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Gladiator
ES,TF,EM,DAX,US,CL,NG,,HO,RB,US
new
May 31 10 |
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Triad
ES.
(Emini S & P 500)
All results are hypothetical and include commission and slippage of $25 per round
turn trade.
Past performance does not guarantee future profits. Trading involves considerable
risk. Actual slippage is likely to be higher than figures used, but varies according
to market liquidly, number of contracts traded etc.
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02/2002 till 08/25/2009
Recommend account size US$ 15,000
click on image to enlarge |
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Triad
ES is a trend following system than can
trade the Emini
S & P 500, Emini Russell 2000 and Emini S&P
Mid cap 400 with absolutely no changes
in paramters.
The
stop is $900 per trade, and it can trade
upto 3 times per day. Entry time is from
mid morning onwards.
System
results are very similar on Emini Russell
2000, and S & P Mid cap 400. These are
not released as the monthly correlation
is 0.91. (Very high). The good news is
that the emini Russell 2000 and S & P midcap
are completly out of sample. This shows
the robustness of the system.
A
more agressive version is also availble.
In this case you trade one contract of
the standard version and one contract of
the agressive version.
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