Trendfinder Trading Systems
Your Trading System SolutionSM
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PLEASE BE ADVISED THAT TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS
NOT SUITABLE FOR ALL INVESTORS. AN INVESTOR COULD LOSE MORE THAN THE ORIGINAL INVESTMENT.
PAST PERFORMANCE IS NOT NECESSARILY INDICATIVE OF FUTURE RESULTS.
NOTE: The above "Daily Drawdown" graph is not displaying loss in a single day. It is displaying the overall drawdown measured by the equity at the end of each day.
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.
Hypothetical Performance 1/1/2008-current (based on a $15,000 account not compounded):
Hypothetical Results since Spring release date (July 18, 2018):
For the full performance report click here.
Spring NQ is a day trading system for the emini Nasdaq 100 futures. It uses the exact same strategy code as Spring ES. The strategy identifies when the market is likely to spring out. It enters with a market order and uses an initial stop, a trailing stop or end of day to exit. It was developed with walk forward analysis which reduces the chances of over fitting and allows the system to adapt to future market conditions. The strategy has a protective stop-loss order (the smaller of a volatility based stop or $750 money management stop) and uses market or stop market orders to ensure real-time trades will be filled (no partial orders, unfilled limit orders, etc.). Disclaimer: the placement of stop-loss orders will not necessarily limit your losses to the intended amounts, since market conditions may make it impossible to execute such orders.
All hypothetical performance results shown below are based on 1 contract per trade, include $35 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.