Propero 3.0 Strategy

E-mini S&P 500 Futures (ES.D)

5-Year Overview

ES Possible Entries Daily from 10:00 AM - 3:10 PM (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.

Propero is a fully automated trading system developed for use on the S&P 500 E-mini (ES.D) contract with a 10 minute chart of the “day session”. Symbols must included the “.D” suffix. This day trading strategy uses the difference in the NYSE Advancing and the NYSE Declining Issues indices along with a proprietary weighted average known as the “Propero Average”. The strategy is programmed not to trade on holidays and will adjust to shortened market holiday sessions. Trades will occur once per day during a time window beginning 180 minutes after the session staring time and ending 45 minutes minutes before the session ending time. Trades are entered using market orders.

The strategy will use a trailing stop that will trail price by 30% once the trade reaches $1,100 per contract of profit. All trades will be closed at 15 minutes before the end of the session, or if a protective stop loss of $1000 per contract is reached.

Performance* All Trades
Total Net Profit $45,575.00
Gross Profit $95,550.00
Gross Loss $(49,975.00)
Profit Factor 1.91
Max. Drawdown $(2,750.00)
   
Start Date 4/1/2013
End Date 4/30/2018
   
Total # of Trades 465
Percent Profitable 56.99%
   
# of Winning Trades 265
# of Losing Trades 195
# of Even Trades 5
   
Average Winning Trade $360.57
Average Losing Trade $(256.28)
Ratio avg. Win/Loss 1.41
   
Max. conseq. Winners 12
Max. conseq. Losers 6
Largest Winning Trade $1,725.00
Largest Losing Trade $(400.00)

Pro ES 12 Month Chart

 

Pro 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.

Propero Strategy

E-mini Dow ($5) Futures (YM.D)

5-Year Overview

YM Possible Entries Daily from 10:00 AM - 3:10 PM (EST)

About E-mini Dow ($5) Futures
An electronically traded futures contract representing a portion of standard DJIA futures, E-mini Dow futures offer an accessible alternative to manage exposure to the U.S. stock market. Based on the Dow Jones Industrial Average, E-mini Dow futures offer exposure to the 30 U.S. blue-chip companies represented in the stock index.

Propero is a fully automated trading system developed for use on the E-mini Dow ($5) Futures(YM.D) contract with a 10 minute chart of the “day session”. Symbols must included the “.D” suffix. This day trading strategy uses the difference in the NYSE Advancing and the NYSE Declining Issues indices along with a proprietary weighted average known as the “Propero Average”. The strategy is programmed not to trade on holidays and will adjust to shortened market holiday sessions. Trades will occur once per day during a time window beginning 180 minutes after the session staring time and ending 45 minutes minutes before the session ending time. Trades are entered using market orders.

The strategy will use a trailing stop that will trail price by 30% once the trade reaches $1,100 per contract of profit. All trades will be closed at 15 minutes before the end of the session, or if a protective stop loss of $1000 per contract is reached.

Performance* All Trades
Total Net Profit $19,300.00
Gross Profit $49,050.00
Gross Loss $(29,750.00)
Profit Factor 1.65
Max. Drawdown $(2,290.00)
   
Start Date 4/1/2013
End Date 4/30/2018
   
Total # of Trades 290
Percent Profitable 57.93%
   
# of Winning Trades 168
# of Losing Trades 121
# of Even Trades 1
   
Average Winning Trade $291.96
Average Losing Trade $(245.87)
Ratio avg. Win/Loss 1.19
   
Max. conseq. Winners 9
Max. conseq. Losers 6
Largest Winning Trade $960.00
Largest Losing Trade $(400.00)

Pro YM 12 Month Chart

 

Pro YM 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.

Propero Strategy

E-mini S&P Midcap 400 Futures (EMD.D)

5-Year Overview

EMD Possible Entries Daily from 10:00 AM - 3:10 PM (EST)

About E-mini S&P Midcap 400 Futures
This Standard & Poor’s index serves as a barometer for the U.S. mid-cap equities sector and is the most widely followed mid-cap index in existence. To be included in the index, a stock must have a total market capitalization that ranges from roughly $750 million to $3 billion dollars. Stocks in this index represent household names from all major industries including energy, technology, healthcare, financial and manufacturing.

Propero is a fully automated trading system developed for use on the E-mini S&P Midcap 400 Futures (EMD.D) contract with a 10 minute chart of the “day session”. Symbols must included the “.D” suffix. This day trading strategy uses the difference in the NYSE Advancing and the NYSE Declining Issues indices along with a proprietary weighted average known as the “Propero Average”. The strategy is programmed not to trade on holidays and will adjust to shortened market holiday sessions. Trades will occur once per day during a time window beginning 180 minutes after the session staring time and ending 45 minutes minutes before the session ending time. Trades are entered using market orders.

The strategy will use a trailing stop that will trail price by 30% once the trade reaches $1,100 per contract of profit. All trades will be closed at 15 minutes before the end of the session, or if a protective stop loss of $1000 per contract is reached.

Performance* All Trades
Total Net Profit $58,660.00
Gross Profit $126,790.00
Gross Loss $(68,130.00)
Profit Factor 1.83
Max. Drawdown $(4,390.00)
   
Start Date 4/1/2013
End Date 4/30/2018
   
Total # of Trades 448
Percent Profitable 53.13%
   
# of Winning Trades 238
# of Losing Trades 208
# of Even Trades 2
   
Average Winning Trade $532.73
Average Losing Trade $(327.55)
Ratio avg. Win/Loss 1.63
   
Max. conseq. Winners 11
Max. conseq. Losers 8
Largest Winning Trade $1,980.00
Largest Losing Trade $(400.00)

Pro YM 12 Month Chart

 

Pro YM 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.

Propero Strategy

E-mini NASDAQ-100 Futures (NQ.D)

5-Year Overview

NQ Possible Entries Daily from 10:00 AM - 3:10 PM (EST)

About NASDAQ-100 Futures
The Nasdaq-100 Index includes 100 of the largest domestic and international non-financial companies listed on The Nasdaq Stock Market based on market capitalization. The Index reflects companies across major industry groups including computer hardware and software, telecommunications, retail/wholesale trade and biotechnology. It does not contain securities of financial companies including investment firms.

Propero is a fully automated trading system developed for use on the NASDAQ-100 Futures (NQ.D) contract with a 10 minute chart of the “day session”. Symbols must included the “.D” suffix. This day trading strategy uses the difference in the NYSE Advancing and the NYSE Declining Issues indices along with a proprietary weighted average known as the “Propero Average”. The strategy is programmed not to trade on holidays and will adjust to shortened market holiday sessions. Trades will occur once per day during a time window beginning 180 minutes after the session staring time and ending 45 minutes minutes before the session ending time. Trades are entered using market orders.

The strategy will use a trailing stop that will trail price by 30% once the trade reaches $1,100 per contract of profit. All trades will be closed at 15 minutes before the end of the session, or if a protective stop loss of $1000 per contract is reached.

Performance* All Trades
Total Net Profit $37,230.00
Gross Profit $86,515.00
Gross Loss $(49,285.00)
Profit Factor 1.70
Max. Drawdown $(2,400.00)
   
Start Date 4/1/2013
End Date 4/30/2018
   
Total # of Trades 453
Percent Profitable 56.29%
   
# of Winning Trades 0 255
# of Losing Trades 197
# of Even Trades 1
   
Average Winning Trade $339.27
Average Losing Trade $(250.18)
Ratio avg. Win/Loss 1.36
   
Max. conseq. Winners 10
Max. conseq. Losers 7
Largest Winning Trade $1,695.00
Largest Losing Trade $(400.00)

Pro YM 12 Month Chart

 

Pro NQ 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.

Propero Strategy

Russell 2000® Index E-mini (RTY.D)

5-Year Overview

TF Possible Entries Daily from 10:00 AM - 3:10 PM (EST)

About the Russell 2000® Index E-mini
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.

Propero is a fully automated trading system developed for use on the Russell 2000® Index E-mini (TF) contract with a 10 minute chart of the “day session”. Symbols must included the “.D” suffix. This day trading strategy uses the difference in the NYSE Advancing and the NYSE Declining Issues indices along with a proprietary weighted average known as the “Propero Average”. The strategy is programmed not to trade on holidays and will adjust to shortened market holiday sessions. Trades will occur once per day during a time window beginning 180 minutes after the session staring time and ending 45 minutes minutes before the session ending time. Trades are entered using market orders.

The strategy will use a trailing stop that will trail price by 30% once the trade reaches $1,100 per contract of profit. All trades will be closed at 15 minutes before the end of the session, or if a protective stop loss of $1000 per contract is reached.

Performance* All Trades
Total Net Profit $18,220.00
Gross Profit $46,365.00
Gross Loss $(28,145.00)
Profit Factor 1.65
Max. Drawdown $(2,840.00)
   
Start Date 4/1/2013
End Date 4/30/2018
   
Total # of Trades 316
Percent Profitable 56.33%
   
# of Winning Trades 178
# of Losing Trades 132
# of Even Trades 5
   
Average Winning Trade $260.48
Average Losing Trade $(213.22)
Ratio avg. Win/Loss 1.24
   
Max. conseq. Winners 7
Max. conseq. Losers 7
Largest Winning Trade $805.00
Largest Losing Trade $(300.00)

Pro YM 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.

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