Would you trade this strategy?
After my last post regarding the CME data import functionality an EdgeRater user told me about a winning strategy using the e-mini S&P 500 contract.
It appears that my post was very timely because he had heard about the strategy the day after the post appeared.
Being eager to use this new data capability in the program I decided to run the strategy through the trade simulator to see for myself…
I thought what I found might intrigue you and so I put together another video that shows the exact rules for the strategy and the results of running it over the last 5 years of data.
Feel free to comment at the bottom of the video page.
VIDEO: e-mini S&P 500 strategy