|
2007 (avg
25 trades/mnth)
| January |
+7.50 |
| February |
+21.75 |
| March |
-13.50 |
| April |
+4.25 |
| May |
-5.25 |
| June |
+40.00 |
| July |
+0.50 |
| August |
+12.00 |
| September |
+33.50 |
| October |
+76.00 |
| November |
+53.50 |
| December |
+27.25 |
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| 1 Point = $50 |
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S&P
signals are generated at support and
resistance levels. The logic of this
system is based on the market’s
natural elasticity. As price rises
it naturally meets an area where demand
falls short of supply, the extended
advance is met with selling. The system
in return shorts the S&P futures
with the intent of taking profits
when the S&P declines to more
sustained levels. This strategy is
definition and execution of the “Reversion
to the Mean” principle.
The
opposite is true regarding declines:
when price falls it reaches support
in an extended area where demand becomes
greater than supply, prices naturally
rise. The system buys the S&P
futures with the intent of taking
profits when the S&P advances
to more sustained levels again defining
the principle of “Reverting to
the Mean”.
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The ES CTS trading system is 100%
mechanical and averages 2 trades per
day on the S&P eMini futures.
The strategy is available for purchase
using TradeStation software. Please
e-mail us for more details.
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Do other services
include their losing trades? NO The
results are optimized to show best
case scenarios. All ES signals are
delivered within 5-minutes of the
open. Each signal has a target and
a stop and the results of each day
is fully disclosed at the close. No
cherry picking!
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