happens to have improved in sample and out of sample results
For full transparency, I will show the new and old session times, but will not update old session time results.
Updated Feb 12 2024
Swing Daily ALL S&P500 (ES)+Nasdaq+mini Dow (new session time)
Swing Daily mini Russell (new Feb 2024)
In Feb 2024 I notices that the swing system also works on E mini Russell. Same code with no changes and session time 900 to 1500
Swing Daily S&P500 (ES) (new session time)
Swing Daily Nasdaq (new session time)
Swing Daily mini Dow (new session time)
No longer updated
Swing Daily ALL S&P500 (ES)+Nasdaq+mini Dow (old session time)
Swing Daily S&P500 (ES) (old session time)
Swing Daily Mini Dow (YM) (old session time)
Swing Daily Mini Nasdaq (NQ) (old session time)
Updated February 28 2023