Outcomes – system trades to Feb. 12, 2016
Nat’s system trades returned $975 before slippage and commissions last week, trading one contract lots. The system produced 8 trades on three days.
The largest drawdown was $150 (stop level) but on two occasions the system was stopped out three times in succession before a winning trade was entered. On a daily basis, the largest daily drawdown was $450. The largest daily gain was $1,275.
In total the system was stopped out six times and posted 2 winning trades, for 12 and 25.5 points respectively.
For the month of February to date the system produced at net gain of $1,525.[gview profile=”halfdisplay” file=”https://www.naturus.com/wp-content/uploads/2016/02/160215-trades-Feb.12-2016.xls”]
Note that these are hypothetical results from a simulation account.
We are beginning a Beta project to test the results of the system under actual trading conditions. We’ll post the results as they become available.
Here is a spreadsheet with the hypothetical results from Jan. 4 to Feb. 12.
Contract: ESH6. Position size 1 contract. Inflection points posted at 8 a.m.
Enter only at buy or sell levels, exit at next inflection point or market on close with a three-point stop. Re-enter each time stopped out. No positions held overnight.