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All posts by Jeff Swanson

Improving The Simple Gap Strategy Part 2

In the previous article, “Testing A Simple Gap Strategy“, we were looking at two other filters in an attempt to improve the Gap #1 strategy. The first filter was a day-of-the-week filter while the other filter was based upon the size of the gaps. These filters were tested on our in-sample data segment and appeared […]

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Improving The Simple Gap Strategy, Part 1

Let’s try to improve upon the gap strategy that was provided by Ben Little’s article entitled, “Testing A Simple Gap Strategy.” In this article Ben demonstrated a simple trading model called, Gap Fade 31, based on the opening gap in the S&P futures market. This was the first gap based article on System Trader Success […]

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Is The MAC System Overly Optimized?

In a recent article entitled, “Backtesting the MAC-System – How Long is Long Enough?“, the author presented a simple rotational trading system based upon moving averages. The system is one of the most basic rotational systems you could devise. Based upon signals generated from the moving averages, your investment is either within the S&P index […]

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S&P Overnight Trading Model

The last couple of articles I’ve written were highlighting simple trading models that could be the basis for a profitable trading system on the S&P market. These ideas would be suitable either for the ETF market or the Emini futures market. This article will explore yet another simple trading model. Recently I was inspired by […]

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Seasonality And The Ivy-10 Portfolio

As the common saying states, “Sell in May and go away.” As we are now in early August our seasonality trigger has recently triggered a sell signal. So, through May, June and most of July we continued to hold on our position. If you receive our free weekly newsletter you were alerted to the seasonality switch the week […]

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Profit By Combining RSI And VIX

Today we are going to look at another timing method that is 70% correct and consistently pulls money from the S&P 500 market since 2002.

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Is This Market Worth Trading?

Before trading a particular market it might be a good idea to first ask, how much potential profit can I squeeze out of the market? This would then lead to an even more important question, is this market worth trading? But how do you answer these questions? There are many ways to estimate potential profits, but […]

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Questions About The Overnight Edge

Take Profit Seasonality on Overnight Trading

I’ve received a couple of questions in regards to the Overnight Edge study that I think you may find interesting. As a reminder, the Overnight Edge study demonstrates that points gained in the S&P futures market appear to be much more plentiful during the night sesssion. Again, what I call the night session is after the U.S. […]

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FirstStrike Trading System, Part III

This is the third part in our FirstStrike Trading System series. Within the previous article, we discovered what might be a solid look-back period for our regime filter. I ended that article with an idea that a trend strength filter might be a big help. The indicator I had in mind was the Trend Strength Indicator […]

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Testing A Euro Currency Futures Scalping Strategy, Part 4

This is part four in our series on creating a Euro futures scalping strategy. In the last article, “Testing A Euro Currency Futures Scalping Strategy, Part 3”, we combined a volatility filter along with a time based filter to remove unproductive trades. We found that trading during “quiet” hours of the day while avoiding both extreme […]

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