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.

Sistema Swing Daily QMSwingDaily - Quantified Models

Operations chart

Swing system

Trade SP500, Dow and Nasdaq futures

Operable symbol

ES | YM | NQ

Out-of-sample period

Since January 1, 2017

Swing - INDEXES - QMSWINGDAILY

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

Swing - SP500 - QMSWING4ES

QMSwing4ES

Swing system to operate the future of the Sp500, with out-of-sample results from 2021.

Swing - NASDAQ - QMSWING4NQ

QMSwing4NQ

Swing system to trade the Nasdaq future, with out-of-sample results from July 8, 2021.

Swing - ES YM FDAX - QMSWINGVEGAS

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.

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