Vegas systems S&P500, Dow & Dax

Out of sample Sept 2011. Yes over 10 years out of sample!

All system results are on the emini / full size Dax. Emini / Micro / 5 point Dax contract can be used.

YM and Dax markets are all out of sample. Identical parameters for all markets, except stop and profit targets.

ES/ Dow can be traded on 24 hour data or 830 to 1500 data. Minor variations in results will occur if this is done.

ES will have slightly lower performance and lower max trade.


System concept is seasonal / weekly / daily patterns, long only.


Updated  June 6  2023 Note ES and Dax have not traded since March 2023. Dow last trade June 2023


Systems ES.NQ.DAX.DOW


Vegas ES S&P 500

Results shown for Emini contract. Micro should be used which is 1/10 the leverage.



Vegas Dax (Large Dax, 25 euro per point)

Results shown for Large contract. Emini / Micro should be used which is 1/2 or 1/10 the leverage.



Vegas  Dow

Results shown for Emini contract. Micro should be used which is 1/10 the leverage.





All 3 Vegas systems, but start date Jan 2002 to make them all start approx at the same date.

Results are shown with the large Dax contract, but it should be about 3 micros to have similar leverage to one emini ES / Dow


Systems ES.NQ.DAX.DOW

Day trading SP 500 systems

Day trading Nasdaq

Day trading Nat Gas Systems

Gold futures day trading systems



DISCLAIMER
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.