Robust Long-Short Strategy in SP500 – June 2021 – (E-Mini Futures Trading)

I cannot stress enough how impressive this edge is! The logic is incredibly simple, and still, it creates this beautiful equity graph! 

This trading strategy makes use of a unique pattern to detect when the market has strayed away too far from its average. Both Long and Short.

Looking at the profit factor we also see that we have some healthy margin, with a value residing around the three-mark. In markets, to be really sure that we are observing a real edge. And as you see, this is the case here!

A complete edge with Tradestation code, Easy language, ELD file and workspace.