|
TrendTimer Trading System
Annualized Returns 1992 - 2011
TrendTimer +25.42%
vs
S&P 500 +5.61%
The TrendTimer
trading system generates Long &
Short signals for the S&P 500 in order
to profit when the market is rising or declining. Ideal for trading S&P 500 bull & bear mutual
funds, futures or other instruments based upon the S&P 500. The
following results
are based upon trading the one E-mini futures contract for each
$25,000 at the
beginning of each year. Compounded results are also included.
Historical
Results 1992 - 2011
Sample Long and Short
Trades - 2007 +34.20%
TrendTimer Requirements
Real time intraday charting program using S&P 500
E-mini futures with 10 minute data bars.
We use the Tradestation Program. Long & Short signals are determined by
the following
specific trading rules.
The trading rules are fully revealed. There is no emotion involved.
You only have to look at the market at 3:40 PM ET, then determine if there
is
a new
Buy or Sell (short) signal and place your trade on "market on close".
TrendTimer Trading Rules
The written trading rules are
demonstrated on
two or more historical price charts
such as the sample charts below.
We also include excel spreadsheets that contain
all the historical Long &
Short
signal dates and results, profit/loss ratios and
the annual drawdowns since 1992.
TrendTimer's Trendline Day Count System
We use uniquely designed Trendlines as a primary technical
tool. The Trendlines
are updated daily to determine the current Trendline
Day Count. Based upon the
length of the current
Trendline Day Count, specific
trading rules are used. There is
one or two specific trading rules for
each
of the following Trendline Day Counts
3-Day Trendlines -
4-Day Trendlines
5-Day Trendlines -
6 to 8-Day Trendlines
9-Day or Longer Trendlines
There is also other easy to understand
trading rules including the following
Sideways Pattern
High Low Pattern
Stop Loss
Chart
examples demonstrating
one of the 3-Day Trading Rules
and both of the 4-Day Trading Rules.
This
chart demonstrates both a 3-Day Trendline SELL (short) signal and 4-Day Trendline
BUY signal.
Unlike
traditional trend lines drawn confined to highs and lows, the
TrendTimer system allows for
the a trend line to penetrate 4 green data bar
closes on days prior to the current day. When the
trend line intersects or is above the red or magenta bars, a
potential SELL signal is activated,
which then has to be confirmed using the Trendline Day Count rules.
For example, in the middle of the chart, the 3-Day Trendline Count
activates a potential SELL signal
The trading rule on the top left then confirms the SELL signal at 3:40
PM ET. You then place your
order to SELL "market on close". Therefore, you don't have to
watch the market all day
only at 3:40 PM ET to determine if a new Signal has been confirmed. It
only takes a couple
of minutes to determine if a Signal has been confirmed. The easy to
learn confirmation
rules for both Buy and Sell signals are the same just reversed.
The 4-Day Trendline
Count has two different rules.
This
chart demonstrates the second rule.
Since the trendline is above
the red or magenta bars, a potential SELL (short) signal has
been activated,
which then has to be
confirmed using one of the two 4-Day Trendline rules.
In this example, the second rule
referenced in the chart has been confirmed, thus,
you place your order to Sell Short "market on close".
Annual Performance Graphs
1992-2011
TrendTimer vs S&P (ES) Futures
TrendTimer Trading System Fee: $295.00
Disclosure: From 1992 thru 1998 the S&P 500 Futures data was used (1999
to present ES E-mini data) and
rolled over at the beginning of each expiration month using $25 for
commission per transaction.
The results of reinvesting dividends, interest, and other earnings, or
taxes, are not included. The results prior
to 1998 are back-tested and were achieved by means of a retroactive
application of TrendTimers' trading rules.
Historical back-tested results may not reflect the impact of any
material market, nor economic factors
that might have been utilized. It should not be assumed that any signal
recommendations made in the
future will be profitable or will equal past performance.
QUESTIONS? Send us an
Email
|
