Breakout-ES. (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 $20 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 2/29/2008

Recommend account size US$ 8000 to US$ 10,000

click on image to enlarge

 

 

 

 

 

 

 

 

 

 

 

 

Breakout-ES is a breakout system. than can trade Emini Russell 2000, Emini S&P Mid cap 400, Emini S & P 500, Emini Dow

Breakout-ES has a very linear equity curve with low draw down and exceptionally good profit per trade of $117 since Feb. 2002 less slippage and commissions.

Year 2006 average profit per trade was $73 - compared to Turbo Pro ER $80 (If you take the fact that slippage on the Emini S&P 500 is much lower than the Emini Russell 2000, then this figure is very good)

It can trade from 8:30 am to 15:05 Central USA time. There is a Max of one trade per day. Stop size is variable approximately $300 to $600. All exits are at close. There are typically 10 trades per month.

Breakout also has the new volatility filter added mid August 2007, but is only mildly affected by this filter.