Daily Results for 8/23/22
Trendfinder’s emini futures trading systems did not have any trades today.
Walk-forward Update for Cheetah Vol
With the increase in price and intraday volatility of the Russell 2000 since Cheetah was first created, it is a good time to make a walk-forward update for the size of the stops used. Going forward a volatility based stop with a maximum of $750/contract will be used (currently stop is $375/contract). Since this will double the max loss per trade, only one trade per day will be allowed. This way the max loss per day will still be $1500 (plus slippage and commission).
Weekly Results – week ending 8/19/22
Trendfinder’s emini futures trading systems did not have any trades this week.
As mentioned last week, the intraday systems are in hibernation mode until volatility returns. Based on today’s market action, trades could happen again as soon as Monday.
Daily Results for 8/19/22
Trendfinder’s emini futures trading systems did not have any trades today.
Daily Results for 8/18/22
Trendfinder’s emini futures trading systems did not have any trades today.
Daily Results for 8/17/22
Trendfinder’s emini futures trading systems did not have any trades today.
Daily Results for 8/16/22
Trendfinder’s emini futures trading systems did not have any trades today.
Daily Results for 8/15/22
Trendfinder’s emini futures trading systems did not have any trades today.
Weekly Results – week ending 8/12/22
Just a few trades this week. With volatility down, all day trading systems currently in hibernation mode waiting for volatility to return (which can happen fast).

