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. Non-sample period from February 24, 2021.

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 through the email address of our website).

Includes day of the week filter and pattern filters.
An additional Patterns filter was added to it on February 18, 2022.

You can spread your contracts across all these variants (recommended), but a maximum of 4 micro/Emini is allowed across the entire QM Sys1.xx ES group of systems.

Sistema Intradiario QMSysES_v2.10 - Quantified Models

Operations chart

Intraday system

Operates the future of SP500

Operable symbol

ES / MES

Timeframe

15 minute bars,
with additional 30 minutes

Daily session

From 8:30 a.m. to 3:00 p.m.

Periodo fuera de muestra

Desde el 24/02/2021

Intradía - SP500 - QMSysES_v2.10

Price

699 €

Backtest Metrics

Other related products

Sistema Intradiario QMSysFLTv2 - Quantified Models

QMSysES_v1.30

Intraday system to trade the future of the SP500. Operates in 30-minute bars. Operates in the session from 8:30 a.m. to 3:00 p.m.

Sistema Intradiario QMSya2.1 - Quantified Models

QMSysES_v1.40

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.

Intradía - SP500 - QMSysES_v1.50

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.

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.

Subscribe to our Newsletter

Join our mailing list to receive the latest news and updates from Quantified Models team.

Subscribe to our Newsletter

You have Successfully Subscribed!

Skip to content