QMSwingDaily
Swing Daily trades SP500, Dow and Nasdaq futures with no change in parameters.
The system is based on price indicators and seasonal characteristics of the market.
The system is Out of sample is 2017-01-01.
All operations have a duration of < 24 hours, except those on the weekend.
Trades enter long around the market close and exit at the open of the next day.
All results are shown for emini contracts, but micros can be used.
The Russell 2000 and the S&P Mid cap 400 can also be traded, but the results are not as good.
Contract limits of 4 emini or micros per market apply to preserve market liquidity for all traders.
Operations chart
Swing system
Trade SP500, Dow and Nasdaq futures
Operable symbol
ES | YM | NQ
Out-of-sample period
Since January 1, 2017
Price
699 €
Backtest Metrics
Performance Summary: EN
In this report you can find the backtest metrics of this swing trading strategy: QMSwingDaily – EN
Performance Summary: YM
In this report you can find the backtest metrics of this swing trading strategy: QMSwingDaily – YM
Performance Summary: NQ
In this report you can find the backtest metrics of this swing trading strategy: QMSwingDaily – NQ
Performance Summary: EN | YM | NQ
In this report you can find the backtest metrics of this swing trading strategy: QMSwingDaily – EN | YM | NQ
Other related products
QMSwing4ES
Swing system to operate the future of the Sp500, with out-of-sample results from 2021.
QMSwing4NQ
Swing system to trade the Nasdaq future, with out-of-sample results from July 8, 2021.
QMSwingVegas
The premise of this system is weekly, and daily seasonal patterns.
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.