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Trading System Signals on 03/10/2025

The market gapped down and move lower most of the day with less volatility at the open than what we saw last week. The number of Zig Zags was 24, which is still high but less than most of the days last week. The CVIX today was less than 1.


The One Million MNS/250K Portfolio stayed flat and watched Sibilance NQ. Pre-market, we received a notice of higher intra-day margins. This can typically generate wild trading. We worked on finishing some updates for Sibilance NQ and were able to improve the code efficiency by reducing the number of lines to 1/4 the length, from 2000 lines to 500 lines using Case/Switch instead of lists. We have some new strategies to add to Sibilance NQ including Open Range NQ and Viper 2025 NQ. Viper struggled in 2024. Adding correlation requirements between the Nasdaq 100 and the broader market is a great update for Viper 2025.


The hypothetical results for the Stock Index Portfolio 10 did well on the short side with Open Range NQ leading the way. The hypothetical results were +14,700 while the Micros at 1/10th on the day.


The hypothetical results for the 50K Portfolio was -$2,750


The hypothetical results for the NQ Two System Portfolio was -$1,020


The hypothetical results for the NQ Five System Portfolio was -$150


We posted this video earlier for the Stock Index Portfolio 10 short signals.




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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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