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.
MiB: Robin Wigglesworth, on Embracing the Bond Market
-
This week, I speak with Robin Wigglesworth, editor of FT Alphaville,
the Financial Times’ finance blog, which he runs from Oslo with a team of
writer...
15 hours ago

