Trendfinder Trading Systems

Almost every system went short today and had nice profits.  Unfortunately Cougar Alt barely missed an entry short.

It wasn’t a highly active week but it had a very high win rate (25 winning trades, 1 losing trade) and was nicely profitable.

Trendfinder’s emini trading systems did not have any trades today.

Two systems went long.  Lion had a profit, and Bobcat I was stopped out by one tick or it would have had a profitable trade as well.

Trendfinder’s emini day trading systems did not have any trades today. Four systems came very close to having short trades but unfortunately just missed the criteria needed.

Every daytrading system went long and stayed long till the close to end with a profit.

It was a positive day.  6 systems went long this morning and exited with good profits.  The MeanSwing systems also profited from the move up – MeanSwing ES NQ closed 2 long trades today and MeanSwing Indices closed 4 long trades today (all trades were profitable).

Two systems had a gain, and the rest had a loss for the week.

You will see I have added the MeanSwing systems to the table below.  I will post trade results when they close (currently there are profitable open trades in both systems).  They have performed well so far this year.

Every system that traded went long this morning looking for a nice trend day after the gap up this morning.  The market reversed lower however causing losses.

The MeanSwing strategy is now officially released.  There are two systems:  MeanSwing ES NQ applies the MeanSwing strategy to the emini futures of the S&P 500 and Nasdaq 100, and MeanSwing Indices applies the MeanSwing strategy to all five US emini stock index futures (S&P 500, Nasdaq 100, Dow Industrials, Russell 2000 and S&P MidCap 400).  There are four portfolios that include these new systems as well – click here and scroll down to the “Index Trader” portfolios.

This swing strategy is the result of my looking to create a system that performs well when the intraday trend-following strategies are performing poorly.  The result is a mean-reversion (counter trend) swing system that has performed well not only when the intraday trend-following strategies are performing poorly (so far in 2011 MeanSwing has a gain in every index) but also for the entire history of each index future.  Here are the equity curves for the entire history of each emini index future (see Disclaimers link in top menu, past performance is not necessarily indicative of future results).  The final equity curve is all indices combined.

And how does MeanSwing do when combined with the intraday strategies?  Pretty well in my opinion.  There is low correlation which provides the desired diversification.  In fact the drawdown for the portfolios with MeanSwing Indices (Index Trader III and IV) have a lower historical max drawdown than the system alone since they are combined with intraday strategies.  Please take a look at the Portfolios page for more information.