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.




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  Dow

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.




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


Systems ES.NQ.DAX.DOW