{"id":1614,"date":"2011-05-05T13:19:37","date_gmt":"2011-05-05T20:19:37","guid":{"rendered":"http:\/\/trendfindertrading.com\/blog\/?p=1614"},"modified":"2011-05-05T14:33:28","modified_gmt":"2011-05-05T21:33:28","slug":"new-swing-systems-and-portfolios","status":"publish","type":"post","link":"http:\/\/trendfindertrading.com\/blog\/new-swing-systems-and-portfolios\/","title":{"rendered":"New swing systems and portfolios"},"content":{"rendered":"<p><a href=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-EMD-equity-curve.png\"><\/a>The MeanSwing strategy is now officially released.\u00a0\u00a0There are\u00a0two systems:\u00a0 <a href=\"http:\/\/trendfindertrading.com\/meanswingesnq.html\" target=\"_blank\">MeanSwing ES NQ<\/a> applies the MeanSwing strategy to the emini futures of the S&amp;P 500 and Nasdaq 100, and <a href=\"http:\/\/trendfindertrading.com\/meanswingindices.html\" target=\"_blank\">MeanSwing Indices<\/a> applies the MeanSwing strategy to all five US emini stock index futures (S&amp;P 500, Nasdaq 100, Dow Industrials, Russell 2000 and S&amp;P MidCap 400).\u00a0 There are four portfolios that include these new systems as well &#8211; click <a href=\"http:\/\/trendfindertrading.com\/portfolios.html\" target=\"_blank\">here<\/a> and scroll down to the &#8220;Index Trader&#8221; portfolios.<\/p>\n<p>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.\u00a0 The result is a mean-reversion (counter trend) swing system that\u00a0has performed well not only when the intraday trend-following strategies are performing poorly (so far in 2011\u00a0MeanSwing has a gain in every index) but\u00a0also for\u00a0the entire history of each index future.\u00a0 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).\u00a0 The final equity curve is all indices combined.<\/p>\n\n\t\t<style type=\"text\/css\">\n\t\t\t#gallery-1 {\n\t\t\t\tmargin: auto;\n\t\t\t}\n\t\t\t#gallery-1 .gallery-item {\n\t\t\t\tfloat: left;\n\t\t\t\tmargin-top: 10px;\n\t\t\t\ttext-align: center;\n\t\t\t\twidth: 20%;\n\t\t\t}\n\t\t\t#gallery-1 img {\n\t\t\t\tborder: 2px solid #cfcfcf;\n\t\t\t}\n\t\t\t#gallery-1 .gallery-caption {\n\t\t\t\tmargin-left: 0;\n\t\t\t}\n\t\t\t\/* see gallery_shortcode() in wp-includes\/media.php *\/\n\t\t<\/style>\n\t\t<div id='gallery-1' class='gallery galleryid-1614 gallery-columns-5 gallery-size-thumbnail'><dl class='gallery-item'>\n\t\t\t<dt class='gallery-icon landscape'>\n\t\t\t\t<a href='http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-EMD-equity-curve.png'><img width=\"150\" height=\"150\" src=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-EMD-equity-curve-150x150.png\" class=\"attachment-thumbnail size-thumbnail\" alt=\"\" loading=\"lazy\" \/><\/a>\n\t\t\t<\/dt><\/dl><dl class='gallery-item'>\n\t\t\t<dt class='gallery-icon landscape'>\n\t\t\t\t<a href='http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-ES-equity-curve.png'><img width=\"150\" height=\"150\" src=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-ES-equity-curve-150x150.png\" class=\"attachment-thumbnail size-thumbnail\" alt=\"\" loading=\"lazy\" \/><\/a>\n\t\t\t<\/dt><\/dl><dl class='gallery-item'>\n\t\t\t<dt class='gallery-icon landscape'>\n\t\t\t\t<a href='http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-NQ-equity-curve.png'><img width=\"150\" height=\"150\" src=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-NQ-equity-curve-150x150.png\" class=\"attachment-thumbnail size-thumbnail\" alt=\"\" loading=\"lazy\" \/><\/a>\n\t\t\t<\/dt><\/dl><dl class='gallery-item'>\n\t\t\t<dt class='gallery-icon landscape'>\n\t\t\t\t<a href='http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-TF-equity-curve.png'><img width=\"150\" height=\"150\" src=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-TF-equity-curve-150x150.png\" class=\"attachment-thumbnail size-thumbnail\" alt=\"\" loading=\"lazy\" \/><\/a>\n\t\t\t<\/dt><\/dl><dl class='gallery-item'>\n\t\t\t<dt class='gallery-icon landscape'>\n\t\t\t\t<a href='http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-YM-equity-curve.png'><img width=\"150\" height=\"150\" src=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-YM-equity-curve-150x150.png\" class=\"attachment-thumbnail size-thumbnail\" alt=\"\" loading=\"lazy\" \/><\/a>\n\t\t\t<\/dt><\/dl><br style=\"clear: both\" \/><dl class='gallery-item'>\n\t\t\t<dt class='gallery-icon landscape'>\n\t\t\t\t<a href='http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-All-Indices-equity-curve.png'><img width=\"150\" height=\"150\" src=\"http:\/\/trendfindertrading.com\/blog\/wp-content\/uploads\/2011\/05\/MeanSwing-All-Indices-equity-curve-150x150.png\" class=\"attachment-thumbnail size-thumbnail\" alt=\"\" loading=\"lazy\" \/><\/a>\n\t\t\t<\/dt><\/dl>\n\t\t\t<br style='clear: both' \/>\n\t\t<\/div>\n\n<p>And how does MeanSwing do when combined with the intraday strategies?\u00a0 Pretty well in my opinion.\u00a0 There is\u00a0low correlation which provides the desired diversification.\u00a0\u00a0In fact the drawdown for the portfolios with MeanSwing Indices (Index Trader III and IV) have a lower historical max drawdown than the system alone\u00a0since they are combined with intraday strategies.\u00a0 Please take a look at the <a href=\"http:\/\/trendfindertrading.com\/portfolios.html\">Portfolios<\/a> page for more information.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>The MeanSwing strategy is now officially released.\u00a0\u00a0There are\u00a0two systems:\u00a0 MeanSwing ES NQ applies the MeanSwing strategy to the emini futures of the S&amp;P 500 and Nasdaq 100, and MeanSwing Indices applies the MeanSwing strategy to all five US emini stock index futures (S&amp;P 500, Nasdaq 100, Dow Industrials, Russell 2000 and S&amp;P MidCap 400).\u00a0 There [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"sfsi_plus_gutenberg_text_before_share":"","sfsi_plus_gutenberg_show_text_before_share":"","sfsi_plus_gutenberg_icon_type":"","sfsi_plus_gutenberg_icon_alignemt":"","sfsi_plus_gutenburg_max_per_row":""},"categories":[4],"tags":[],"_links":{"self":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/1614"}],"collection":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/comments?post=1614"}],"version-history":[{"count":15,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/1614\/revisions"}],"predecessor-version":[{"id":1638,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/1614\/revisions\/1638"}],"wp:attachment":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/media?parent=1614"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/categories?post=1614"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/tags?post=1614"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}