IDTPS - ES Daytrading Strategy
- Single strategy
- Follow intraday trend or momentum.
- Trades up to 10 contracts depending on market conditioins
- Intraday only
- Intraday stop loss: yes
- Profit target: No
- 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
Hypothetical gain or loss charts
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.
System Metrics(All Dates)
PAST PERFORMANCE WHETHER REAL OR HYPOTHETICAL IS NO GUARANTEE OF FUTURE RESULTS.