Cobra CT II is strategy designed to take advantage of reversals on one minute bars. Cobra CT II trades the E-mini S&P, E-mini Russell, and E-mini Midcap but keys off of the E-mini Russell’s 15 minute patterns in each market it trades by using the E-mini Russell 15 minute bars as a data2. It uses a $350 stop loss and takes both long and short trades.
This trading systems was designed primarily for the E-mini Russell. In 2011, this strategy made new equity peaks after a tough 2010. It was designed at the end of 2008/beginning of 2009.
Below are the Tradestation Performance Summary results going back to 1/1/2005 with no slippage or commission. In 2011, there have been 97 trades (as of 12/27/2011) and $10,530 in profit with an average trade profit of $108.
Cobra CT II E-mini Russell Trading System Inputs
