Note: I am currently not planning to sell this trading system. But it is not a closed isssue. If your are
interested in possibly buying this system when it is finished, or autotrading it through a broker, send me an email.
Please use TideTrader2 with no spaces as the subject. [ Email to Al ]
Tide Trader 2 is an automated trading system that uses knowledge of the MoonTrend to trade
the several day swings in the S&P eMini.
MoonTrend is a longer term Moon cycle caused by the Moon moving through the signs of the zodiac.
MoonTrend measures the effect of this motion on prices.
The yellow line on the chart is the MoonTrend.
This is the measured effect of the Moon on the market, found with a special filter.
This filter tunes into something physical, so this trading system is based on the theory
that the Moon moves the market, and will continue to do so.
Once the MoonTrend has turned enough, the trend is confirmed, and trades are made in
the direction of the trend.
The chart above shows the last 3 months.
TideTrader 2 does not carry anything overnight. It covers
at 4:00 PM Eastern and re-enters is the direction of the swing the next day at 9:36 Eastern.
The stop is 5.75 points. It covers any 20 point gain. If the day's first try is stopped out, it waits for a reveral signal.
These signals only come about 10% of the time.
Tide Trader 2 has been back tested for more than the past year. Over time, it makes about 1/3 the profit
of the MoonTide hotline, but it requires no work. It makes 1.15 trades per day, which makes it easy for
a broker to autotrade. Entry is make just after the open, and the position is held until stopped out or on the close.
Occasionally, the system will signal a trade entry during the day, which must be taken in real time.
A visual indicator warning of this impending entry is available for easy monitoring.
Of course, no guarantee can be made that TideTrader 2 will continue to perform as tested.
I have posted it here merely as an aid to your trading. Consider this an "out of sample forward test".
The chart for the last year is shown below. It includes a plot of the equity, and trade statistics.
Since this is a trend following system, the percentage of wins (normally near 50%) is good, especially since the S&P only
trends 49% of the time. Kaufman says anything over 40% is good.
In this real time simulation, equity is assumed to initially be $5000, a very small account. Commissions plus fees are $4.80, which is what Interactive Brokers charges.
A real account should more realistically be funded with $15,000 or more.
The worst drawdown over the past year was $2500, during a 3 week congestion. This is something to be improved.
These drawdown periods contain some very interesting information. They come during the congest ions when
the MoonTrend cycle is "rolling over slowly." These periods precede the big, chaotic, fast trend moves,
which is where TideTrade2 makes its money. This suggests several future improvements to the system.
This is the performance over the last year.
These are the trades over the last three months:
Times in the trade log are in Universal time. Subtract 5 hours to get Eastern
maxer1: Long 1 at 12 16 2009 14 37 1109.000 stop=1103.250 cover 1 at 1129.000
maxxr3: LongExit 1 at 12 16 2009 20 29 1103.250 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 12 16 2009 4707.700000
maxer1: Long 1 at 12 17 2009 14 37 1098.500 stop=1092.750 cover 1 at 1118.500
maxxr3: LongExit 1 at 12 17 2009 17 38 1092.750 -5.750
maxer2: Short 1 at 12 17 2009 18 21 1093.250 stop=1099.000 cover 1 at 1073.250
maxxr5: ShortExit 1 at 12 17 2009 21 00 1092.000 1.250
Net today= -4.500 in 2 trade(s)
Equity: 12 17 2009 4473.100000
maxer2: Short 1 at 12 18 2009 14 37 1095.500 stop=1101.250 cover 1 at 1075.500
maxxr5: ShortExit 1 at 12 18 2009 21 00 1098.500 -3.000
Net today= -3.000 in 1 trade(s)
Equity: 12 18 2009 4318.300000
maxer2: Short 1 at 12 21 2009 14 37 1108.500 stop=1114.250 cover 1 at 1088.500
maxxr5: ShortExit 1 at 12 21 2009 21 00 1109.250 -0.750
Net today= -0.750 in 1 trade(s)
Equity: 12 21 2009 4276.000000
maxer1: Long 1 at 12 22 2009 14 37 1111.500 stop=1105.750 cover 1 at 1131.500
maxxr1: LongExit 1 at 12 22 2009 21 00 1113.500 2.000
Net today= 2.000 in 1 trade(s)
Equity: 12 22 2009 4371.200000
maxer1: Long 1 at 12 23 2009 14 37 1117.000 stop=1111.250 cover 1 at 1137.000
maxxr3: LongExit 1 at 12 23 2009 15 25 1111.250 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 12 23 2009 4078.900000
maxer1: Long 1 at 12 24 2009 14 37 1119.750 stop=1114.000 cover 1 at 1139.750
maxxr1: LongExit 1 at 12 24 2009 21 00 1122.000 2.250
Net today= 2.250 in 1 trade(s)
Equity: 12 24 2009 4186.600000
maxer1: Long 1 at 12 28 2009 14 37 1125.500 stop=1119.750 cover 1 at 1145.500
maxxr3: LongExit 1 at 12 28 2009 19 13 1119.750 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 12 28 2009 3894.300000
maxer1: Long 1 at 12 29 2009 14 37 1125.750 stop=1120.000 cover 1 at 1145.750
maxxr1: LongExit 1 at 12 29 2009 21 00 1122.250 -3.500
Net today= -3.500 in 1 trade(s)
Equity: 12 29 2009 3714.500000
maxer1: Long 1 at 12 30 2009 14 37 1117.750 stop=1112.000 cover 1 at 1137.750
maxxr2: LongExit 1 at 12 30 2009 19 31 1120.000 2.250
maxer2: Short 1 at 12 30 2009 19 32 1119.750 stop=1125.500 cover 1 at 1099.750
maxxr5: ShortExit 1 at 12 30 2009 21 00 1121.750 -2.000
Net today= 0.250 in 2 trade(s)
Equity: 12 30 2009 3717.400000
maxer2: Short 1 at 12 31 2009 14 37 1123.250 stop=1129.000 cover 1 at 1103.250
maxxr5: ShortExit 1 at 12 31 2009 21 00 1110.000 13.250
Net today= 13.250 in 1 trade(s)
Equity: 12 31 2009 4375.100000
maxer2: Short 1 at 01 04 2010 14 37 1121.750 stop=1127.500 cover 1 at 1101.750
maxxr7: ShortExit 1 at 01 04 2010 15 32 1127.500 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 01 04 2010 4082.800000
maxer2: Short 1 at 01 05 2010 14 37 1127.500 stop=1133.250 cover 1 at 1107.500
maxxr6: ShortExit 1 at 01 05 2010 18 57 1128.250 -0.750
maxer1: Long 1 at 01 05 2010 18 58 1128.250 stop=1122.500 cover 1 at 1148.250
maxxr1: LongExit 1 at 01 05 2010 21 00 1132.000 3.750
Net today= 3.000 in 2 trade(s)
Equity: 01 05 2010 4223.200000
maxer1: Long 1 at 01 06 2010 14 37 1132.000 stop=1126.250 cover 1 at 1152.000
maxxr1: LongExit 1 at 01 06 2010 21 00 1132.750 0.750
Net today= 0.750 in 1 trade(s)
Equity: 01 06 2010 4255.900000
maxer1: Long 1 at 01 07 2010 14 37 1132.000 stop=1126.250 cover 1 at 1152.000
maxxr1: LongExit 1 at 01 07 2010 21 00 1137.500 5.500
Net today= 5.500 in 1 trade(s)
Equity: 01 07 2010 4526.100000
maxer1: Long 1 at 01 08 2010 14 37 1135.250 stop=1129.500 cover 1 at 1155.250
maxxr1: LongExit 1 at 01 08 2010 21 00 1141.250 6.000
Net today= 6.000 in 1 trade(s)
Equity: 01 08 2010 4821.300000
maxer1: Long 1 at 01 11 2010 14 37 1144.000 stop=1138.250 cover 1 at 1164.000
maxxr3: LongExit 1 at 01 11 2010 16 16 1138.250 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 01 11 2010 4529.000000
maxer1: Long 1 at 01 12 2010 14 37 1136.250 stop=1130.500 cover 1 at 1156.250
maxxr3: LongExit 1 at 01 12 2010 17 25 1130.500 -5.750
maxer2: Short 1 at 01 12 2010 20 37 1130.000 stop=1135.750 cover 1 at 1110.000
maxxr5: ShortExit 1 at 01 12 2010 21 00 1132.250 -2.250
Net today= -8.000 in 2 trade(s)
Equity: 01 12 2010 4119.400000
maxer2: Short 1 at 01 13 2010 14 37 1134.750 stop=1140.500 cover 1 at 1114.750
maxxr7: ShortExit 1 at 01 13 2010 17 38 1140.500 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 01 13 2010 3827.100000
maxer2: Short 1 at 01 14 2010 14 37 1141.000 stop=1146.750 cover 1 at 1121.000
maxxr7: ShortExit 1 at 01 14 2010 20 04 1146.750 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 01 14 2010 3534.800000
maxer2: Short 1 at 01 15 2010 14 37 1142.000 stop=1147.750 cover 1 at 1122.000
maxxr5: ShortExit 1 at 01 15 2010 21 00 1132.250 9.750
Net today= 9.750 in 1 trade(s)
Equity: 01 15 2010 4017.500000
maxer2: Short 1 at 01 19 2010 14 37 1134.000 stop=1139.750 cover 1 at 1114.000
maxxr7: ShortExit 1 at 01 19 2010 15 13 1139.750 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 01 19 2010 3725.200000
maxer2: Short 1 at 01 20 2010 14 37 1136.250 stop=1142.000 cover 1 at 1116.250
maxxr5: ShortExit 1 at 01 20 2010 21 00 1134.500 1.750
Net today= 1.750 in 1 trade(s)
Equity: 01 20 2010 3807.900000
maxer2: Short 1 at 01 21 2010 14 37 1137.500 stop=1143.250 cover 1 at 1117.500
maxxr8: ShortExit 1 at 01 21 2010 16 07 1117.500 20.000
Net today= 20.000 in 1 trade(s)
Equity: 01 21 2010 4803.100000
maxer2: Short 1 at 01 22 2010 14 37 1110.500 stop=1116.250 cover 1 at 1090.500
maxxr8: ShortExit 1 at 01 22 2010 20 19 1090.500 20.000
Net today= 20.000 in 1 trade(s)
Equity: 01 22 2010 5798.300000
maxer2: Short 1 at 01 25 2010 14 37 1098.000 stop=1103.750 cover 1 at 1078.000
maxxr5: ShortExit 1 at 01 25 2010 21 00 1093.000 5.000
Net today= 5.000 in 1 trade(s)
Equity: 01 25 2010 6043.500000
maxer2: Short 1 at 01 26 2010 14 37 1089.750 stop=1095.500 cover 1 at 1069.750
maxxr7: ShortExit 1 at 01 26 2010 15 13 1095.500 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 01 26 2010 5751.200000
maxer2: Short 1 at 01 27 2010 14 37 1088.500 stop=1094.250 cover 1 at 1068.500
maxxr7: ShortExit 1 at 01 27 2010 20 32 1094.250 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 01 27 2010 5458.900000
maxer2: Short 1 at 01 28 2010 14 37 1095.250 stop=1101.000 cover 1 at 1075.250
maxxr8: ShortExit 1 at 01 28 2010 16 34 1075.250 20.000
Net today= 20.000 in 1 trade(s)
Equity: 01 28 2010 6454.100000
maxer2: Short 1 at 01 29 2010 14 37 1083.500 stop=1089.250 cover 1 at 1063.500
maxxr7: ShortExit 1 at 01 29 2010 14 51 1089.250 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 01 29 2010 6161.800000
maxer2: Short 1 at 02 01 2010 14 37 1077.750 stop=1083.500 cover 1 at 1057.750
maxxr7: ShortExit 1 at 02 01 2010 15 36 1083.500 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 02 01 2010 5869.500000
maxer2: Short 1 at 02 02 2010 14 37 1088.500 stop=1094.250 cover 1 at 1068.500
maxxr7: ShortExit 1 at 02 02 2010 15 33 1094.250 -5.750
maxer1: Long 1 at 02 02 2010 16 18 1091.750 stop=1086.000 cover 1 at 1111.750
maxxr1: LongExit 1 at 02 02 2010 21 00 1099.500 7.750
Net today= 2.000 in 2 trade(s)
Equity: 02 02 2010 5959.900000
maxer1: Long 1 at 02 03 2010 14 37 1096.000 stop=1090.250 cover 1 at 1116.000
maxxr1: LongExit 1 at 02 03 2010 21 00 1094.000 -2.000
Net today= -2.000 in 1 trade(s)
Equity: 02 03 2010 5855.100000
maxer1: Long 1 at 02 04 2010 14 37 1084.750 stop=1079.000 cover 1 at 1104.750
maxxr3: LongExit 1 at 02 04 2010 14 47 1079.000 -5.750
maxer2: Short 1 at 02 04 2010 18 38 1067.250 stop=1073.000 cover 1 at 1047.250
maxxr5: ShortExit 1 at 02 04 2010 21 00 1060.000 7.250
Net today= 1.500 in 2 trade(s)
Equity: 02 04 2010 5920.500000
maxer2: Short 1 at 02 05 2010 14 37 1057.000 stop=1062.750 cover 1 at 1037.000
maxxr7: ShortExit 1 at 02 05 2010 15 45 1062.750 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 02 05 2010 5628.200000
maxer2: Short 1 at 02 08 2010 14 37 1059.500 stop=1065.250 cover 1 at 1039.500
maxxr7: ShortExit 1 at 02 08 2010 15 58 1065.250 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 02 08 2010 5335.900000
maxer2: Short 1 at 02 09 2010 14 37 1067.750 stop=1073.500 cover 1 at 1047.750
maxxr7: ShortExit 1 at 02 09 2010 17 11 1073.500 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 02 09 2010 5043.600000
maxer2: Short 1 at 02 10 2010 14 37 1068.500 stop=1074.250 cover 1 at 1048.500
maxxr5: ShortExit 1 at 02 10 2010 21 00 1065.250 3.250
Net today= 3.250 in 1 trade(s)
Equity: 02 10 2010 5201.300000
maxer2: Short 1 at 02 11 2010 14 37 1062.500 stop=1068.250 cover 1 at 1042.500
maxxr7: ShortExit 1 at 02 11 2010 16 24 1068.250 -5.750
maxer1: Long 1 at 02 11 2010 18 57 1074.750 stop=1069.000 cover 1 at 1094.750
maxxr1: LongExit 1 at 02 11 2010 21 00 1076.250 1.500
Net today= -4.250 in 2 trade(s)
Equity: 02 11 2010 4979.200000
maxer1: Long 1 at 02 12 2010 14 37 1062.750 stop=1057.000 cover 1 at 1082.750
maxxr1: LongExit 1 at 02 12 2010 21 00 1075.250 12.500
Net today= 12.500 in 1 trade(s)
Equity: 02 12 2010 5599.400000
maxer1: Long 1 at 02 16 2010 14 37 1082.000 stop=1076.250 cover 1 at 1102.000
maxxr1: LongExit 1 at 02 16 2010 21 00 1092.750 10.750
Net today= 10.750 in 1 trade(s)
Equity: 02 16 2010 6132.100000
maxer1: Long 1 at 02 17 2010 14 37 1096.750 stop=1091.000 cover 1 at 1116.750
maxxr1: LongExit 1 at 02 17 2010 21 00 1098.000 1.250
Net today= 1.250 in 1 trade(s)
Equity: 02 17 2010 6189.800000
maxer1: Long 1 at 02 18 2010 14 37 1098.000 stop=1092.250 cover 1 at 1118.000
maxxr1: LongExit 1 at 02 18 2010 21 00 1105.000 7.000
Net today= 7.000 in 1 trade(s)
Equity: 02 18 2010 6535.000000
maxer1: Long 1 at 02 19 2010 14 37 1101.250 stop=1095.500 cover 1 at 1121.250
maxxr1: LongExit 1 at 02 19 2010 21 00 1107.000 5.750
Net today= 5.750 in 1 trade(s)
Equity: 02 19 2010 6817.700000
maxer1: Long 1 at 02 22 2010 14 37 1110.250 stop=1104.500 cover 1 at 1130.250
maxxr3: LongExit 1 at 02 22 2010 15 01 1104.500 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 02 22 2010 6525.400000
maxer1: Long 1 at 02 23 2010 14 37 1104.500 stop=1098.750 cover 1 at 1124.500
maxxr3: LongExit 1 at 02 23 2010 15 03 1098.750 -5.750
maxer2: Short 1 at 02 23 2010 19 37 1093.000 stop=1098.750 cover 1 at 1073.000
maxxr5: ShortExit 1 at 02 23 2010 21 00 1093.000 0.000
Net today= -5.750 in 2 trade(s)
Equity: 02 23 2010 6228.300000
maxer2: Short 1 at 02 24 2010 14 37 1098.750 stop=1104.500 cover 1 at 1078.750
maxxr7: ShortExit 1 at 02 24 2010 15 49 1104.500 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 02 24 2010 5936.000000
maxer2: Short 1 at 02 25 2010 14 37 1087.500 stop=1093.250 cover 1 at 1067.500
maxxr7: ShortExit 1 at 02 25 2010 18 50 1093.250 -5.750
Net today= -5.750 in 1 trade(s)
Equity: 02 25 2010 5643.700000
maxer2: Short 1 at 02 26 2010 14 37 1101.500 stop=1107.250 cover 1 at 1081.500
maxxr5: ShortExit 1 at 02 26 2010 21 00 1103.000 -1.500
Net today= -1.500 in 1 trade(s)
Equity: 02 26 2010 5563.900000
maxer2: Short 1 at 03 01 2010 14 37 1109.250 stop=1115.000 cover 1 at 1089.250
maxxr6: ShortExit 1 at 03 01 2010 18 25 1112.250 -3.000
maxer1: Long 1 at 03 01 2010 18 26 1112.250 stop=1106.500 cover 1 at 1132.250
maxxr1: LongExit 1 at 03 01 2010 21 00 1114.000 1.750
Net today= -1.250 in 2 trade(s)
Equity: 03 01 2010 5491.800000
maxer1: Long 1 at 03 02 2010 14 37 1119.250 stop=1113.500 cover 1 at 1139.250
maxxr1: LongExit 1 at 03 02 2010 21 00 1117.000 -2.250
Net today= -2.250 in 1 trade(s)
Equity: 03 02 2010 5374.500000
maxer1: Long 1 at 03 03 2010 14 37 1119.000 stop=1113.250 cover 1 at 1139.000
maxxr1: LongExit 1 at 03 03 2010 21 00 1118.000 -1.000
Net today= -1.000 in 1 trade(s)
Equity: 03 03 2010 5319.700000
maxer1: Long 1 at 03 04 2010 14 37 1120.500 stop=1114.750 cover 1 at 1140.500
maxxr1: LongExit 1 at 03 04 2010 21 00 1121.750 1.250
Net today= 1.250 in 1 trade(s)
Equity: 03 04 2010 5377.400000
maxer1: Long 1 at 03 05 2010 14 37 1128.500 stop=1122.750 cover 1 at 1148.500
maxxr1: LongExit 1 at 03 05 2010 21 00 1137.750 9.250
Net today= 9.250 in 1 trade(s)
Equity: 03 05 2010 5835.100000
maxer1: Long 1 at 03 08 2010 14 37 1139.250 stop=1133.500 cover 1 at 1159.250
maxxr1: LongExit 1 at 03 08 2010 21 00 1138.000 -1.250
Net today= -1.250 in 1 trade(s)
Equity: 03 08 2010 5767.800000
maxer1: Long 1 at 03 09 2010 14 37 1135.250 stop=1129.500 cover 1 at 1155.250
maxxr1: LongExit 1 at 03 09 2010 21 00 1140.000 4.750
Net today= 4.750 in 1 trade(s)
Equity: 03 09 2010 6000.500000
maxer1: Long 1 at 03 10 2010 14 37 1141.750 stop=1136.000 cover 1 at 1161.750
maxxr1: LongExit 1 at 03 10 2010 21 00 1145.000 3.250
Net today= 3.250 in 1 trade(s)
Equity: 03 10 2010 6158.200000
maxer1: Long 1 at 03 11 2010 14 37 1137.500 stop=1131.750 cover 1 at 1157.500
maxxr1: LongExit 1 at 03 11 2010 21 00 1145.000 7.500
Net today= 7.500 in 1 trade(s)
Equity: 03 11 2010 6528.400000
maxer1: Long 1 at 03 12 2010 14 37 1147.000 stop=1141.250 cover 1 at 1167.000
maxxr1: LongExit 1 at 03 12 2010 21 00 1145.000 -2.000
Net today= -2.000 in 1 trade(s)
Equity: 03 12 2010 6423.600000
maxer1: Long 1 at 03 15 2010 14 37 1142.250 stop=1136.500 cover 1 at 1162.250
maxxr3: LongExit 1 at 03 15 2010 16 22 1136.500 -5.750
maxer2: Short 1 at 03 15 2010 19 15 1139.250 stop=1145.000 cover 1 at 1119.250
maxxr7: ShortExit 1 at 03 15 2010 20 43 1145.000 -5.750
Net today= -11.500 in 2 trade(s)
Equity: 03 15 2010 5839.000000
Net=23.50 pts, 70 trades, 60 days; 31 wins 44 % Emini net=$839.00 ave.win=$ 319.76 ave.loss=$ 224.04 Win/Loss= 1.13 Kelly=0.052