Dynamic Swing is a Global Index System, which uses a “mean reversion” type strategy. It is designed to buy weakness and sell strength in a long term trending market. It is a more aggressive strategy that will double down into the trade at a second level when conditions are met. Dynamic Swing excels in global equity markets.

Dynamic Swing Performance

Dynamic Swing can be traded with multiple markets. The test presented here uses a portfolio of five Equity Markets futures.

If you’d like us to perform a tailored simulation test with different markets, different leverage, longer history or combined to another system, please get in touch with us. We’ll run the simulation and send you a full detailed report.

Please find below the performance report for the Dynamic Swing system (inc. $10 commissions and $50 slippage costs):

Start Date Avg. Return Max DD Longest DD Sharpe Win/Loss Rate Winning/Losing Months Trades
Jan-00 17.22% 19.9% 9.4 mths 1.35 73.7% / 26.3% 77.9% / 22.1% 1,268

Dynamic Swing Equity


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We give access to the full detailed performance report to our subscribers. Access the full list of stats and charts, Monte-Carlo stress-test of performance stats, monthly returns and returns distribution or trade return profiles. Simply fill in the details below to download the reports.

System Principles and Trade Samples

Here is an example of trades taken by the Dynamic Swing system recently:

Dynamic Swing Index Trade

Request a Custom Simulation Report

Would you like to see this system tested over a specific portfolio, in combination with another system or at a different leverage level?

We can customize the set up of the Dynamic Swing system to your request. We’ll run a simulation report and send you a full detailed report. Simply fill in the details below to submit your request.
Alternatively, you can get in touch directly with us by email.



Risk Disclosures

Commodity Trading involves high risks and you can lose a significant amount of money. Commodity trading is not suitable for many investors. Any performance results listed in all marketing materials represents simulated computer results over past historical data, and not the results of an actual account. All opinions expressed anywhere on this website are only opinions of the author. The information contained here was gathered from sources deemed reliable, however, no claim is made as to its accuracy or content. Different testing platforms can produce slightly different results. Our systems are only recommended for well capitalized and experienced futures traders.

CFTC-required risk disclosure for hypothetical results

Hypothetical performance results have many inherent limitations, some of which are described below. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program.

One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk in actual trading. For example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all of which can adversely affect actual trading results.