Trade: Trade: Mechnical trading model for S&P 500 e-mini contracts /ES for SEPT 2011

Date Ticker Contracts Points Profit
9-8-2011 /ES 4 3.25 $650
9-14-2011 /ES 4 4.00 $800
9-15-2011 /ES 4 -4.25 $850
9-20-2011 /ES 2 5.00 $500
9-21-2011 /ES 2 -10.00 $1000

Profit and loss: $100
Number of trades: 32
Commission: $112

S&P 500 day trading model
Commission: 3.5 per futures contract
Maximum loss: 6 handles per contract

The model trades S&P 500 E-mini futures which is 10:1 leverage. Therefore, the strategy focuses on high success rate trades. Signals doesn't happen everyday.

Comments on this post
  1. By Anonymous on Tue, 09/20/2011 - 07:08

    hi, can you make your trades real time, so we can follow you? thanks