The QMSwingDaily swing system trades S&P500, 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.