Thursday, October 7, 2010

ES Volatility Breakout Model

I figured I would show some new results since I am really happy with them. These are the results from my new ES Volatility Breakout intra day trading model. It trades 1 to 3 (max) trades per day. The risk process uses a fixed risk and that in this case is 1%. This risk is reduced to .5% generally within 20 minutes after the trade is filled. This means that the max targeted risk is $10,000 per trade and reduces to $5,000 per trade for a $1,000,000 account. The results above are uncompounded and trading on a $1,000,000 account from 1/1/2000. The model produces similar results back for nearly 30 years.

I will post more details about these systems when I can.
 
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