Breakout-ER and Retrace ER. (Emini Russell 2000)

Vip. As of late 2/2008 a new filter has been applied to this and nearly all other systems. This will cause significant variation of current hypothetical results to past hypothetical and real time results.

see News letter

Disclaimer.
All results are hypothetical and include commission and slippage of $25 per round turn trade.
Past performance does not guarantee future profits. Trading involves considerable risk. Actual slippage is likely to be higher than figures used, but varies according to market liquidly, number of contracts traded etc.

2/2002 till 7/31/2008

Recommend account size US$15,000

click on image to enlarge

This is a combination of a Retracement system and Breakout ER.

Retrace ER enters in on market retracements.

Retrace ER trades an average of 8 times per month. Stop is $390 per trade. Once profits reaches just over $100 in the money, stops are tightened to $100. It has a fairly low correlation to Breakout ER of 0.31.

There was a minor code change in Retracement ER early November 2007 to improve performance.