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MiniMax Trading System MiniMax
is a powerful and affordable swing trading system that trades a
diversified portfolio of futures markets. The core element of MiniMax is a volatility breakout method,
one of the most robust and time tested methods in futures trading. How
is MiniMax different from other volatility breakout systems? There are
several differences, including a price pattern that identifies more
favorable entry conditions. MiniMax also includes a novel volatility filter and
a proprietary trend filter that provide substantial improvements over standard
volatility breakout methods. This combination of features results in a very versatile and powerful
approach to trading.
MiniMax is particularly well suited to
those who want to diversify their trading using a portfolio approach. The figures
that follow show the back-tested performance of MiniMax over a
four-market
portfolio consisting of E-mini S&P 500, mini Russell, crude oil, and T-Bond futures.
2009 Performance (through 6/17/09):
2008 Performance:
1989 - 2007 Performance:
The net profit by year on a one-contract basis for this four-market portfolio
is shown below:
|
YEAR |
NET PROFIT |
TRADES |
WINS(%) |
P FAC |
|
2009* |
$18,575.62 |
56 |
48.21 |
1.402 |
|
2008 |
$45,831.26 |
107 |
44.86 |
1.514 |
|
2007 |
$37,754.37 |
116 |
47.41 |
1.895 |
|
2006 |
$13,644.35 |
107 |
42.06 |
1.294 |
|
2005 |
$21,574.38 |
117 |
47.86 |
1.566 |
|
2004 |
$26,373.12 |
112 |
43.75 |
1.636 |
|
2003 |
$22,213.76 |
93 |
52.69 |
1.874 |
|
2002 |
$21,326.87 |
92 |
44.57 |
1.561 |
|
2001 |
$15,086.25 |
49 |
57.14 |
1.814 |
|
2000 |
$4,273.12 |
32 |
53.13 |
1.219 |
|
1999 |
$10,103.73 |
43 |
53.49 |
1.517 |
|
1998 |
$11,650.62 |
37 |
51.35 |
1.879 |
|
1997 |
$10,806.26 |
35 |
54.29 |
1.808 |
|
1996 |
$10,589.37 |
35 |
45.71 |
1.725 |
|
1995 |
$7,753.14 |
36 |
50.00 |
1.823 |
|
1994 |
$4,428.13 |
23 |
43.48 |
1.806 |
|
1993 |
$2,560.00 |
20 |
55.00 |
1.814 |
|
1992 |
($7,430.00) |
26 |
15.38 |
0.300 |
|
1991 |
$1,800.00 |
22 |
45.45 |
1.209 |
|
1990 |
$24,490.00 |
20 |
65.00 |
3.626 |
|
1989 |
$575.00 |
5 |
40.00 |
1.723 |
|
AVE |
$14,467.50 |
56 |
47.74 |
1.677 |
* Through June 17, 2009.
For up-to-date performance results for each market, click on the links for
the TradeStation performance reports (Excel format), located below in the
sections for each individual market under "Additional Data".
Consider the following benefits of the MiniMax system:
-
Trade a diversified portfolio of markets, including
some of the most profitable markets of recent years.
-
Profit in bull, bear, and sideways
markets.
-
Eliminate emotional mistakes by employing a 100% objective trading
approach.
- No need to watch the market
all day.
- No need to watch the market
at the open.
-
Place all daily orders ahead of time in TradeStation.
- Built-in position sizing: limit your risk and know exactly
how many contracts to trade.
- Understand what you're trading. The
system code is open, and the trading logic is spelled out in detail
in the user's guide.
** Want to
get this system free of charge? Purchase the
Reliability
system no later than June 30, 2009 and
MiniMax will be included with your purchase. Trade both systems for
greater diversification.
CLICK HERE to purchase now
The following four markets have been
identified as excellent trading vehicles for the MiniMax system.
Although other markets may be equally good, these markets were chosen
for their good liquidity, profit potential, and based on how well they
trade together in a portfolio.
E-mini S&P 500 (ES)
The S&P 500 index is a stock
index for large cap stocks. The E-mini S&P 500 futures are the most heavily
traded futures contract in the US. Recent margin requirements were $5625 per
contract. One full point move in the S&P 500 index is worth $50 in
the futures contract. E-mini S&P 500 futures are traded at the CME (www.cme.com).
MiniMax trading system equity curve on
E-mini S&P 500 index futures with one contract per trade and
deducting $30 per contract for slippage and commissions.
Additional Data:
TradeStation Performance Report for MiniMax on the E-mini S&P 500 (Excel
file):
MiniMaxPerformance -
ES.xls
mini Russell 2000 (ER2/TF)
The Russell 2000 index is a stock
index for small cap stocks. The Russell has out-performed other US stock indexes
for several years in a row and posted a new all-time high in 2007. Recent minimum margin requirements
were $4000 per
contract. One full point move in the Russell 2000 index is worth $100 in
the futures contract. Mini Russell 2000 futures are traded at the ICE exchange (www.theice.com).
MiniMax trading system equity curve on
E-mini Russell 2000 index futures with one contract per trade and
deducting $30 per contract for slippage and commissions.
Additional Data:
TradeStation Performance Report for MiniMax on the mini Russell (Excel
file):
MiniMaxPerformance -
ER2.xls
Crude Oil (CL)
Crude oil has been a headline grabbing commodity for
several years now. Recent prices are near the record highs. For the full size
contract, minimum margin rates in May 2009 were $7763 per contract (or $3881
for the mini contract). A
dollar move in crude oil prices is worth $1000 in the futures contract. A mini
contract is also available (symbol QM) with one-half the point value and
one-half the margin requirement of the full size contract. Crude oil futures are
traded at the NYMEX (www.nymex.com).
MiniMax trading system equity curve on
crude oil futures with one contract per trade and deducting $75 per
contract for slippage and commissions.
Additional Data:
TradeStation Performance Report for MiniMax on crude oil (Excel file):
MiniMaxPerformance - CL.xls
US Treasury Bonds (US)
After several years without new
issues, the federal government started issuing 30 year Treasury bonds
again. Treasury bond futures never stopped actively trading at the CBOT (www.cbot.com).
The margin to trade one US T-Bond contract was $4860 in May 2009. Each
full point move is worth $1000.
MiniMax trading system equity curve on
T-Bond futures with one contract per trade and deducting $75 per
contract for slippage and commissions.
Additional Data:
TradeStation Performance Report for MiniMax on T-Bond futures (Excel
file):
MiniMaxPerformance - US.xls
What do
Others Say?
"I've made some
edits to your MiniMax II and so impressed with it that I went against my
statement to watch it for a few months before I started trading it.
I started in mid May, and the results have been better than I could hope
for. I've been very lucky, as the results have been better than the
history. "
S. S., Ph.D., Atlanta, GA
"I have been virtually
trading the system since the beginning of the month, and whether the results
are atypical, I have been really impressed with the action and adaptability
of the system to the volatile trading conditions. On a $50,000 account
it is up $7000."
G. Bell
"Just want you
to know how delighted I am with your MiniMax trading systems and money
management systems (MonteCarlo, FixedRisk)! I've been doing something similar
to FixedRisk manually (... it's amazing how many trading systems are available,
yet there is a strikingly stark lack of money management systems/software)!"
B. E., Blue Point, NY
"Thanks for the
continued corrections and updates. I've been telling all my friends
and readers of my web site that you've got the best deal going in a trading
system. Considering all the code, system versions, documentation,
upgrades, the price can't be beat. "
BobR, www.oextrader.com/sigma_trader
"I want to complement
you on a well documented, thorough manual. It is by far the most professional
document I have seen accompanying any software package."
R.C., Durham, NC
Here's What You'll Get
When You Order MiniMax
The MiniMax trading system
includes:
- The MiniMax trading system with named
TradeStation versions for each of the four markets shown above.
Each named version (e.g., MiniMax - eMini(ES)) defaults to the recommended parameter values for
the corresponding market. MiniMax is a short-term (sometimes referred to as "swing trading") system
that runs on daily (end-of-day) data. It's NOT a day trading system.
- A clearly written, instructive
user's guide in PDF format. The user's guide includes a full
description of the system, including the system's rules, so the system
could be programmed in another programming language if you don't want to
use TradeStation.
- EasyLanguage code implementing
the system. The code is open and fully commented, so you can see exactly
how the system works.
- A TradeStation workspace file for TS 8,
with charts and settings for the four recommended markets.
- Free service and support. You'll
have the number for my direct phone line and my email address.
- Free upgrades.
- A full money back
guarantee. Click here to
review our refund/return policy.
Get all this for a single payment. The system and user's
guide (PDF version) can be downloaded directly after you place your order.
A hard copy of the manual and a software CD can be ordered for an additional
$35.
Need more information?
Read
the FAQ (Frequently Asked Questions) for MiniMax.
** Special offer: Get
this system free of charge by purchasing the
Reliability system
no later than June 30, 2009. MiniMax will be included with your purchase of
Reliability. Trade both systems for greater diversification.
MiniMax Trading System
Price:
$525.00
Order now through our secure ordering system.
Ordering
information.
Terms & Conditions
HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE
CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD,
SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE
TRADES HAVE NOT ACTUALLY 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 PROFITS OR LOSSES SIMILAR TO
THOSE SHOWN.
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