|
The
way to make money in daytrading is to first identify high probability
trading days. Then ride a big move for all its worth. Our system averages
about 10 trades per month.
Our
daytrade system tries to capture only the major
move of the day via a maximum of 2 trades per day.
The
market moves in waves of 3 to 5 days. It doesn't move in a straight
line. Our "Price Trend Indicator" identifies overbought and
oversold conditions. Overbought markets are candidates to sell short.
Oversold markets are long candidates. Our first trade entry method is
an "opening range breakout". We will buy a certain distance
above the open and sell short a certain distance below the open. In
overbought conditions, as identified by "PTI", we move the
sell entry in tight and the buy entry moves farther out. Making it easier
to sell an overbought market. The opposite applies to oversold markets.
I
think our Daytrade system is a profitable and proven system,
a simple, logical design to day trading.
The
major trend of the day can sometimes change direction. This is most
likely to happen at the highs and lows of the last three or four days,
or after gap openings. These are sometimes labeled "key reversal
days". This is happening more and more in recent years as the volatility
of the market has increased. Our "Superior Clear-Out Reversal
Enhancement" entry tries to identify these reversals and get
in the trade as the new move begins. Finally, the risk of trading changes
everyday. So should your stop losses. Our system uses "Dynamic
Risk Exposure Stops". They will change everyday as the risk
of trading changes.
| STC
V-Based Daytrade System |
Released for
sale in March 1997. Included as part of the "Basic" Daytrade
package.
Test reflects hypothetical performance on 1 contract of the big
S&P futures contract. |
|
V-Based
Daytrade - S&P's
|
|
"A
Proven System for Daytrading Stock Index Futures"
|
|
Hypothetical
Results
|
| Total
Profit |
$178,113
|
| Max.
Drawdown |
$28,475
|
| Profit
from Longs |
$96,875
|
| Profit
from Shorts |
$81,238
|
| Winning
Months |
62%
|
| Average
Win |
$1,768
|
| Average
Loss |
-$1,073
|
| Avg
Trades per Year |
128
|
| Winning
Trades |
43%
|
| Most
Consecutive Losses |
11
|
| Profit
to Drawdown Ratio |
6:1
|
| Avg
Profit per Year |
$18,915
|
|
No Fees.
$100 deducted per trade for slippage and commissions.
|
|
Hypothetical
Performance of the STC V-Based S&P Daytrade System.
Click on equity curve for larger image.
|
|
| STC
"Low-Risk" Daytrade System |
Released in
2002. Included as part of the "Basic" Daytrade package.
Test reflects hypothetical performance on 1 contract of the big
S&P futures contract. |
|
Low-Risk
S&P Daytrade
|
|
"A
Limited Risk System for Daytrading Stock Index Futures"
|
|
Hypothetical
Results
|
| Total
Profit |
$196,775
|
| Max.
Drawdown |
$17,525
|
| Profit
from Longs |
$123,325
|
| Profit
from Shorts |
$71,450
|
| Winning
Months |
58%
|
| Average
Win |
$1,983
|
| Average
Loss |
-$629
|
| Avg
Trades per Year |
130
|
| Winning
Trades |
30%
|
| Most
Consecutive Losses |
18
|
| Profit
to Drawdown Ratio |
11:1
|
| Avg
Profit per Year |
$20,896
|
|
No Fees.
$100 deducted per trade for slippage and commissions.
|
|
Hypothetical
Performance of the STC Low-Risk Daytrade System.
Click on equity curve for larger image. |
|
| STC
V-Based Daytrade System - Mini Russell |
Included as
part of the "Basic" Daytrade package.
Test reflects hypothetical performance on 1 contract of the mini
Russell futures contract. |
|
"Basic"
V-Based Daytrade - Mini Russells
|
|
"A
Proven System for Daytrading Stock Index Futures"
|
|
Hypothetically
Tested from 4/1/2003 - 5/3/2006
|
| Total
Profit |
$12,490
|
| Max.
Drawdown |
$5,000
|
| Profit
from Longs |
$8,375
|
| Profit
from Shorts |
$4,115
|
| Average
Win |
$380
|
| Average
Loss |
-$244
|
| Avg
Trades per Year |
125
|
| Time
in Market |
4%
|
| Winning
Trades |
44%
|
| Most
Consecutive Losses |
11
|
| Profit
Factor |
1.24
|
|
|
| STC
Stemwinder 2 Daytrade System |
Released in
2002. Included as part of the "Ultimate" Daytrade package.
Test reflects hypothetical performance on 1 contract of the big
S&P futures contract. |
|
Stemwinder
2 S&P Daytrade
|
|
Hypothetical
Results
|
| Total
Profit |
$230,188
|
| Max.
Drawdown |
$26,900
|
| Profit
from Longs |
$111,425
|
| Profit
from Shorts |
$118,763
|
| Winning
Months |
62%
|
| Average
Win |
$1,703
|
| Average
Loss |
-$1,032
|
| Avg
Trades per Year |
129
|
| Winning
Trades |
45%
|
| Most
Consecutive Losses |
11
|
| Profit
to Drawdown Ratio |
9:1
|
| Avg
Profit per Year |
$24,445
|
|
No Fees.
$100 deducted per trade for slippage and commissions.
|
|
Hypothetical
Performance of the STC Stemwinder 2 Daytrade System.
Click on equity curve for larger image. |
|
| STC
Stemwinder 2 Daytrade System - Mini Russell |
Released in
2002. Included as part of the "Ultimate" Daytrade package.
Test reflects hypothetical performance on 1 contract of the big
S&P futures contract. |
|
Stemwinder
2 Daytrade - Mini Russells
|
|
"A
Proven System for Daytrading Stock Index Futures"
|
|
Hypothetically
Tested from 4/1/2003 - 5/3/2006
|
| Total
Profit |
$13,925
|
| Max.
Drawdown |
$4,080
|
| Profit
from Longs |
$9,655
|
| Profit
from Shorts |
$4,270
|
| Average
Win |
$363
|
| Average
Loss |
-$238
|
| Avg
Trades per Year |
126
|
| Time
in Market |
4%
|
| Winning
Trades |
46%
|
| Most
Consecutive Losses |
6
|
| Profit
Factor |
1.28
|
|
| |
|
