Strategy on RUT. Search for the best system.

[gg12]

RUT Signals

Stop 1 point
Trail and Reverse 1 point

always in the market

 

[gg12]

Especially profitable were

1-1 waves
1-2 waves
3-3 waves
3-4 waves

 

[gg12]

Still short at 2 point grid.

Next long signal at 814 (same as TS).

 

[gg12]

Good long signal at 814
TS now at 816

Graphics shows recent 3 signals.

 

[gg12]

The 4 years chart on RUT shows a clear and long uptrend.

 

[man]

Quote from gg12:

I found a nice system based on the Russel Index RUT.

Based on a 2 point grid a nice profit would have been made the last 10 days. Please see attached graphics for details.

I compared the INDU, SPX, NDX and RUT. But RUT is clearly the best INDEX for profit.

To execute the strategy an instrument like the ER2 future or IWM options are necessary.

Who has made experiences on RUT strategies to share with all?

just to make sure i get it: you ran backtest on TEN days? and you
chose the best market out of FOUR indices?

 

[gg12]

man

You can make a simple backtest if you have a minimum of 30 incidents. I think for an intraday view 10 days are sufficient.
(I am also looking at 1y and 4y timeframes in the indexes).

What are others thinking?

 

[man]

Quote from gg12:

man

You can make a simple backtest if you have a minimum of 30 incidents. I think for an intraday view 10 days are sufficient.
(I am also looking at 1y and 4y timeframes in the indexes).

What are others thinking?

well, thirty observations are way too few in my understanding.
a few hundred is the minimum IMHO. plus they should happen
in different environments. high vola, low vola, bullish bearish
market, you name it.

 

[gg12]

man

I agree, but taking the recent 30 incidents and assuming that the market conditions don't change, this could be a quick way to go.

The other thing is experience which signal to take and which signal to skip.

 

[gg12]

Down signal 826
STP trailing 828