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Strategies & Market Trends : Trading futures based on intermarket trends

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To: lee0 who wrote (20)2/20/2002 4:49:35 AM
From: fut_trade  Read Replies (1) of 73
 
"and you included fees and slippage?"

$30 RT for the SP

"how often did you get signals"

506 trades since 1998H, for an HH signal on the US.

"and what was the maximum drawdown?"

about $50,000

"was that profit per contract"

Total profit about $105,000 for trading a single SP contract. Profit of $210/trade.

"and what contract the mini or the SP?"

To get mini number, just divide by 5.

"if that is how it works out seems like you got a good signal."

I would say fair. I have much better strategies for the SP. However, I am just starting intermarket analysis. Considering these numbers are for trading one contract (index future) based on a completely different contract (financial future) I would say the results are very interesting. If I could combine the US strategy (trading SP based solely on US signal) with an SP strategy (trading SP based solely on SP signal) I might obtain much improved results.
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