We have a .382 retracement, moving average resistance...all possible areas for a possible reversal...if we fail at any of these levels and break out, from a discretionary point of view I would be out...but the system is right 92+% of the time...interesting to see how it manages the trade. In the above system example I modified the entry method slightly...This does not impact that it is currently short, but as you can see it does impact the methods used to scale in slightly. Note that the system is over 95% accurate on short trades for the life of TLT security. (Click the charts for a clearer view)
I received a request to post compounded returns for the ES RVS Swing and Income systems with 50% reinvestment as a comment to the previous post regarding the systems. In live trading, I do not like to apply very high compounding rates and additionally, if I were to, there are rational dollar/size limits to certain markets like the TF that need to be taken into account. However in this case, I will post the results because, though they may be amazing looking, they are realistic and actually are achievable. They go with the large size trades and results that I am currently executing in these markets.
This is the compounded ES swing system:
This system started with an initial investment of at risk capital of c. $48,000. The allocation is for an account with $100,000. Typically, I would use an allocation of 33% for futures accounts. In any case, the returns for a compounded account for the last 11 years or so are 95000% return based on the 100K account and 180,000% based on at risk capital for the swing system, For the income system, the results are 93,000% on the allocated capital and 185,500% on at risk capital of $55,000. Believe it or not these results are achievable in the markets. However, these types of investments should only reflect 1/3 of liquid networth at anytime and therefore should not show outrageous numbers like this if those relationships are appropriately managed. However, there ES market supports enough depth to achieve these results without much slippage.
Below is the Income system:
Please keep in mind that these systems are for proprietary use by our trading vehicles or for strategic use with institutions or selected funds. If you are interested in exploring this technology we evaluate each opportunity individually and only structure performance fee based compensation licensing. You can contact us at email@example.com
Either the trendline indicated on the chart is retested and breaks or the system will likely continue its performance of 92% winning trades. The implications of this, if correlations are of any consequence, is higher equity prices in the short-term.
Below is the Equity curve for the ES Income system from 1999 (inception) - no compounding average trade size is $52,500.00...returned 2.26 million in profits or 4300% with no reinvestment of the profits over that time. Win rate probabilities: 94% long and 94% short since inception.
Below is the Equity curve for the TF Income system from 2003 (inception) - no compouding average trade size is $43,000.00...returned 1.05 million in profits or 2300% with no reinvestment of the profits over that time. Win rate probabilities: 86% for longs and 85% for shorts.
Stop these criminals from legally spending 100 million dollars per week on lobbying to ensure hollow legislation in Washington...and reign in JP Morgan Chase, Goldman Sachs and the Fed and their fake accounting, fraudulent books and overleveraged balancesheets.
...is there another one of those Goldman Sachs Fed financed stock market rallies coming?
Apparently, all the PPT members were distracted watching the public scolding of their own and wondering, since things were not going well, if their corrupt charade will continue to be funded by the Fed. Well, similar to thanksgiving, when the Fed funded trading desks are otherwie occupied there is no bid under the market. Well, they will be back at their post tomorrow and CSPAN will probably not be running, so we need to lookout for the pumpers to screw the best laid plans of the wornout, confused and disoriented shorts.
I use Multicharts Charting and Backtesting Software.
I post high resolution charts made with Multicharts and Adobe Illustrator. Click on chart for a more detailled view.
If you do wish to contact me or have any questions you can do so at firstname.lastname@example.org
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