Cobra CT III E-mini S&P

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The Cobra CT III E-mini S&P is a day trade strategy for the E-mini and Micro S&P that takes advantage of "buy the dip" in a low volatility market environment. The strategy is a counter trend strategy and is long only.  

This strategy trades on 1 minute charts and uses muiltiple data series within the algorithm. The CBOE VIX as well as the NYSE TICK are used in the trading rules.

The subscription is a closed code annual subscription and is available in the Tradestation and Multicharts platforms.

Cobra CT III 2023 Update

We have updated Cobra CT III E-mini S&P for volatility. The 2021 version still has an upward equity curve. Some of the parameters limit the number of trades for the current market environment. There is a Gap Down Limit set to 12 points. We adjust that number to 20 points. We also double the stop loss and double the monthly loss limit.

We discuss all of the adjustments as well as the performance differences and show how the updates increase the number of trades and the profitability in the current market environment.

Cobra CT III E-mini S&P 2023
Hypothetical Performance Summary

E-mini S&P 1 Contract

$25 round turn slippage and commission

01/01/2007 - 11/21/2022

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Cobra CT III E-mini S&P 2021
Hypothetical Performance Summary

E-mini S&P 1 Contract

$25 round turn slippage and commission

01/01/2007 - 11/21/2022

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