One of the things I really like about SR CounterTrend II is the average profit for a day trade strategy is high and we are not using market internals. It is very hard to find patterns in the stock indexes that work long term. Most of my best stock index futures strategies, such as Cobra III, use some reference to market internals on the NYSE. SR CounterTrend II is pure in that it only looks at its own price. The parameters for the ES and NQ are the same and are very similar to those used in Gold, Silver, and Crude.
I have never had a stock index strategy test back 10+ years that didn't use market internals with these sort of stats. This is the first! (20+ years). Its also a pretty simple strategy.
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