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Sunset.NQ
07/99 - 01/06
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Strategy
Details:
(not compounded)
Initial Capital: $ 100.000, Risk per trade: 2%
· Trading Period:
6 1/2
Years
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Number of Trades: 399
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Max DD (peak to valley) < 8%
·
Percent Profitable: 66.92%
·
Profit Factor: 2.67
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Commission $5, Slippage $10 / RT
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Annual returns from $ 100.000: (Results not compounded)
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Period
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Net Profit
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% Gain
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Profit Factor
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# Trades
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% Profitable
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01.01.2005
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$1,260.00
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1.26%
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1.09
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23
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47.83%
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01.01.2004
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$14,325.00
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14.33%
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1.54
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48
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60.42%
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01.01.2003
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$17,160.00
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17.16%
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2.64
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24
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70.83%
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01.01.2002
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$24,725.00
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24.73%
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2.65
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34
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64.71%
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01.01.2001
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$74,750.00
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74.75%
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2.39
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116
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65.52%
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01.01.2000
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$147,890.00
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147.89%
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3.67
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132
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72.73%
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07.01.1999
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$29,565.00
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29.57%
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3.89
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22
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72.73%
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Sunset.NQ utilizes a
completely different
concept to day
trade the Nasdaq 100 (mini) future. The System is unique in the
fact that it relies
exclusively on
price and time,
and contains no
technical indicators.
The strategy identifies
a specific pattern
in which a trend
is established
in the trading
session and uses
this information
to generate a
trade for the
last trading hour.
Trades can be
placed full automatic
and exited at
market before
end of day. The
initial stop and
the position size
is based on current
volatility. The
high rate of profitable
trades allows
a risk per trade
of 2%. Please
use the Random Curve Generator
to generate possible
future results
based on the historical
values: Percent
Profitable: 67
% Ratio
Avg. Win/Avg. Loss 1.32 (Commissions and slippage included).
The Strategy is
predestined for
traders which
can not spend
much time to watch
a trading system
or during the
complete trading
session.
The results of this program will improve
if market volatility
will pick up.
If volatility
will not come
back to the Nasdaq in 2006 we will not recommend to trade this strategy.
Requirements:
Minimum capital:
$50.000
Modern PC with
stable internet
connection and
Windows operating
system
Tradestation8
+ Futures Brokerage
Account
TradeStation
customer trials:
In order to assist
with the demonstration
of TradeStation compatible products, TradeStation Technologies provides
30 day Trials
for just $25 of
TradeStation 8 to
our customers.
Past trading performance is not necessary indicative
of future trading
performance. The
performance results
on this page are
hypothetical results.
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Neither
TradeStation Technologies nor any of its
affiliates has reviewed, certified, endorsed,
approved, disapproved or recommended, and
neither does or will review, certify, endorse,
approve, disapprove or recommend, any trading
software tool that is designed to be compatible
with the TradeStation Open Platform
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