Systems description

Swing Daily trades S&P500, Dow and Nasdaq 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

A Swing system that trades S&P500, Dow and Nasdaq futures. Either the emini or micro

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 emini 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 August 3  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.



Swing Daily ALL S&P500 (ES)+Nasdaq+mini Dow (new session time)


Swing Daily S&P500 (ES) (new session time)


Swing Daily Nasdaq (new session time)

Swing Daily mini Dow (new session time)



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)



Systems ES.NQ.DAX.DOW