Example Trading System

Sep 21, 2005. After yesterday's range expansion we were only trading YM today. The continuation of the down move had us short again for a profit of 37 points or $185.
 
Sep 22, 2005. Trading on Thursday led to small gains for ER2 and EMD of $90 and $20 on Long positions but a short position on YM led to a loss of $335.

Still, up $2,605 on the week, though.
 
Sep 23, 2005. Triggered long on all contracts (except ES which we are now not trading on Friday) for small profits on each. $570 for the day in total. $3,175 profit for the week (before commissions etc).

I maintain a spreadsheet of every trade (pre and post filters) on every contract which contains equity curves for individual contracts as well as an overall equity curve. This contains data from Jan 2003 and I update it every monday for the previous week. Download it from my website here.
 
Sep 26, 2005.

3 winning trades(YM, ES, NQ) and 2 losers (EMD, ER2) today - except the losers outweighed the winners leading to a loss of $637.50 overall.
 
Sep 27. Oh dear! A sharp reversal off the lows of the day caught us short and led to stop out trades. All except ES, that is, although that still managed a small loss off of a long position. Overall down $1,807.50 over 5 contracts.
 
Sep 29. Changing the 'No trading on Thursday' rule last week paid off today as we pulled in a profit of $2,030.00 from YM, ER2 and EMD from long positions.
 
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