Dynamic Swing Trading System

A rules based strategy for stock index futures trading.

Dynamic Swing was developed in 2013 and is one of our favorite mean reversion strategies to date. Dynamic Swing trades each market about once a month and is looking for deep retracements to buy weakness and sell strength in market corrections. The system has a high win/loss ratio and trades average about 5 days in the market.

Key Details

  • Strategy type: Mean Reversion
  • Markets Traded: E-mini S&P, E-mini NASDAQ, E-mini Russell 2000, Mini Dow
  • Lease and Commissions: $50 per month / $10 per trade
  • Min. Account Size: $20,000

Simulated Performance

Start Date Avg. Return Max DD Longest DD Sharpe Win/Loss Rate Winning/Losing Months Trades
Jan-07 14.28% 19.5% 14.7 mths 1.32    79.6% / 20.4% 84.8% / 15.2% 411

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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.