Intraday "Vol" Trading Systems

All of the "Vol" intraday systems shown below are traded on the Russell 2000 futures and are designed to only trade during periods of heightened volatility. Therefore, they are best used in a portfolio of systems (to see portfolio results please go to the Portfolios page). If you want to trade a single intraday system, then look at Bandwagon ES and Spring ES. If you want to trade an additional intraday system, then look at Cheetah Vol.

All orders are market or stop market to ensure real-time trades will be filled (no partial orders, unfilled limit orders, etc.). Please note there is no guarantee that a stop loss order will be filled at the stop price. No trades are held overnight. All hypothetical performance results shown below are based on 2 contracts per trade, include $80 total round-trip commission and slippage and are non-compounded results. The lease price is not included in these results. No management or incentive fees are charged. The method used to determine purchase and sale price for each trade is established by a mathematical computation that is proprietary. Past performance is not necessarily indicative of future results.

Cheetah Vol   (used in Index Trader II, III, IV and V)

Hypothetical Performance Summary 1/1/2008-current (based on a $15,000 account not compounded):

For the full performance report click here.

Hypothetical Performance Summary 1/1/2008-current (based on a $15,000 account not compounded):

Tiger Vol   (used in Index Trader IV and V)

Hypothetical Performance Summary 1/1/2008-current (based on a $15,000 account not compounded):

For the full performance report click here.

Lion II Vol   (used in Index Trader V)

For the full performance report click here.

FUTURES TRADING INVOLVES SUBSTANTIAL RISK AND IS NOT SUITABLE FOR ALL INVESTORS.  PEOPLE CAN AND DO LOSE MONEY.  PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS.  ALTHOUGH EVERY ATTEMPT IS MADE TO ENSURE THE ACCURACY OF THESE NUMBERS, WE CANNOT GUARANTEE THAT THEY ARE, DUE TO INACCURACIES IN DATA OR ERRORS IN CALCULATION.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE ACTUAL PERFORMANCE RECORDS, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE OVER OR UNDER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS A LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL TRADING IS THAT SUCH TRADING DOES NOT INVOLVE FINANCIAL RISK AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKET IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

Live Hypothetical Results since release date (July 18, 2018):