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Swing Machine
Style: Range Expansion
The Swing Machine measures the recent range of the market and enters trades when the range begins to expand. This approach attempts to keep the system flat during choppy non-directional periods and only enters a new position when the market is on the move
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Hi-Lo Trend
Style: Support/Resistance with Expansion
This is a unique system when it comes to trend following because it takes into account range cycles. Most trending systems are only concerned with the position of price in relation to the recent past. Hi Lo Trend only enters new positions when the range cycles indicate the market is ready to go. Based on the huge edge this system enjoys it’s unlikely too many are using a similar strategy! -
Trend Weaver
Style: Trend Following with Filter
Consistently a Futures Truth Top 10 System based on 4 years of real-time performance. The performance is as strong today as ever and the system inputs have never been changed. At the heart of those returns is a trend filter to keep trades in the right direction and an exit that quickly reduces risk.
Bonus System - Mini Mean
Named for the fact that it trades the E-Mini S&P and its a Mean reverting system. Mean reverting just means it trades against the trend rather than with it. All of the top 3 systems trade in the direction of the trend so they are not suited for the E-Mini S&P or any other stock index. And this is why I'm adding this system to the list, so many traders tell me they want to trade indexes and ask why I don't include them in the top 3 systems. So here's my answer, the best way to trade the -back and forth - action of the stock indexes I know.
Each of the systems will be presented in video explanation. Files are also available to run directly in Trade Station, Multicharts, TradersStudio, Trading Blox and now NinjaTrader. Use the video and code to write the systems in your preferred trading platform or apply the rules manually using pencil and paper or spreadsheet.
Whether you use a trading platform or not, these systems will be fully explained and easy to understand. They were developed over a 2 year period by a group of traders who met regularly on Trading Systems Network. Now they are being shared with you for only $99.
System Results
Trend Weaver
One of Futures Truth Top 10 Most Consistent Systems
Trend Weaver uses a unique trend filter to decide the direction of the next trade. Trades are only allowed in the direction of the trend.
Once in a position, an exit order trails the position based on the momentum and range of the market. This gives the trade a reasonable chance to accumulate profits without risking an excessive amount per trade.
The system works on individual markets with specific parameter sets or on a portfolio with shared parameter settings. Both are shown below.
Individual Tests
Risk – 1 contract per trade
System Inputs – Individual parameters per market
Slippage and commissions – $40
History – 8 years
| Market | Net Profit | Avg Trade (Win/ Loss) | Ratio Avg Win / Avg Loss | Profit Factor | Avg Monthly Return |
| Soybeans | $67,755.00 | $928.15 | 2.56 | 2.23 | $604.96 |
| Sugar | $44,083.20 | $419.84 | 3.39 | 2.35 | $393.60 |
| Cotton | $84,165.00 | 384.32 | 3.6 | 1.99 | $751.47 |
| Feeder Cattle | $49,085.00 | $564.20 | 2.6 | 2.02 | $434.03 |
| EUR/USD | $62,140.00 | $739.76 | 2.23 | 1.67 | $548.30 |
Portfolio Test
The system statistics and graphs are based on the same set of data, risk and cost assumptions to keep them consistent and comparable. The same exact system rules and inputs where used for each market in the backtest.
Risk – 2% of equity risked per trade
System Inputs – Same parameters used on all markets
Slippage and commissions – $40
History – 8 years
Portfolio – AUD/USD, Corn, Cotton, EUR/USD, Feeder Cattle, Gold, Lumber, Natural Gas, Orange Juice, Palladium, RBOB Gasoline, Soybeans, Sugar, Silver, and U.S. Treasury Bonds.
Swing Machine
In response to sluggish trend following systems, Swing Machine responds with smart entries and quick exits when the market goes against the trade.
The Swing Machine measures the recent range of the market and enters trades when the range begins to expand. This approach attempts to keep the system flat during choppy non-directional periods and only enters a new position when the market is on the move. As you can see from the system report, it does a good job of capturing gains and avoiding losses.
Individual Tests
Risk – 1 contract per trade
System Inputs – Individual parameters per market
Slippage and commissions – $40
History – 8 years
| Market | Net Profit | Avg Trade (Win Loss) | Ratio Avg Win / Avg Loss | Profit Factor | Avg Monthly Return |
| Soybeans | $84,647.50 | $622.41 | 3.17 | 1.79 | $749.09 |
| Sugar | $48,222.40 | $434.44 | 2.91 | 2.14 | $423.79 |
| Cotton | $98,900.00 | $950.96 | 2.93 | 2.42 | $883.04 |
| Feeder Cattle | $72,440.00 | $298.11 | 2.9 | 2.1 | $644.96 |
| EUR/USD | $95,710.00 | $386.53 | 2.73 | 1.49 | $600.54 |
Portfolio Test
The system statistics and graphs are based on the same set of data, risk and cost assumptions to keep them consistent and comparable. The same exact system rules and inputs where used for each market in the backtest.
Risk – 2% of equity risked per trade
System Inputs – Same parameters used on all markets
Slippage and commissions – $40
History – 8 years
Portfolio – AUD/USD, Corn, Cotton, EUR/USD, Feeder Cattle, Gold, Lumber, Natural Gas, Orange Juice, Palladium, RBOB Gasoline, Soybeans, Sugar, Silver, and U.S. Treasury Bonds.
Hi-Lo Trend Trading System
This is a unique system because it takes into account range cycles. Most trending systems are only concerned with the position of price in relation to the recent past. Hi Lo Trend only enters new positions when the range cycles indicate the market is ready to go.
Based on the huge edge this system enjoys it’s unlikely too many are using a similar strategy. Particularly interesting is the portfolio results.
Individual Tests
Risk – 1 contract per trade
System Inputs – Individual parameters per market
Slippage and commissions – $40
History – 8 years
| Market | Net Profit | Avg Trade (Win Loss) | Ratio Avg Win / Avg Loss | Profit Factor | Avg Monthly Return |
| Soybeans | $58,530.00 | $440.08 | 2.25 | 1.64 | $522.59 |
| Sugar | $25,924.00 | $254.16 | 2.47 | 1.66 | $225.69 |
| Cotton | $104,340.00 | $690.99 | 3.83 | 2.52 | $931.61 |
| Feeder Cattle | $51,250.00 | $316.36 | 2 | 1.84 | $457.59 |
| EUR/USD | $31,430.00 | $314.30 | 2.21 | 1.41 | $283.15 |
Portfolio Test
The system statistics and graphs are based on the same set of data, risk and cost assumptions to keep them consistent and comparable. The same exact system rules and inputs where used for each market in the backtest.
Risk – 2% of equity risked per trade
System Inputs – Same parameters used on all markets
Slippage and commissions – $40
History – 8 years
Portfolio – AUD/USD, Corn, Cotton, EUR/USD, Feeder Cattle, Gold, Lumber, Natural Gas, Orange Juice, Palladium, RBOB Gasoline, Soybeans, Sugar, Silver, and U.S. Treasury Bonds.
Bonus System - Mini Mean
I introduced this system in the Trading Systems Network one year ago, July 2013. In April 2012, another member posted a mean reversion Index system that churned out profits month after month. Over time his post became one of the most talked about and analyzed systems within the network. After trading that system myself for a while, I decided to design a mean reversion system with the lessons I learned from that system.
One year later I'm still amazed at the consistency of Min Mean. Profits have continued at a rate of $11,250 a year per contract. The system trades both long and short depending on the immediate trend. Entries are calculated on the daily session close and orders generated for the Globex session open. It spends less than 50% of the time in the market, only entering when sufficient movement has taken place away from the mean.
System results trading just 1 Contract - no compounding
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CFTC REQUIRED RISK DISCLOSURE
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.