{"id":2430,"date":"2012-03-13T09:15:27","date_gmt":"2012-03-13T16:15:27","guid":{"rendered":"http:\/\/trendfindertrading.com\/blog\/?p=2430"},"modified":"2012-03-21T15:32:37","modified_gmt":"2012-03-21T22:32:37","slug":"fedswing-a-new-swing-system","status":"publish","type":"post","link":"http:\/\/trendfindertrading.com\/blog\/fedswing-a-new-swing-system\/","title":{"rendered":"FedSwing – a new swing system"},"content":{"rendered":"

“Don’t fight the Fed” may be something you have heard at some point. \u00a0It appears to be a good adage to follow. \u00a0After observing the market’s behavior during QE1 and QE2 I started research into this (see this post<\/a>). \u00a0FedSwing is a result of that research.<\/p>\n

FedSwing is a swing trading system that is counter-trend in nature and is used for stock indices. \u00a0It will not go long when the Fed is selling and will not go short when the Fed is buying. \u00a0It uses a stop-loss that is the smaller of a volatility based stop or money management stop ($3000 for stock index futures). \u00a0It is being offered for trading the S&P MidCap 400 (EMD), S&P 500 (ES) and Russell 2000 (RL). \u00a0It can be traded on the Dow (YM) and Nasdaq (NQ), but because of their low contract size they aren’t worth trading in my opinion even though they have profitable results on both\u00a0(I’ve removed YM and NQ from MeanSwing II as well)\u00a0.<\/p>\n

FedSwing is uncorrelated to the MeanSwing II systems (5 year correlation ranges from -0.15 to 0.16) and has very low correlation with the intraday systems (5 year correlation ranges from -.07 to 0.41). \u00a0This makes it a very nice fit in the Index Trader portfolios!<\/p>\n

For 5 year performance information please go to the website pages for Systems<\/a> or Portfolios<\/a>.<\/p>\n

To give you the most recent results, here is the performance for each FedSwing system and the updated Index Trader portfolios:<\/p>\n\n\n\n\n<\/colgroup>\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n\n
Hypothetical\u00a0Results – 1 contract per trade<\/strong><\/td>\n<\/tr>\n
(commission and slippage included, see Info\/Disclaimers in top menu)<\/td>\n<\/tr>\n
<\/td>\n<\/td>\n<\/td>\n<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
<\/td>\nMonth<\/td>\nYear<\/td>\nPast<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
System<\/span><\/td>\nto-date<\/span><\/td>\nto-date<\/span><\/td>\n12 months<\/span><\/td>\n<\/td>\n<\/td>\n<\/tr>\n
FedSwing EMD<\/td>\n\u00a0$\u00a0\u00a0 2,980<\/td>\n\u00a0$\u00a0\u00a0 1,140<\/td>\n\u00a0$ 28,600<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
FedSwing ES<\/td>\n\u00a0$\u00a0\u00a0 1,348<\/td>\n\u00a0$\u00a0\u00a0\u00a0 (453)<\/td>\n\u00a0$ 13,520<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
FedSwing RL<\/td>\n\u00a0$\u00a0\u00a0 3,600<\/td>\n\u00a0$\u00a0\u00a0 7,010<\/td>\n\u00a0$ 29,510<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
<\/td>\n<\/td>\n<\/td>\n<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
<\/td>\nMonth<\/td>\nYear<\/td>\nPast<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
Portfolio<\/span><\/td>\nto-date<\/span><\/td>\nto-date<\/span><\/td>\n12 months<\/span><\/td>\n<\/td>\n<\/td>\n<\/tr>\n
Index Trader I<\/td>\n\u00a0$\u00a0\u00a0 4,610<\/td>\n\u00a0$\u00a0\u00a0 5,790<\/td>\n\u00a0$ 40,340<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
Index Trader II<\/td>\n\u00a0$\u00a0\u00a0 7,040<\/td>\n\u00a0$\u00a0\u00a0 2,860<\/td>\n\u00a0$ 62,130<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
Index Trader III<\/td>\n\u00a0$\u00a0\u00a0 7,170<\/td>\n\u00a0$\u00a0\u00a0\u00a0\u00a0\u00a0 493<\/td>\n\u00a0$ 61,235<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
Index Trader IV<\/td>\n\u00a0$\u00a0\u00a0 8,418<\/td>\n\u00a0$\u00a0\u00a0\u00a0 (810)<\/td>\n\u00a0$ 81,085<\/td>\n<\/td>\n<\/td>\n<\/tr>\n
Index Trader V<\/td>\n\u00a0$\u00a0\u00a0 8,598<\/td>\n\u00a0$\u00a0 (6,620)<\/td>\n\u00a0$ 83,755<\/td>\n<\/td>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

 <\/p>\n

 <\/p>\n","protected":false},"excerpt":{"rendered":"

“Don’t fight the Fed” may be something you have heard at some point. \u00a0It appears to be a good adage to follow. \u00a0After observing the market’s behavior during QE1 and QE2 I started research into this (see this post). \u00a0FedSwing is a result of that research. FedSwing is a swing trading system that is counter-trend […]<\/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\/2430"}],"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=2430"}],"version-history":[{"count":10,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/2430\/revisions"}],"predecessor-version":[{"id":2463,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/2430\/revisions\/2463"}],"wp:attachment":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/media?parent=2430"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/categories?post=2430"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/tags?post=2430"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}