Monthly Results – January 2018
The bad news is that overall it was a losing month for these systems. The good news is that it was a profitable month for the new systems being released now. All brokers now have the SentSwing II and SimpleSwing systems and will likely start trading them next week.
This is the last month I will be posting results for FedSwing, FedSwing II and SentimentSwing. Going forward, SentSwing II and SimpleSwing will be added. SimpleSwing is currently in a long trade, and after it exits I will start tracking the new portfolio compositions. The website has already been updated with the new systems and portfolios – check it out! FYI, you may need to fully refresh (shift + F5) to see the new systems and updated graphics.
| Monthly Hypothetical Results (trades that exited this month) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| Swing Systems | # Trades | Net Profit | |
| FedSwing ES | 1 | $(1,238) | |
| FedSwing RTY | 2 | $360 | |
| FedSwing YM | 1 | $(1,170) | |
| FedSwing II ES | 1 | $(1,238) | |
| FedSwing II NQ | 1 | $(3,040) | |
| FedSwing II RTY | 1 | $(2,910) | |
| MeanSwing II EMD | – | – | |
| MeanSwing II EMD-A | – | – | |
| MeanSwing II EMD-B | – | – | |
| MeanSwing II ES | – | – | |
| MeanSwing II RTY | – | – | |
| SentimentSwing ES | 3 | $(588) | |
| SentimentSwing NQ | 3 | $(365) | |
| SentimentSwing RTY | 3 | $(975) | |
| SentimentSwing YM | 3 | $2,855 | |
| Portfolios | # Trades | Net Profit | |
| Index Trader I | 3 | $(588) | |
| Index Trader II | 3 | $(588) | |
| Index Trader III | 4 | $(1,825) | |
| Index Trader IV | 14 | $(4,250) | |
| Index Trader V | 14 | $(4,250) | |
| Index Trader I-A | 3 | $(588) | |
| Index Trader II-A | 3 | $(588) | |
| Index Trader III-A | 4 | $(1,825) | |
| Index Trader IV-A | 14 | $(3,290) | |
| Index Trader V-A | 14 | $(3,290) | |
| Index Trader I-B | 3 | $(588) | |
| Index Trader II-B | 3 | $(588) | |
| Index Trader III-B | 4 | $(1,825) | |
| Index Trader IV-B | 12 | $(2,170) | |
| Index Trader V-B | 12 | $(2,170) | |
| Index Swing 2 | 3 | $(588) | |
| Index Swing 3 | 4 | $(1,825) | |
| Index Swing 4 | 7 | $(2,190) | |
| Index Swing 5 | 7 | $(2,190) | |
| Index Swing 6 | 9 | $(1,830) | |
| Index Swing 2-A | 3 | $(588) | |
| Index Swing 3-A | 4 | $(1,825) | |
| Index Swing 4-A | 7 | $(2,190) | |
| Index Swing 5-A | 7 | $(2,190) | |
| Index Swing 6-A | 9 | $(1,830) | |
| For more information go to | |||
| www.trendfindertrading.com | |||
Daily Results for 1/31/18
SentimentSwing exited a short trade in every market.
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| (commission and slippage included, see Disclosures in top menu) | |||||||
| Swing Systems | # Trades | Net Profit | |||||
| FedSwing ES | – | – | |||||
| FedSwing RTY | – | – | |||||
| FedSwing YM | – | – | |||||
| FedSwing II ES | – | – | |||||
| FedSwing II NQ | – | – | |||||
| FedSwing II RTY | – | – | |||||
| MeanSwing II EMD | – | – | |||||
| MeanSwing II EMD-A | – | – | |||||
| MeanSwing II EMD-B | – | – | |||||
| MeanSwing II ES | – | – | |||||
| MeanSwing II RTY | – | – | |||||
| SentimentSwing ES | 1 | $1,325 | |||||
| SentimentSwing NQ | 1 | $35 | |||||
| SentimentSwing RTY | 1 | $1,145 | |||||
| SentimentSwing YM | 1 | $1,370 | |||||
| Portfolios | # Trades | Net Profit | |||||
| Index Trader I | 1 | $1,325 | |||||
| Index Trader II | 1 | $1,325 | |||||
| Index Trader III | 1 | $1,325 | |||||
| Index Trader IV | 2 | $1,360 | |||||
| Index Trader V | 2 | $1,360 | |||||
| Index Trader I-A | 1 | $1,325 | |||||
| Index Trader II-A | 1 | $1,325 | |||||
| Index Trader III-A | 1 | $1,325 | |||||
| Index Trader IV-A | 2 | $1,360 | |||||
| Index Trader V-A | 2 | $1,360 | |||||
| Index Trader I-B | 1 | $1,325 | |||||
| Index Trader II-B | 1 | $1,325 | |||||
| Index Trader III-B | 1 | $1,325 | |||||
| Index Trader IV-B | 2 | $1,360 | |||||
| Index Trader V-B | 2 | $1,360 | |||||
| For more information go to | |||||||
| www.trendfindertrading.com | |||||||
Daily Results for 1/30/18
FedSwing exited a short trade in the RTY (Russell 2000). Lion III Vol had a short trade in the B version and multiple trades in the original and A versions with whipsaw results.
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| (commission and slippage included, see Disclosures in top menu) | |||||||
| Swing Systems | # Trades | Net Profit | |||||
| FedSwing ES | – | – | |||||
| FedSwing RTY | 1 | $1,390 | |||||
| FedSwing YM | – | – | |||||
| FedSwing II ES | – | – | |||||
| FedSwing II NQ | – | – | |||||
| FedSwing II RTY | – | – | |||||
| MeanSwing II EMD | – | – | |||||
| MeanSwing II EMD-A | – | – | |||||
| MeanSwing II EMD-B | – | – | |||||
| MeanSwing II ES | – | – | |||||
| MeanSwing II RTY | – | – | |||||
| SentimentSwing ES | – | – | |||||
| SentimentSwing NQ | – | – | |||||
| SentimentSwing RTY | – | – | |||||
| SentimentSwing YM | – | – | |||||
| Portfolios | # Trades | Net Profit | |||||
| Index Trader I | 0 | $- | |||||
| Index Trader II | 0 | $- | |||||
| Index Trader III | 0 | $- | |||||
| Index Trader IV | 3 | $(1,700) | |||||
| Index Trader V | 3 | $(1,700) | |||||
| Index Trader I-A | 0 | $- | |||||
| Index Trader II-A | 0 | $- | |||||
| Index Trader III-A | 0 | $- | |||||
| Index Trader IV-A | 3 | $(1,430) | |||||
| Index Trader V-A | 3 | $(1,430) | |||||
| Index Trader I-B | 0 | $- | |||||
| Index Trader II-B | 0 | $- | |||||
| Index Trader III-B | 0 | $- | |||||
| Index Trader IV-B | 1 | $(210) | |||||
| Index Trader V-B | 1 | $(210) | |||||
| For more information go to | |||||||
| www.trendfindertrading.com | |||||||
Daily Results for 1/29/18
Trendfinder’s emini futures trading systems did not have any closed trades today.
Hello SimpleSwing and SentSwing II, Goodbye FedSwing and SentimentSwing
Out with the old and in with the new! I am happy to announce that two new swing systems are being released – SentSwing II and SimpleSwing. FedSwing, FedSwing II and SentimentSwing are being retired.
SentSwing II is version 2.0 of SentimentSwing. The code is actually simpler now. It holds long trades longer and uses a much improved (and simpler) short entry filter. In a previous blog post, I said that 2 data streams were being added (they were to be used as a short filter). I have decided against doing this. It increased the chances of over fitting, and I found a better filter with data already being used. SentSwing II will replace SentimentSwing in the Portfolios.
SimpleSwing is a new swing system composed of two simple long strategies and one simple short strategy. It uses price, VIX and 52 week highs/lows for determining trades. I would like to say more about it, but really that’s it! The idea is to use very simple robust strategies that match the character of stock market indexes. SimpleSwing will replace FedSwing in the Portfolios.
FedSwing, FedSwing II and SentimentSwing have had very poor results for the past 12 months and are being retired. The short answer to why is that they were entering short trades during one of the most, if not the most, bullish periods ever. FedSwing was a wonderful system for many years, especially when the FOMC was active in the open market with Quantitative Easing and Operation Twist. Their current actions have not had the typical impact on the stock market, and therefore FedSwing has been out of sync. SentimentSwing was too aggressive with short trades, and it was exiting long trades too quickly. This is not a good fit for the stock market since it has an underlying bullish bias.
After I send the new strategy code to brokers, I will update the website. In the meantime, here is a sneak peek at hypothetical performance for SentSwing II ES, SimpleSwing ES, Index Swing 6 and Index Trader V. Past performance is not necessarily indicative of future results. Summary and equity graphs below, full reports in this zip file: Sneak Peek
SentSwing II ES
SimpleSwing ES
Index Swing 6
Index Trader V
Weekly Results – week ending 1/26/18
SentimentSwing exited a short trade. Lion III Vol had two short trades and ended with a profit for the week.
I am happy to announce that two new swing systems are ready to release (SentSwing II and SimpleSwing). SentSwing II holds long trades longer and uses a much improved short entry filter than SentimentSwing. SimpleSwing is a new swing system composed of two simple long strategies and one simple short strategy. These systems will replace FedSwing and SentimentSwing in the portfolios. I will send the new systems to brokers today, and as soon as they can get them up and running, clients can start using them. I will provide a blog post later today with more information included some performance reports.
| Weekly Hypothetical Results (trades that exited this week) | |||
| (commission and slippage included, see Disclosures in top menu) | |||
| Swing Systems | # Trades | Net Profit | Month-to-date |
| FedSwing ES | – | – | $(1,238) |
| FedSwing RTY | – | – | $(1,030) |
| FedSwing YM | – | – | $(1,170) |
| FedSwing II ES | – | – | $(1,238) |
| FedSwing II NQ | – | – | $(3,040) |
| FedSwing II RTY | – | – | $(2,910) |
| MeanSwing II EMD | – | – | – |
| MeanSwing II EMD-A | – | – | – |
| MeanSwing II EMD-B | – | – | – |
| MeanSwing II ES | – | – | – |
| MeanSwing II RTY | – | – | – |
| SentimentSwing ES | 1 | $(1,938) | $(1,913) |
| SentimentSwing NQ | 1 | $(2,540) | $(400) |
| SentimentSwing RTY | 1 | $(1,675) | $(2,120) |
| SentimentSwing YM | 1 | $(900) | $1,485 |
| Portfolios | # Trades | Net Profit | Month-to-date |
| Index Trader I | 1 | $(1,938) | $(1,913) |
| Index Trader II | 1 | $(1,938) | $(1,913) |
| Index Trader III | 1 | $(1,938) | $(3,150) |
| Index Trader IV | 4 | $(4,118) | $(3,910) |
| Index Trader V | 4 | $(4,118) | $(3,910) |
| Index Trader I-A | 1 | $(1,938) | $(1,913) |
| Index Trader II-A | 1 | $(1,938) | $(1,913) |
| Index Trader III-A | 1 | $(1,938) | $(3,150) |
| Index Trader IV-A | 4 | $(3,768) | $(3,220) |
| Index Trader V-A | 4 | $(3,768) | $(3,220) |
| Index Trader I-B | 1 | $(1,938) | $(1,913) |
| Index Trader II-B | 1 | $(1,938) | $(1,913) |
| Index Trader III-B | 1 | $(1,938) | $(3,150) |
| Index Trader IV-B | 4 | $(3,828) | $(3,320) |
| Index Trader V-B | 4 | $(3,828) | $(3,320) |
| Index Swing 2 | 1 | $(1,938) | $(1,913) |
| Index Swing 3 | 1 | $(1,938) | $(3,150) |
| Index Swing 4 | 2 | $(4,478) | $(3,550) |
| Index Swing 5 | 2 | $(4,478) | $(3,550) |
| Index Swing 6 | 2 | $(4,478) | $(4,580) |
| Index Swing 2-A | 1 | $(1,938) | $(1,913) |
| Index Swing 3-A | 1 | $(1,938) | $(3,150) |
| Index Swing 4-A | 2 | $(4,478) | $(3,550) |
| Index Swing 5-A | 2 | $(4,478) | $(3,550) |
| Index Swing 6-A | 2 | $(4,478) | $(4,580) |
| For more information go to | |||
| www.trendfindertrading.com | |||
Daily Results for 1/26/18
Trendfinder’s emini futures trading systems did not have any closed trades today.
Daily Results for 1/25/18
Lion III Vol had a short daytrade.
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| (commission and slippage included, see Disclosures in top menu) | |||||||
| Swing Systems | # Trades | Net Profit | |||||
| FedSwing ES | – | – | |||||
| FedSwing RTY | – | – | |||||
| FedSwing YM | – | – | |||||
| FedSwing II ES | – | – | |||||
| FedSwing II NQ | – | – | |||||
| FedSwing II RTY | – | – | |||||
| MeanSwing II EMD | – | – | |||||
| MeanSwing II EMD-A | – | – | |||||
| MeanSwing II EMD-B | – | – | |||||
| MeanSwing II ES | – | – | |||||
| MeanSwing II RTY | – | – | |||||
| SentimentSwing ES | – | – | |||||
| SentimentSwing NQ | – | – | |||||
| SentimentSwing RTY | – | – | |||||
| SentimentSwing YM | – | – | |||||
| Portfolios | # Trades | Net Profit | |||||
| Index Trader I | 0 | $- | |||||
| Index Trader II | 0 | $- | |||||
| Index Trader III | 0 | $- | |||||
| Index Trader IV | 1 | $(600) | |||||
| Index Trader V | 1 | $(600) | |||||
| Index Trader I-A | 0 | $- | |||||
| Index Trader II-A | 0 | $- | |||||
| Index Trader III-A | 0 | $- | |||||
| Index Trader IV-A | 1 | $(270) | |||||
| Index Trader V-A | 1 | $(270) | |||||
| Index Trader I-B | 0 | $- | |||||
| Index Trader II-B | 0 | $- | |||||
| Index Trader III-B | 0 | $- | |||||
| Index Trader IV-B | 1 | $(350) | |||||
| Index Trader V-B | 1 | $(350) | |||||
| For more information go to | |||||||
| www.trendfindertrading.com | |||||||
Daily Results for 1/24/18
Lion III Vol had a short daytrade today.
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| (commission and slippage included, see Disclosures in top menu) | |||||||
| Swing Systems | # Trades | Net Profit | |||||
| FedSwing ES | – | – | |||||
| FedSwing RTY | – | – | |||||
| FedSwing YM | – | – | |||||
| FedSwing II ES | – | – | |||||
| FedSwing II NQ | – | – | |||||
| FedSwing II RTY | – | – | |||||
| MeanSwing II EMD | – | – | |||||
| MeanSwing II EMD-A | – | – | |||||
| MeanSwing II EMD-B | – | – | |||||
| MeanSwing II ES | – | – | |||||
| MeanSwing II RTY | – | – | |||||
| SentimentSwing ES | – | – | |||||
| SentimentSwing NQ | – | – | |||||
| SentimentSwing RTY | – | – | |||||
| SentimentSwing YM | – | – | |||||
| Portfolios | # Trades | Net Profit | |||||
| Index Trader I | 0 | $- | |||||
| Index Trader II | 0 | $- | |||||
| Index Trader III | 0 | $- | |||||
| Index Trader IV | 1 | $960 | |||||
| Index Trader V | 1 | $960 | |||||
| Index Trader I-A | 0 | $- | |||||
| Index Trader II-A | 0 | $- | |||||
| Index Trader III-A | 0 | $- | |||||
| Index Trader IV-A | 1 | $980 | |||||
| Index Trader V-A | 1 | $980 | |||||
| Index Trader I-B | 0 | $- | |||||
| Index Trader II-B | 0 | $- | |||||
| Index Trader III-B | 0 | $- | |||||
| Index Trader IV-B | 1 | $1,000 | |||||
| Index Trader V-B | 1 | $1,000 | |||||
| For more information go to | |||||||
| www.trendfindertrading.com | |||||||
Daily Results for 1/23/18
SentimentSwing exited a short trade in every market.
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| (commission and slippage included, see Disclosures in top menu) | |||||||
| Swing Systems | # Trades | Net Profit | |||||
| FedSwing ES | – | – | |||||
| FedSwing RTY | – | – | |||||
| FedSwing YM | – | – | |||||
| FedSwing II ES | – | – | |||||
| FedSwing II NQ | – | – | |||||
| FedSwing II RTY | – | – | |||||
| MeanSwing II EMD | – | – | |||||
| MeanSwing II EMD-A | – | – | |||||
| MeanSwing II EMD-B | – | – | |||||
| MeanSwing II ES | – | – | |||||
| MeanSwing II RTY | – | – | |||||
| SentimentSwing ES | 1 | $(1,938) | |||||
| SentimentSwing NQ | 1 | $(2,540) | |||||
| SentimentSwing RTY | 1 | $(1,675) | |||||
| SentimentSwing YM | 1 | $(900) | |||||
| Portfolios | # Trades | Net Profit | |||||
| Index Trader I | 1 | $(1,938) | |||||
| Index Trader II | 1 | $(1,938) | |||||
| Index Trader III | 1 | $(1,938) | |||||
| Index Trader IV | 2 | $(4,478) | |||||
| Index Trader V | 2 | $(4,478) | |||||
| Index Trader I-A | 1 | $(1,938) | |||||
| Index Trader II-A | 1 | $(1,938) | |||||
| Index Trader III-A | 1 | $(1,938) | |||||
| Index Trader IV-A | 2 | $(4,478) | |||||
| Index Trader V-A | 2 | $(4,478) | |||||
| Index Trader I-B | 1 | $(1,938) | |||||
| Index Trader II-B | 1 | $(1,938) | |||||
| Index Trader III-B | 1 | $(1,938) | |||||
| Index Trader IV-B | 2 | $(4,478) | |||||
| Index Trader V-B | 2 | $(4,478) | |||||
| For more information go to | |||||||
| www.trendfindertrading.com | |||||||