SIFX7L - ES Daytrading Portfolio
Key Features:
- This is an intraday, long only system.
- Trading frequency is approximately 1 day per week.
- There are only trend/momentum trades; no mean reversion or counter trades.
- The hypotheticl performance is based on limit orders with a $10/round trip commission.
- Profit target: No
- The average hypothetical trade net is approx $65/contract
- All hypothetical trades are based on limit orders which require price penetration (no slippage)
- Actual trades also use limit orders so no slippage.
- Trade exits are also limit orders.
- Trades on 3 minute @ES.D chart
- Suggested account size is $5k per contract.
- The largest hypothetical equity drawdown is less than $5k
- This is a broker managed system; request to trade through your broker.
- On broker request a PayPal subscription button will be emailed to you.
- The subscription fee is $10/month/contract.
Hypothetical gain or loss charts
Lifetime trend encompasses both pre and post design periods.
Performance data since design(Not yet available)
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-Not yet available)
Hypothetical results.
PAST PERFORMANCE WHETHER REAL OR HYPOTHETICAL IS NO GUARANTEE OF FUTURE RESULTS.