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SR CounterTrend II on the E-mini S&P and E-mini Nasdaq

Posted by David Bean on

Last night I tested SR CounterTrend II on the E-mini S&P using the day session for the stock index futures. Without changing the parameters, the strategy tested really well. We show the results in NinjaTrader 8 in the video below.

This morning I tested it on the E-mini S&P and E-mini Nasdaq, changing a few parameters to take advantage of the full day session (instead of ending at 1:30 pm the way we do in Gold, Silver, and Crude). I found a set of parameters for the E-mini S&P and E-mini Nasdaq that work well (same parameters on both). The reports as well as parameters are below the video. I haven't even run the optimization tool yet! 

SR CounterTrend II is a countertrend strategy that has greater potential to capture wide ranging counter trend moves in higher VIX environments. In our last portfolio update, we removed low VIX counter trend strategies. If you watched the market last week, and in general, this high VIX environment can give us the opportunity to capture some nice trends BUT this volatility is different than past 2008 - 2009 volatility as the intra-day moves have more mean reversion than trend so a wide ranging countertrend strategy such as SR CounterTrend II is one to consider trading along with Cobra III E-mini S&P.

Today is the last day of this special offer where the lease is available for all markets. Starting tomorrow, the lease will be on a per market basis.



The results below are based on a different set of parameters than are shown in the video. The parameters used in the performance summaries below are the same for all 4 reports and are shown below the 4th report.

E-mini S&P SR CounterTrend II (5 min)
Hypothetical Performance Summary

E-mini S&P SR CounterTrend II (1 min)
Hypothetical Performance Summary

E-mini Nasdaq SR CounterTrend II (5 min)
Hypothetical Performance Summary

E-mini Nasdaq SR CounterTrend II (1 min)
Hypothetical Performance Summary

SR CounterTrend II Stock Index Inputs
(parameters manually changed are in purple)

 


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