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Cobra CT III E-mini S&P

E-mini S&P trading system - Cobra CT III example trades

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.  

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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.

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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.

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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

Cobra CT III e-mini S&P performance summary

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

Cobra CT III 2021 e-mini S&P performance summary

EXCLUSIVE MARKET AND STRATEGY UPDATES

 Capstone Trading Systems © 2025. All Rights Reserved.

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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.

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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.

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