Nutus 3.0 Strategy

E-mini S&P 500 Futures (ES)

5-Year Overview

ES Possible Entries Daily from 9:25 AM - 9:35 AM (EST)

About E-mini S&P 500
An electronically traded futures contract one fifth the size of standard S&P futures, E-mini S&P 500 futures and options are based on the underlying Standard & Poor’s 500 stock index. Made up of 500 individual stocks representing the market capitalizations of large companies, the S&P 500 Index is a leading indicator of large-cap U.S. equities.

Nutus 3.0 is a fully automated trading system developed for use on the S&P 500 E-mini (ES) contract with a 5 minute chart. This day trading strategy looks for trades on an intrabar basis (every price tick of a bar) and identifies daily price gaps as a location to enter new trades. This system represents rule-based trading at it purest form unsing no indicators - only chart patterns.

Trades only occur once per day during a time window between 5 minutes before the market opens until 5 minutues after the opening bell. (Ten minutes total). This strategy provides a high probability of a daily trade set-up with 2 contracts being traded at a time. Users can adjust the number of contracts they wish to trade 2, 4, 6, 8, and so forth. Trades are entered with a limit order placed at a calculated value below/above the opening price for Long/Short trades. The strategy employs a combination of money management exits depending on the input settings that are specific to each symbol.

5-Yr Performance* All Trades
Total Net Profit $57,225.00
Gross Profit $167,325.00
Gross Loss $(110,100.00)
Profit Factor 1.52
Max. Drawdown $(4,575.00)
   
Start Date 4/1/2013
End Date 4/30/2018
   
Total # of Trades 1,480
Percent Profitable 56.42%
   
# of Winning Trades 835
# of Losing Trades 367
# of Even Trades 278
   
Average Winning Trade $200.39
Average Losing Trade $(300.00)
Ratio avg. Win/Loss 0.67
   
Max. conseq. Winners 11
Max. conseq. Losers 7
Largest Winning Trade $1,937.50
Largest Losing Trade $(300.00)

ES 12 Month Chart

 

ES 5yr Chart

*Performance results are obtained through hypothetical backtesting taking simulated slippage and spread into effect.
Due to the range of commission fees experienced, they are not factored in these results.

Nutus 3.0 Strategy

Russell 2000® Index E-mini (RTY)

5-Year Overview

TF Possible Entries Daily from 9:25 AM - 9:35 AM (EST)

About the Russell 2000® Index E-mini
The Russell 2000® Index is the recognized benchmark measuring the performance of the small-cap segment of the U.S. equity universe. The Russell 2000 Index is a subset of t he Russell 3000® Index, representing approximately 10% of the total market capitalization of that index. It includes 2000 of the smallest securities based on a combination of market cap and current index membership.

Nutus 3.0 is a fully automated trading system developed for use on the Russell 2000® Index E-mini (RTY) contract with a 5 minute chart. This day trading strategy looks for trades on an intrabar basis (every price tick of a bar) and identifies daily price gaps as a location to enter new trades. This system represents rule-based trading at it purest form unsing no indicators - only chart patterns.

Trades only occur once per day during a time window between 5 minutes before the market opens until 5 minutues after the opening bell. (Ten minutes total). This strategy provides a high probability of a daily trade set-up with 2 contracts being traded at a time. Users can adjust the number of contracts they wish to trade 2, 4, 6, 8, and so forth. Trades are entered with a limit order placed at a calculated value below/above the opening price for Long/Short trades. The strategy employs a combination of money management exits depending on the input settings that are specific to each symbol.

5-Yr Performance* All Trades
Total Net Profit $44,445.00
Gross Profit $139,145.00
Gross Loss $(94,700.00)
Profit Factor 1.47
Max. Drawdown $(4,445.00)
   
Start Date 4/1/2013
End Date 4/30/2018
   
Total # of Trades 1,269
Percent Profitable 55.11%
   
# of Winning Trades 712
# of Losing Trades 316
# of Even Trades 241
   
Average Winning Trade $195.43
Average Losing Trade $(299.68)
Ratio avg. Win/Loss 0.65
   
Max. conseq. Winners 15
Max. conseq. Losers 6
Largest Winning Trade $1,635.00
Largest Losing Trade $(300.00)

Pro TF 12 Month Chart

 

Pro TF 5yr Chart

*Performance results are obtained through hypothetical backtesting taking simulated slippage and spread into effect.
Due to the range of commission fees experienced, they are not factored in these results.

Nutus 3.0 Strategy

E-mini Crude Oil Futures (CL)

5-Year Overview

CL Possible Entries Daily from 8:25 AM - 9:40 AM (EST)

About Crude Oil Futures
The Chicago Mercantile Exchange’s light, sweet crude oil futures contract is the world’s most actively traded futures contract on a physical commodity. Because of its excellent liquidity and price transparency, the contract is used as a principal international pricing benchmark.

Nutus 3.0 is a fully automated trading system developed for use on the E-mini Crude Oil Futures (CL) contract with a 5 minute chart. This day trading strategy looks for trades on an intrabar basis (every price tick of a bar) and identifies daily price gaps as a location to enter new trades. This system represents rule-based trading at it purest form unsing no indicators - only chart patterns.

Trades only occur once per day during a time window between 5 minutes before the market opens until 5 minutues after the opening bell. (Ten minutes total). This strategy provides a high probability of a daily trade set-up with 2 contracts being traded at a time. Users can adjust the number of contracts they wish to trade 2, 4, 6, 8, and so forth. Trades are entered with a limit order placed at a calculated value below/above the opening price for Long/Short trades. The strategy employs a combination of money management exits depending on the input settings that are specific to each symbol.

5-Yr Performance* All Trades
Total Net Profit $31,330.00
Gross Profit $88,930.00
Gross Loss $(57,600.00)
Profit Factor 1.54
Max. Drawdown $(3,380.00)
   
Start Date 4/1/2013
End Date 4/30/2018
   
Total # of Trades 674
Percent Profitable 52.52%
   
# of Winning Trades 354
# of Losing Trades 192
# of Even Trades 128
   
Average Winning Trade $251.21
Average Losing Trade $(300.00)
Ratio avg. Win/Loss 0.83
   
Max. conseq. Winners 7
Max. conseq. Losers 8
Largest Winning Trade $600.00
Largest Losing Trade $(300.00)

CL 12 Month Chart

 

CL 5yr Chart

*Performance results are obtained through hypothetical backtesting taking simulated slippage and spread into effect.
Due to the range of commission fees experienced, they are not factored in these results.

Nutus 3.0 Strategy

E-mini Euro FX Futures (EC)

5-Year Overview

EC Possible Entries Daily from 8:00 AM - 9:00 AM (EST)

About Euro FX Futures
Since its introduction into world financial markets in 1999, the Euro has far exceeded the U.S. Dollar in world circulation. Today, more than 800 billion Euro notes are in circulation, largely aided by its adoption as the formal currency in the vast majority of European countries (e.g. Spain, France, Germany, Italy, etc.). Euro FX futures allow traders to assess value against the U.S. dollar, as well as the opportunity to address risk from currency fluctuations in other foreign trade markets.

Nutus 3.0 is a fully automated trading system developed for use on the E-mini (EC) contract with a 5 minute chart. This day trading strategy looks for trades on an intrabar basis (every price tick of a bar) and identifies daily price gaps as a location to enter new trades. This system represents rulebased trading at it purest form unsing no indicators - only chart patterns.

Trades only occur once per day during a time period of 8:00AM - 9:00PM (EST). This strategy provides a high probability of a daily trade set-up with 2 contracts being traded at a time. Users can adjust the number of contracts they wish to trade 2, 4, 6, 8, and so forth. Trades are entered with a limit order placed at a calculated value below/above the opening price for Long/Short trades. The strategy employs a combination of money management exits depending on the input settings that are specific to each symbol.

5-Yr Performance* All Trades
Total Net Profit $27,268.75
Gross Profit $145,756.25
Gross Loss $(116,487.50)
Profit Factor 1.23
Max. Drawdown $(5,243.75)
   
Start Date 4/1/2013
End Date 4/30/2018
   
Total # of Trades 1,277
Percent Profitable 49.88%
   
# of Winning Trades 0 612
# of Losing Trades 397
# of Even Trades 218
   
Average Winning Trade $238.16
Average Losing Trade $(298.46)
Ratio avg. Win/Loss 0.80
   
Max. conseq. Winners 10
Max. conseq. Losers 7
Largest Winning Trade $400.00
Largest Losing Trade $(312.50)

EC 12 Month Chart

 

EC 5yr Chart

*Performance results are obtained through hypothetical backtesting taking simulated slippage and spread into effect.
Due to the range of commission fees experienced, they are not factored in these results.

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