Strategy on RUT. Search for the best system.

Attached to result of the RUT signals. I applied a 2 point grid.

Entry Rule

Wave (current) = 1

Exit Rule

TS = 1

no profit target

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Be aware of 2-2 waves. They might not be profitable.
I did no systematic backtesting on that, since I don't have the historical data.
 

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Signals on IWM on a .25% grid over 10 days

Enter at .25%, exit with a .25% trailing stop (on grid), no profit target.

Another tactics (hindsight) was to countertrend trade every .75%move with a .50% target and a stop at 1.0%.
 

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Once possible long term system is to go long when the RUT proceeds 10 points up.
Trail on grid with 5 points stop.
In addition buy every dip of 10 points with 5 points profit target and a stop loss of 20 points
Gain in 4 years 18*5=90 points
vs. buy and hold 17*5=85 points

* Please look at the equity curve - nearly no DDs *

Current signal is:

Long 775 Stop 725 Profit Target 800 (trailing on 5 point grid)

Next signal is shown in the graphics (yellow arrow).
 

Attachments

Signals for RUT 5 days 1 point grid

Enter +1 point
Exit TS -1 point (trail on grid)

Actual signal is UP from 802
Trailing Stop is at 801
Trailing on grid to 802 if 803 is surpassed
 

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