PS1 - ES Daytrading Portfolio
- Two separate blocks of code (strategies) each with its own rules for entries and exits and days on which to trade.
- Trend following entries only
- Position sizing algorithms will vary the number of daily contracts from 0 to 11
- All results are based on $10/round trip commissions.
- All trading results published here are hypothetical trades only.
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.