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Reliability Day Trading System As the name implies, the Reliability
trading system is a highly robust and reliable day trading system for stock
index futures. Originally designed for the E-mini S&P 500, Reliability
really shines when traded on a four-market portfolio consisting of the E-mini
S&P 500 (Symbol ES), E-mini NASDAQ 100 (NQ), E-mini S&P MidCap 400 (EMD) and the
mini Russell 2000 (TF). Reliability trades on 15 min bars, trades both long and short,
and tends to hold trades through the close.
Compared to other day trading systems for stock index futures, Reliability offers
the following advantages:
- Simplicity. Reliability has only two optimizable system inputs. The original
version of the the system has only three inputs, which have never been optimized or changed
since the system was first created in late 2003.
- 100% objective trading logic. No discretion means no emotion-based
mistakes.
- Excellent back-tested performance to the beginning of the E-mini
markets.
- Same parameter values are used for long and short trades, which increases robustness.
The same parameter values are also used across the four-market portfolio of E-mini
markets.
- The trading logic takes full advantage of the higher market volatility
that's been present in recent months.
- Can be auto-traded in TradeStation (http://www.tradestation.com/)
for hands-free trading or auto-traded through one of our
recommended brokers. The original version can be manually traded using any trading software with a
real-time data feed.
Among all major asset classes, only managed futures yielded a positive
return in 2008 (Source: Futures magazine, January 2009, Managed Futures
Review). Stocks, mutual funds, and hedge funds all lost money in 2008.
Reliability, on the other hand, had an outstanding year (see below).
Reliability was recently updated to incorporate a novel money management
stop that adapts to the market's volatility with no optimizable parameters,
further improving the system's performance and robustness. No one can guarantee that
you will make money in the future, but Reliability’s combination of simplicity
and performance gives
you the best possible chance.
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To purchase
Reliability now, click here
Back-tested Performance
Results
The charts below show the equity curves for
Reliability for calendar years 2000 - 2009 traded on the four-market portfolio
described above (ES, NQ, EMD, TF). As demonstrated in the equity curve for 2008, Reliability
flourished in the market turmoil of 2008 and continues to perform well this year. Using a simple position sizing method
(explained in the user's guide), a return of over 600% was achieved in 2008 on a $25,000
account trading no more than 11 contracts. The annual returns are also
summarized in a table.
2009 Performance (through 6/25/09):
Equity curve for Reliability on 15 min bars of the E-mini S&P 500, E-mini NASDAQ 100, E-mini S&P MidCap 400, and mini Russell 2000.
$12 per contract was deducted for trading costs. Trading period: 1/2/2009 - 6/25/2009.
Annual Portfolio Returns
| Year |
Start Equity |
End Equity |
Net Profit |
Return |
Max DD |
No. Trades |
% Wins |
| 2009* |
$25,000 |
$34,332 |
$9,332 |
37.3% |
15.8% |
215 |
51.6% |
| 2008 |
25,000 |
184,231 |
159,231 |
639 |
28.3 |
409 |
59.7 |
| 2007 |
25,000 |
40,663 |
15,663 |
62.7 |
19.6 |
367 |
44.7 |
| 2006 |
25,000 |
29,723 |
4,723 |
18.9 |
23.5 |
421 |
43.5 |
| 2005 |
25,000 |
24,390 |
-610 |
-2.4 |
34.0 |
385 |
42.9 |
| 2004 |
25,000 |
52,512 |
27,512 |
110 |
15.0 |
395 |
52.4 |
| 2003 |
25,000 |
65,599 |
40,599 |
162 |
6.96 |
356 |
56.5 |
| 2002 |
25,000 |
43,029 |
18,029 |
72.1 |
10.7 |
342 |
55.6 |
| 2001 |
25,000 |
40,534 |
15,534 |
62.1 |
16.1 |
196 |
51.5 |
| 2000 |
25,000 |
34,083 |
9,083 |
36.3 |
8.63 |
90 |
47.8 |
* Through 6/25/09
Notes to table:
- Based on a four-market portfolio consisting of E-mini S&P
500 (ES), E-mini NASDAQ 100 (NQ), E-mini S&P MidCap 400 (EMD), and mini
Russell 2000 (TF).
- Return is the percentage rate of return on starting
equity.
- Max DD is the maximum peak-to-valley percentage drawdown.
- Assumes position sizing based on trading one contract for
every $x in portfolio, with a minimum of one contract, where x is $33,200
for the ES, $29,800 for the NQ, $29,500 for the EMD, and $17,700 for the TF.
Max contracts traded was 10 (2008).
CFTC Disclaimer:
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.
The equity curves for years 2000 - 2008 are shown below. Only 2005 shows
a small loss for the year (also listed in the table above).
2008:
2007:
2006:
2005:
2004:
2003:
2002:
2001:
2000:
The original version of Reliability includes input parameter values that are
un-optimized and unchanged since the system was first created in late 2003. This
version was originally developed for the E-mini S&P 500. The
full TradeStation report for this version
is available here in Excel format
or click here for the same results in
.mht format. This version can be traded manually in any charting software
with a real-time data feed.
When you
order the Reliability day trading system, your purchase
includes:
- The Reliability system with the new money
management stop set up for the four-market portfolio of e-mini stock index
futures (e mini S&P 500, e mini NASDAQ, e mini MidCap 400 and mini Russell
2000).
- The original Reliability system with the
original, un-optimized system input parameters for the Emini S&P 500.
- The Reliability systems' code in EasyLanguage
format for TradeStation 8 or newer and for TS 2000i. The code is open
(unlocked) and is also
included in text files for those without TradeStation.
- A clearly written user's guide in PDF format. The user's guide includes a full
description of the system, including the trading logic, with detailed
instructions on all aspects of trading the system.
- A TradeStation workspace file for TS 8 or
newer,
with charts and settings for each market.
- Free service and support.
- Free upgrades.
- A full money back
guarantee. Click here to
review our refund/return policy.
Get all this for a single payment, not an annual license fee, and you have complete
access to the trading system code. The system and user's
guide (PDF version) are available via download directly after you place your order.
Looking for a broker who can auto-trade Reliability
for you? Please visit our Partners page
for our recommended brokers.
Need more information?
Read
the FAQ (Frequently Asked Questions) for Reliability
Reliability Trading System
Price:
$2500.00
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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