Alligator2014 - ES Daytrading Strategy
The first version of this system was developed in 2011 and started trading in August of that year. It had a large initial runup followed by a long drawdown. The original system is still tracked, and you can see up to date performance data here: Alligator. Because the original system is back to positive returns over its entire life and because it has been trending up the past few months, the system has been update and is being re-released.
- Intraday only
- Intraday stop loss: yes
- Profit target: For counter trades only; variable
- All hypothetical trades are based on limit orders which require price penetration (no slippage)
- Actual trades also use limit orders (except for stops) so no slippage.
- $10/rt commissions
- Trades on 3 minute @ES.D chart
Lifetime trend encompasses both pre and post design periods.
Performance data since design
The account size is essentially twice the maximum drawdown or $10k whichever is greater.
The above values may have been calculated on a month end basis, which will reduce their accuracy somewhat.
PAST PERFORMANCE WHETHER REAL OR HYPOTHETICAL IS NO GUARANTEE OF FUTURE RESULTS.