"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

Percent Exposure Donchian Channel Method

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

Trend Trading Nasdaq 100

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

Trend SnapShot | Futures 2012.01.20

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

Trend SnapShot | Futures 2012.01.13

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

Trend SnapShot | Futures 2012.01.06

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

Trend SnapShot | Futures 2011.12.30

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

Trend SnapShot | Futures 2011.12.23

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

Trend SnapShot | Futures 2011.12.16

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

Trend SnapShot | Futures 2011.12.09

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

Trend SnapShot | Futures 2011.12.02

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

Trend SnapShot | Futures 2011.11.25

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

Trend SnapShot | Futures 2011.11.18

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

Trend SnapShot | Futures 2011.11.11

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

Trend SnapShot | Futures 2011.11.04

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...