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5201.02% Return on Account, 2131.90% Return on Initial Capital
in less than 9 years!
SPR is a day trading system designed to trade the E-mini S&P 500 Futures. When
an extreme overbought or oversold condition is met, SPR places an limit order to
buy or sell at these price levels. Once a position is entered, we wait for the market
to immediately retrace back for a quick turn-around profit. Each trade last about
6 minutes. All trades are entered during market hours from 9:30 - 4:00 EST. There
are two system variations in SPR, System #1 and System #2. System #1 is more aggressive
and trades more frequent than System #2. Users can decide which variation to use
to trade or trade both. SPR is similar to ESX trading system, but the entry method
is different and is a more aggressive system. We recommend trading this strategy
fully automated due to the short term nature of each trade. SPR is programmed in
EasyLanguage and can run on the Tradestation 8.8 or MultiCharts 6.0 trading platform.
Back Testing Results Summary
The SPR trading system was tested from 01/02/2002 – 08/06/2010 using System #1.
The total net profit during this period is $106,595.00 trading 1 E-mini S&P500 Futures
contract. The total number of trades during this period is 11,150, 64.5% of the
trades were profitable. The maximum intra-day drawdown is only $2,181.55, 2.04%
of the total net profit.
Using System #2, the total net profit during this period is $80,808.40 trading 1
E-mini S&P500 Futures contract. The total number of trades during this period is
7828, 65.42% of the trades were profitable. The maximum intra-day drawdown is only
$1,568.75, 1.94% of the total net profit.
Margin requirement for each contract is $2,813.00. For every $5,000.00 in the account,
you can trade one contract. We are confident that SPR will continue to perform well
in the future and break new equity high.
Download
Right mouse click on the icon below and select Save Target As from the shorcut menu
to download.
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SPR Brochure
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SPR Back Testing Report System #1
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SPR Back Testing Report System #2
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