STOCK INDEX PORTFOLIO

The Stock Index Portfolio is a 30 strategy fully automated trading system that can be traded using Tradestation, NinjaTrader, or MultiCharts. 17 of the strategies trade the E-mini S&P while 13 trade the E-mini Nasdaq. 28 of the strategies are day trade while 2 of the E-mini S&P strategies hold positions overnight.

This portfolio can be traded on the Minis or the Micros. The capital required to trade the Stock Index Portfolio on the Minis is $100K while the capital required to trades the Micros is $10K.

Additional customizations can be made to this portfolio such as trading only the E-mini S&P or trading only the day trade strategies in the portfolio. There are many different combinations that can be traded and we recommend that you use the Portfolio Calculator Tool to test any customizations.  

The Portfolio Calculator offers you the ability to customize your portfolio setup.

Additionally two of the strategies used in the portfolio can be found as open code in the Members Area for our book, "Seven Trading Systems for the S&P Futures". 

The smallest timeframe our strategies uses is 1 minute while the largest timeframe our strategies use is 60 minute bars. Fourteen of the thirty strategies are based on SR CounterTrend II, SR CounterTrend II v2, and SR CounterTrend IIM v2 variations on 1 minute, 5 minute, and 15 minute charts.

This portfolio also uses strategies developed based on price along as well as strategies developed which use market internals such as the NYSE TICK, NYSE ADV, NYSE DECL, and the CBOE VIX.

PORTFOLIO CALCULATOR

Our Market Portfolios are a combination of our automated trading systems which provide diversity through different methodologies such as trend, counter trend, and mean reversion. Our strategies trade different markets on different timeframes and are very active.

Our Market Portfolios employ the same trading methodologies used by Commodity Trading Advisors (CTAs) and Hedge Funds in Alternative Asset Management to actively trade the markets and are not correlated with traditional long term investments.

Any given strategy or methodology can stop working for an extended period of time. We believe that market cycles change based on market fundamentals. Our strategies seek to provide returns in any market condition including a recession, depression, long term bull or bear markets, low interest rates, high interest rates, low volatility, high volatility, and many other market conditions that exist in the markets.

Any given strategy or methodology, no matter how good it is, can go flat or sideways for 1-2 years or more. We combine different methodologies on different time frames and employ strategies that are both at equity peaks, and in drawdowns in our portfolios to take advantage of the cycles in the markets.

Often times the strategies we expect to do well, under perform, and the strategies for which we have no expectations out perform. It is difficult to hand pick a single strategy since it is not possible to predict the future market environment.

We offer three Market Portfolios which are all listed below but also give you the option to customize your own portfolio with our Portfolio Calculator, a Microsoft Excel tools. The tool includes our strategy data that you can customize to build your own portfolio. This tool will quickly give you the combined equity curve analysis calculation for all of our strategies inclusive of transaction costs. 

200K PORTFOLIO

The 200K Portfolio is a 27 strategy portfolio that covers the major commodity markets best for day trading and short term trading. The markets included are Soybeans, Gold Silver, Crude Oil, RBOB, Euro Currency, Emini S&P and E-mini Nasdaq. 

In this portfolio two E-mini S&P strategies can hold positions overnight and two Gold strategies also take swing trades and hold positions overnight.

Three Soybean futures strategies are included in this portfolio including: Soybeans Swing Conservative, Soybeans DT III, and SR CounterTrend II Soybeans. 

SR CounterTrend II also trades Gold, Silver, E-mini S&P, and E-mini Nasdaq while SR CounterTrend IV trades Gold, Silver Crude Oil, and RBOB.

25K PORTFOLIO

The 25K Portfolio is for smaller trading accounts and includes some of our top strategies in the 200K Portfolio. Cobra III E-mini Nasdaq is one of our top strategy with the most potential with Nasdaq priced around 8000. This strategy trades best with a slightly higher VIX and a trendy market. 

We surround this portfolio with other strategies that take advantage of low VIX environments and add diversity with the Crude Oil, Gold, Euro, Soybeans, and E-mini S&P futures markets.

The list of stock index strategies in this portfolio include Cobra III E-mini S&P and E-mini Nasdaq, SR CounterTrend II E-mini S&P and E-mini Nasdaq, Tick Count Trend II 1m and 5m E-mini S&P, E-mini S&P Night Trader, and QS III NQ.

Cobra Euro IV, SR CounterTrend II Gold and Crude Oil, SR CounterTrend IV Crude Oil, and Soybeans Swing Conservative complete the list of strategies in this portfolio.

In a bear market, Cobra III is the only one that is needed.

COBRA III E-mini Nasdaq (NQ)

An E-mini Nasdaq trend multi bar pattern intra-day trend strategy originally developed in 2005. 
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U.S. Government Required Disclaimer - Commodity Futures Trading Commission. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results

CFTC RULE 4.41 - HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY, SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN.