QMSysES_v1.50
Intraday system to trade the future of the SP500. It operates in bars of 30 minutes. Session from 8:30 a.m. to 3:00 p.m. Non-sample period from 09/23/2020.
We have three versions (1.3, 1.4, and 1.5). Version 1.5 contains a daily bar pattern filter for the last few days.
Version 1.5 of our Quantified Models Intraday System for Standard & Poor’s product contains a daily bar pattern filter for the past few days.
It is a system built by our Genetic Builder, through a robust methodology, based on different phases of development, in order to be able to choose the most robust systems in non-sample periods (for more information you can contact us at our email address).
You can spread your contracts across all variants (recommended).
But maximum 4 micro/Emini is allowed in the whole QMSysES_v1.XX system group.
Operations chart
Intraday system
Operates the future of SP500
Operable symbol
ES / MES
Timeframe
30 minute bars
Daily session
From 8:30 a.m. to 3:00 p.m.
Out-of-sample period
From 23/09/2020
Price
699 €
Backtest Metrics
Other related products
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Intraday system to trade the future of the SP500. It operates in bars of 30 minutes, and operates the session from 830 to 1500, US Central Time. The out-of-sample period is from April 25, 2017.
QMSysES_v2.10
Intraday system to trade the future of the SP500. It is a multidata system that operates in bars of 15 minutes, having a second data of 30 minutes from the same sp 500 future. Session from 8:30 a.m. to 3:00 p.m.
Hypothetical performance results have many inherent limitations, some of which are described below.
No representation is being made that any account will or may make profits or losses similar to those shown. In fact, there are often large differences between hypothetical performance results and the actual results subsequently achieved by any particular trading strategy.
One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, counterfactual trading does not involve financial risk, and no counterfactual trading record can fully explain the impact of financial risk on actual trading.
For example, the ability to withstand losses or stick to a particular trading strategy despite trading losses are important points that can also adversely affect actual trading results. There are numerous other factors related to the markets in general or the implementation of any specific trading strategy that cannot be fully considered in the preparation of hypothetical performance results and all of which may adversely affect actual trading results.