MeanSwing II EMD

MeanSwing II EMD applies the MeanSwing II strategy to the emini futures of the S&P MidCap 400.  MeanSwing II is a mean-reversion (countertrend) swing trading strategy designed for stock indices, and the exact same code is used for every market.  This strategy utilizes twenty high-probability signals and takes a position when a sufficient number of them are long or short.  It averages 1 trade per month per market with the average trade lasting 5 trading days.  The strategy has a protective trailing stop-loss order (the smaller of a volatility based trailing stop or $5000 fixed money management trailing stop) and uses market or stop market orders to ensure real-time trades will be filled (no partial orders, unfilled limit orders, etc.).  Disclaimer: the placement of stop-loss orders will not necessarily limit your losses to the intended amounts, since market conditions may make it impossible to execute such orders.

All hypothetical performance results shown below are based on 1 contract per trade, include $20 round-trip commission and 1 tick slippage per side and are non-compounded results (profits are not reinvested).  The lease price is not included in these results.  No management or incentive fees are charged.  The method used to determine purchase and sale price for each trade is established by a mathematical computation that is proprietary.  Past performance is not necessarily indicative of future results.

5 year Hypothetical Performance Summary (based on a $25,000 account not compounded):

FUTURES TRADING INVOLVES SUBSTANTIAL RISK AND IS NOT SUITABLE FOR ALL INVESTORS.  PEOPLE CAN AND DO LOSE MONEY.  PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS.  ALTHOUGH EVERY ATTEMPT IS MADE TO ENSURE THE ACCURACY OF THESE NUMBERS, WE CANNOT GUARANTEE THAT THEY ARE, DUE TO INACCURACIES IN DATA OR ERRORS IN CALCULATION.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE ACTUAL PERFORMANCE RECORDS, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE OVER OR UNDER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS A LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.

THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL TRADING IS THAT SUCH TRADING DOES NOT INVOLVE FINANCIAL RISK AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKET IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

Click here for a 5 year hypothetical performance report (must be opened with Internet Explorer or IE Tab).