ES TIMER II
This TradeStation system is an improvement upon the S&P timer model, but still uses the same (but slightly modified) input to time longs & shorts in the ES futures market for longer term swing trading. Over the course of both in & out of sample (2000-Present) the model has only generated 70 signals to date, but again that is by design as we are only trying to capture the truly large moves. This system has a huge 4.99 profit factor, to go along with a $2,061 average trade net profit with a pretty smooth equity curve for a longer term swing model. The drawbacks of this system are you have to be able to take some heat on your trades as they have a fairly long time horizon, and a fairly large max drawdown of just over 8k. As always, this system deducts $20 per trade for slippage and commissions, and trades 1 contract & only 1 contract the entire sample.