The Simplest System You’ll Ever Find for the S&P E-mini

About the Author Ben Little

Ben has been a private trader for over 7 years and is now a TradeStation Trading App Developer. Finding and exploiting edges is his game, as he's not only a trader but a professional sports handicapper. You can find him on Twitter @TRUmav for financial commentary, or @BtheHouse for sports betting commentary. If your interested in more models like the one above, check out BtheHouse.com. Ben always enjoys sharing and brainstorming ideas with like-minded traders, bettors, and investors.

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  • Good work, but this seems like curve fitting. I would like to see these parameters applied to out-of-sample data.

  • BlueHorseshoe says:

    If you expect a market to be mean reverting, then it makes sense that the long signals perform better during a bear market as your testing revealed. A bear market, afterall, is nothing but an excursion below a very long term mean, and you would therefore expect the market to regress back towards its long term average value.

  • rob says:

    Need a workspace doc. Can you provide?

  • Ola says:

    Very good example of how to develop a strategy!
    What does the drawdown look like?

  • EuroTrader says:

    Like throwing darts during the dot.com period where everybody was a winner who bought-bought-bought — in a strong up-trend like we’ve seen for the sample period, almost any steadily buying system will work.

    Still some good things included in the commentary for inexperienced traders to think about when curve fitting.

  • Rick Cromer says:

    It would seem like you’re not really finding anything special since you’re only trading long and we’ve been in a bull market for such a long time. How does the bear trade do if you enable the same set of rules to trade short?

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