VegasES-YM-DAX
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
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