ES Swing

This is a swing trading system for the S&P e-mini contract. It trades long and short and holds positions overnight for periods of up to several months. Once a position is taken it can exit on a profit stop or be reversed to the opposite side. After 1 month in the market, a hard stop is set, but for the first month, there is no stop.

Development of this system was completed in May, 2010. Results since then have been in line with the historical backtest results so it is being made available to traders.

It trades using a precentage price oscillator (PPO), which is similar to MACD, but it has a proprietary trigger line which you can see from the attached chart image.

TradeStation chart image update(11.10.2011)

TradeStation chart image update(10.25.2012)

TradeStation performance report (05.11.2012)

20 Month Performance Flash Chart (Added 11.24.2011)

Comparison of System to S&P 500 Index since design (Added 03.14.2013)

Using this system to hedge a stock portfolio.