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The Simplest System You’ll Ever Find for the S&P E-mini
Warren Buffet has been quoted many times as saying, “If I don’t understand it, I don’t invest in it, no matter how attractive it may appear.” I love that quote for a number of reasons, but I think it’s...
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Capture The Big Moves!
Wouldn’t it be great to have an indicator to help tell you when we are in a major bull or bear market? Imagine if you had a clear signal to exit the market on January 19, 2008 before the major market...
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What is the difference between Relative Strength and Trend Following ?
After publishing our Two Centuries of Momentum article last week, we received a number of requests for our thoughts on the recent underperformance of multi-asset, relative strength portfolios Now, we...
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Trading The Equity Curve
Some trading systems have prolonged periods of winning or losing trades. Long winning streaks may be followed by a prolonged period of drawdown. Wouldn’t it be nice if you could minimize those long...
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Maximum Loss Stops: Do you really need them?
We hear it all the time. “You must use stops.” And most of us use them. But do you know how they change your strategy results? Are they improving your results by giving you higher CAR or lower maximum...
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Did The CME Data Change Impact Your Strategies?
— Kevin J. Davey of KJ Trading Systems Effective September 21, 2015 the CME changed the closing time for futures that closed at 5:15 PM ET from 5:15 to 5:00 PM. The CME did this because the volume...
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A Complementary Approach To Trading Technical Indicators
In the October issue of Futures magazine author Jean Folger discusses an important aspect when selecting two or more indicators when developing a trading system. While I don’t recommend simply...
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Dual Momentum – The Famous 5 Portfolio
This article describes a Dual Momentum study over a multi-asset ETFs basket with a new attempt to improve this well-known investing style. Dual Momentum strategies rely on two different very simple...
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Market Seasonality Study
November is here and that means the start of a historically strong period for the U.S. markets. This is a well known seasonality period which runs from November to May. While it’s true the U.S....
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Seasonality S&P Market Session
In a recent article, Seasonality Study, I took a look at the classic seasonality effect as seen in the U.S. markets. Briefly recapping that article, it shows that the trading days between November...
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Avoiding Stock Market Crashes with the Hi-Lo Index of the S&P500
This daily indicator is calculated as the ratio of the number of S&P500 stocks that have reached new 3-month-highs minus those that have reached new 3-month-lows, divided 500. Exiting and entering...
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The Christmas Strategy Remains Bullish
With Christmas about four weeks away, I thought it would be interesting to see how the S&P behaves in the days just before Christmas. Do the days just before this holiday tend to be bullish,...
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A License To Print Money
When it comes to legends in the trading world the name Larry Williams comes up often. Larry is the creator of the ultimate oscillator and the Williams %r indicators. Furthermore he has written many...
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A Revolution In Open Range Breakouts
In last week’s article, A License To Print Money, we took a look at three different opening range breakout methods that were used by several well-known traders. These traders grew very small seed...
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Sharpe Ratio – the right answer to the wrong question?
Sharpe was the right answer First, let’s start with what Sharpe does well. There are two things it does well: Cross-asset unified measure: we all know that the most important component in alpha...
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Dynamic Open™ On Stock Index Markets
I wanted to test the Dynamic Open™ package out on a few other markets. In last week’s article we looked at commodities and saw the Dynamic Open really worked well. What about the stock index futures?...
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Equity Curve Money Management
Amongst a wide variety of money management methods that have evolved over the years, a perennial favorite is the use of the equity curve to guide position sizing. The most common version of this...
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Top Five Most Popular Articles From 2015
Happy New Year system traders! With the new year it’s time to take a look back at 2015 and highlight the top five most popular articles. These articles all provide great material to help you in your...
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The Anatomy Of A Breakout Automated Trading Strategy: The Concept
By being an automated full-time trader for 7 years, I came pretty early in my trading career to the conclusion that a well-constructed trading breakout model is by far the best way to aim for stable...
View ArticleThe Anatomy Of A Breakout Automated Trading Strategy: The Components
In the previous part of this 3-part article, I explained the concept of my breakout ATS model that I’ve been successfully using for about seven years. We’ve learned about four crucial components of the...
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