{"id":80,"date":"2009-05-28T13:50:18","date_gmt":"2009-05-28T20:50:18","guid":{"rendered":"http:\/\/trendfindertrading.com\/blog\/?p=80"},"modified":"2009-05-28T13:52:34","modified_gmt":"2009-05-28T20:52:34","slug":"futures-trading-systems-results-52809","status":"publish","type":"post","link":"http:\/\/trendfindertrading.com\/blog\/futures-trading-systems-results-52809\/","title":{"rendered":"Futures Trading Systems Results 5\/28\/09"},"content":{"rendered":"<p>Today&#8217;s choppy up and down movement caused whipsaw losses in many Trendfinder systems today.\u00a0 Days like today are not good for trend following systems.\u00a0 I am testing methods of filtering out days like this for my trend following strategies.<\/p>\n<table style=\"width: 402pt; border-collapse: collapse;\" border=\"0\" cellspacing=\"0\" cellpadding=\"0\" width=\"534\">\n<colgroup span=\"1\">\n<col style=\"width: 67pt; mso-width-source: userset; mso-width-alt: 3254;\" span=\"6\" width=\"89\"><\/col>\n<\/colgroup>\n<tbody>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl31\" style=\"background-color: transparent; width: 402pt; height: 15pt; border: #ece9d8;\" colspan=\"6\" width=\"534\" height=\"20\"><strong><span style=\"font-size: small;\">Daily Hypothetical\u00a0Results &#8211; 1 contract Russell 2000 mini futures<\/span><\/strong><\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl24\" style=\"background-color: transparent; height: 15pt; border: #ece9d8;\" colspan=\"6\" height=\"20\"><span style=\"font-size: small;\">$35 roundtrip commission and slippage included, see Disclaimers<\/span><\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl25\" style=\"background-color: transparent; height: 15pt; border: #ece9d8;\" height=\"20\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl26\" style=\"border-bottom: windowtext 0.5pt solid; border-left: #ece9d8; background-color: transparent; height: 15pt; border-top: #ece9d8; border-right: #ece9d8;\" height=\"20\"><span style=\"font-size: small;\">System<\/span><\/td>\n<td class=\"xl27\" style=\"border-bottom: windowtext 0.5pt solid; border-left: #ece9d8; background-color: transparent; border-top: #ece9d8; border-right: #ece9d8;\"><span style=\"font-size: small;\"># Trades<\/span><\/td>\n<td class=\"xl28\" style=\"border-bottom: windowtext 0.5pt solid; border-left: #ece9d8; background-color: transparent; border-top: #ece9d8; border-right: #ece9d8;\"><span style=\"font-size: small;\">Net Profit<\/span><\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl25\" style=\"background-color: transparent; height: 15pt; border: #ece9d8;\" height=\"20\"><span style=\"font-size: small;\">Bobcat I<\/span><\/td>\n<td class=\"xl24\" style=\"background-color: transparent; border: #ece9d8;\"><span style=\"font-size: small;\">3<\/span><\/td>\n<td class=\"xl29\" style=\"background-color: transparent; border: #ece9d8;\"><span style=\"font-size: small;\"><span style=\"mso-spacerun: yes;\">\u00a0<\/span>$<span style=\"mso-spacerun: yes;\">\u00a0\u00a0 <\/span>(785)<\/span><\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl25\" style=\"background-color: transparent; height: 15pt; border: #ece9d8;\" height=\"20\"><span style=\"font-size: small;\">Bobcat II<\/span><\/td>\n<td class=\"xl24\" style=\"background-color: transparent; border: #ece9d8;\"><span style=\"font-size: small;\">1<\/span><\/td>\n<td class=\"xl29\" style=\"background-color: transparent; border: #ece9d8;\"><span style=\"font-size: small;\"><span style=\"mso-spacerun: yes;\">\u00a0<\/span>$<span style=\"mso-spacerun: yes;\">\u00a0\u00a0 <\/span>(395)<\/span><\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl25\" style=\"background-color: transparent; height: 15pt; border: #ece9d8;\" height=\"20\"><span style=\"font-size: small;\">Cougar<\/span><\/td>\n<td class=\"xl24\" style=\"background-color: transparent; border: #ece9d8;\"><span style=\"font-size: small;\">1<\/span><\/td>\n<td class=\"xl29\" style=\"background-color: transparent; border: #ece9d8;\"><span style=\"font-size: small;\"><span style=\"mso-spacerun: yes;\">\u00a0<\/span>$<span style=\"mso-spacerun: yes;\">\u00a0\u00a0 <\/span>(135)<\/span><\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl25\" style=\"background-color: transparent; height: 15pt; border: #ece9d8;\" height=\"20\"><span style=\"font-size: small;\">Lion<\/span><\/td>\n<td class=\"xl24\" style=\"background-color: transparent; border: #ece9d8;\"><span style=\"font-size: small;\">2<\/span><\/td>\n<td class=\"xl29\" style=\"background-color: transparent; border: #ece9d8;\"><span style=\"font-size: small;\"><span style=\"mso-spacerun: yes;\">\u00a0<\/span>$<span style=\"mso-spacerun: yes;\">\u00a0\u00a0 <\/span>(600)<\/span><\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl25\" style=\"background-color: transparent; height: 15pt; border: #ece9d8;\" height=\"20\"><span style=\"font-size: small;\">Tiger<\/span><\/td>\n<td class=\"xl24\" style=\"background-color: transparent; border: #ece9d8;\"><span style=\"font-size: small;\">3<\/span><\/td>\n<td class=\"xl29\" style=\"background-color: transparent; border: #ece9d8;\"><span style=\"font-size: small;\"><span style=\"mso-spacerun: yes;\">\u00a0<\/span>$<span style=\"mso-spacerun: yes;\">\u00a0\u00a0 <\/span>(955)<\/span><\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl25\" style=\"background-color: transparent; height: 15pt; border: #ece9d8;\" height=\"20\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl25\" style=\"background-color: transparent; height: 15pt; mso-ignore: colspan; border: #ece9d8;\" colspan=\"5\" height=\"20\"><span style=\"font-size: small;\">For more information about these systems, go to<\/span><\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<\/tr>\n<tr style=\"height: 15pt;\" height=\"20\">\n<td class=\"xl30\" style=\"background-color: transparent; height: 15pt; mso-ignore: colspan; border: #ece9d8;\" colspan=\"3\" height=\"20\"><a href=\"http:\/\/www.trendfindertrading.com\/\"><span style=\"font-family: Verdana, sans-serif; font-size: 10pt; mso-font-charset: 0;\">www.trendfindertrading.com<\/span><\/a><\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<td class=\"xl25\" style=\"background-color: transparent; border: #ece9d8;\">\u00a0<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n","protected":false},"excerpt":{"rendered":"<p>Today&#8217;s choppy up and down movement caused whipsaw losses in many Trendfinder systems today.\u00a0 Days like today are not good for trend following systems.\u00a0 I am testing methods of filtering out days like this for my trend following strategies. Daily Hypothetical\u00a0Results &#8211; 1 contract Russell 2000 mini futures $35 roundtrip commission and slippage included, see [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","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":[1],"tags":[],"_links":{"self":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/80"}],"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=80"}],"version-history":[{"count":2,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/80\/revisions"}],"predecessor-version":[{"id":82,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/posts\/80\/revisions\/82"}],"wp:attachment":[{"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/media?parent=80"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/categories?post=80"},{"taxonomy":"post_tag","embeddable":true,"href":"http:\/\/trendfindertrading.com\/blog\/wp-json\/wp\/v2\/tags?post=80"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}