The premise of this system is weekly, and daily seasonal patterns. The system only trades the long side. It has been out of the show, September 2011. Yes, more than 10 years out of the show!

All system results are displayed on the full size Emini/Dax. Emini / Micro / Dax contract of 5 points can be used.

The YM and Dax markets are all out of sample. Identical parameters for all markets, except stop and profit targets.

ES/Dow can be traded on 24 hour data or 830 to 1500 data. Doing this will result in minor variations in results.

ES will have a slightly lower yield and a lower max trade.

Sistema Swing QMVegas - Quantified Models

Operations chart

Swing system

Trade the longs side

Operable symbol

ES | DOW | DAX

Out-of-sample period

Since September 2011

Swing - ES YM FDAX - QMSWINGVEGAS

Price

699 €

Backtest Metrics

Performance Summary: ES

In this report you can find the backtest metrics of this swing trading strategy: QMSwingVegas – ES

Performance Summary: DOW

In this report you can find the backtest metrics of this swing trading strategy: QMSwingVegas – DOW

Performance Summary: DAX

In this report you can find the backtest metrics of this swing trading strategy: QMSwingVegas – DAX

Performance Summary: EN | DOWN | DAX

In this report you can find the backtest metrics of this swing trading strategy: QMSwingVegas – EN | DOWN | DAX

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Swing system that trades S&P500, Dow and Nasdaq futures without changes in parameters.

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.

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