"The existence of a problem of knowledge depends on the future being different from the past, while the possibility of the solution of the problem depends on the future being like the past." -Frank Knight
Percent Exposure Donchian Channel Method
Strategy Test / Trend Trading

Percent Exposure Donchian Channel Method

by Corey on Nov 8, 2011 • No Comments
Following up on the first post here from over two years ago, below is the current performance report for the Percent Exposure Donchian Channel system. I have made some improvements in my backtester to handle recording trades to better simulate how trades would be managed, executed, and recorded in actual...
Trend Trading Nasdaq 100
Strategy Test / Trend Trading

Trend Trading Nasdaq 100

by Corey on Mar 1, 2011 • No Comments
Methodolgy Stocks Traded Only the stocks that make up the current Nasdaq 100 were used in these tests, so there is definitely some survivorship bias in the results. Split and dividend adjusted data from Yahoo Finance was used. Buy and Hold ^NDX used for comparisons Date Range of Testing March...
Latest entries
Trend SnapShot | Futures 2012.01.20
Market Report

Trend SnapShot | Futures 2012.01.20

by Corey on Jan 22, 2012 • Comments Closed
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES +1.69% Nasdaq 100 NQ +2.58% Russel 2000 TF +2.51% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2012.01.13
Market Report

Trend SnapShot | Futures 2012.01.13

by Corey on Jan 15, 2012 • Comments Closed
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES +1.16% Nasdaq 100 NQ +0.9% Russel 2000 TF +2.14% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2012.01.06
Market Report

Trend SnapShot | Futures 2012.01.06

by Corey on Jan 8, 2012 • Comments Closed
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES +1.74% Nasdaq 100 NQ +3.42% Russel 2000 TF +1.19% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2011.12.30
Market Report

Trend SnapShot | Futures 2011.12.30

by Corey on Jan 1, 2012 • Comments Closed
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES -0.61% Nasdaq 100 NQ -0.18% Russel 2000 TF 0% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2011.12.23
Market Report

Trend SnapShot | Futures 2011.12.23

by Corey on Dec 26, 2011 • Comments Closed
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES +4.07% Nasdaq 100 NQ +2.05% Russel 2000 TF 0% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2011.12.16
Market Report

Trend SnapShot | Futures 2011.12.16

by Corey on Dec 18, 2011 • Comments Closed
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES -3.32% Nasdaq 100 NQ -3.7% Russel 2000 TF -3.32% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2011.12.09
Market Report

Trend SnapShot | Futures 2011.12.09

by Corey on Dec 11, 2011 • Comments Closed
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES +1.23% Nasdaq 100 NQ +0.81% Russel 2000 TF +1.87% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2011.12.02
Market Report

Trend SnapShot | Futures 2011.12.02

by Corey on Dec 4, 2011 • Comments Closed
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES +7.8% Nasdaq 100 NQ +7.25% Russel 2000 TF +10.38% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2011.11.25
Market Report

Trend SnapShot | Futures 2011.11.25

by Corey on Nov 27, 2011 • Comments Closed
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES -4.98% Nasdaq 100 NQ -4.54% Russel 2000 TF -7.59% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2011.11.18
Market Report

Trend SnapShot | Futures 2011.11.18

by Corey on Nov 20, 2011 • No Comments
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES -3.77% Nasdaq 100 NQ -4.28% Russel 2000 TF -3.26% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2011.11.11
Market Report

Trend SnapShot | Futures 2011.11.11

by Corey on Nov 13, 2011 • No Comments
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES +0.84% Nasdaq 100 NQ -0.03% Russel 2000 TF -0.27% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...
Trend SnapShot | Futures 2011.11.04
Market Report

Trend SnapShot | Futures 2011.11.04

by Corey on Nov 7, 2011 • No Comments
Equity Indices Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240 20 40 60 120 240 20 40 60 120 240 S&P 500 ES -2.34% Nasdaq 100 NQ -1.9% Russel 2000 TF -1.95% Metals Moving Average Position Channel Position Trend Direction Market Symbol Change 20 40 60 120 240...

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Recent Comments

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