Category Archives for Strategies

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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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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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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Testing A Euro Currency Futures Scalping Strategy, Part 3

In the previous article, “Testing A Euro Currency Futures Scalping Strategy, Part 2“, we discovered a time based filter that really improved the performance of the system. By eliminating the unproductive times to trade nearly all aspects of the system were improved with only the smallest cost of annual return. In this article I want to look at another filter which will […]

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Testing A Euro Currency Futures Scalping Strategy, Part 2

This is a second part of examining a scalping strategy for the Euro currency futures. In the first article, Testing A Euro Currency Futures Scalping Strategy, we introduced a simple shorting concept. As a quick review here is what we started with. The strategy is based upon a 1% price envelope below the current price […]

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Ivy-10 Portfolio 2013 Update

Happy New Year to everyone. With the new year I thought it would be a good idea to review the performance of the Ivy-10 Portfolio for 2013.What is the Ivy-10 Portfolio?Back in 2012 I finished reading a very interesting book called, “The Ivy Portfolio”. This book was written by two money managers, Mebane Faber and […]

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FirstStrike Trading System, Part II

When testing a trading system I will often start looking at the big picture first. That’s why during part one of this series of articles I started with looking at a bull/bear regime filter. This filter broadly divided the market into two modes: bullish and bearish. Trades would be taken in the direction of the overall […]

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Testing A Euro Currency Futures Scalping Strategy

Scalping is something that intrigues many system traders. The challenge at taking small, consistent trades from the market daily while risking very little is appealing. With scalping, it’s generally accepted you are trading from a small timeframe, probably 5-minutes or less. The idea is to open a position and capture only a few ticks of […]

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Using TRIN To Create A Winning System

In this article I’m going to present another timing method that is 70% correct and consistently pulls money from both the S&P 500 market and the Mini DOW since 1997. The overall philosophy of the strategy will be to buy pullbacks within an uptrend and exit when price reaches a short term over bought level. […]

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