ES Daily Tails
A sweet & simple swing TradeStation system for the S&P futures market, this system applies the market profile theory of buying tails to daily bars to find an edge in the market. While the system will run just fine fully-automated, if you want to really get the most out of this system, it is probably better suited for "grey" box trading where the user manually controls the exit. Are you gong to get rich trading this system on its own? No, but the system has a nice edge that is provided by a winning percentage of 83%. As always, this test assumes $20 slippage & commissions per trade, & only trades 1 contract per trade for the entire sample. This is a long only system.