The E-mini S&P After Hours trading system is a new strategy and a new addition to the All Strategy Access Portfolio. It is not included in any of the individual portfolios yet but can be traded separately.
It tests well back to May 2001. Prior to May 13, 2001, the emini S&P futures market did not re-open until midnight CST. After May 13, 2001, the e-mini S&P futures market started trading again each day at 5pm CST. If conditions are met, it enters a trade each day at 5pm CST.
To exit, we use a $700 stop loss or exit at 2 am CST as the European session begins. We stop trading on the month if on a closed traded basis, we are down more than $2000 per contract on the month.