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CounterTrend MAX

CounterTrend MAX was released in mid-June 2017. This strategy takes advantage of the new market environment that we have seen as the predominant trend of low volatility since January 2016. With volatility at 50+ year lows, there are new and different opportunities that are available to us and different than any momentum or trend based strategy. This strategy works well on all stock indexes using the same parameters for all markets since January 2016. I have not seen a strategy that backtests this well in this group of stock indexes using the same parameters. It could be incrementally "tuned" or "optimized" for each individual stock index. The results below use the same parameters for the E-mini S&P, E-mini Dow, E-mini Nasdaq, and the DAX.

This is a counter trend strategy and uses a 5 minute, 15 minute, and daily chart. It does not use market internals such as $TICK, $ADV, or $DECL that many of my other strategies use. This gives us strategy diversity!

Another benefit is the hypothetical performance over the last 18 months across 4 different stock indexes using the same exact parameters on all four stock indexes. It isn't long only either and there are some nice results on the short side. You can download the performance summaries here and see the screen shots below.

CounterTrend Max E-mini S&P Hypothetical Performance Summary

*No slippage or commission

CounterTrend Max E-mini Nasdaq Hypothetical Performance Summary
*No slippage or commission

CounterTrend Max E-mini Dow Hypothetical Performance Summary
*No slippage or commission

CounterTrend Max DAX Hypothetical Performance Summary
*No slippage or commission