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TideTrader 2

This chart is updated about an hour after the close each day.

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 08 26 2008 14 37 1265.250 stop=1259.500 cover 1 at 1285.250

maxxr1: LongExit 1 at 08 26 2008 21 00 1271.500 6.250

Net today= 6.250 in 1 trade(s)
Equity: 08 26 2008 5307.700000

maxer1: Long 1 at 08 27 2008 14 37 1273.000 stop=1267.250 cover 1 at 1293.000

maxxr1: LongExit 1 at 08 27 2008 21 00 1281.250 8.250

Net today= 8.250 in 1 trade(s)
Equity: 08 27 2008 5715.400000

maxer1: Long 1 at 08 28 2008 14 37 1291.750 stop=1286.000 cover 1 at 1311.750

maxxr1: LongExit 1 at 08 28 2008 21 00 1299.500 7.750

Net today= 7.750 in 1 trade(s)
Equity: 08 28 2008 6098.100000

maxer1: Long 1 at 08 29 2008 14 37 1293.000 stop=1287.250 cover 1 at 1313.000

maxxr3: LongExit 1 at 08 29 2008 15 43 1287.250 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 08 29 2008 5805.800000

maxer1: Long 1 at 09 02 2008 14 37 1299.000 stop=1293.250 cover 1 at 1319.000

maxxr3: LongExit 1 at 09 02 2008 15 45 1293.250 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 02 2008 5513.500000

maxer1: Long 1 at 09 03 2008 14 37 1272.500 stop=1266.750 cover 1 at 1292.500

maxxr3: LongExit 1 at 09 03 2008 16 55 1266.750 -5.750

maxer2: Short 1 at 09 03 2008 17 37 1268.000 stop=1273.750 cover 1 at 1248.000

maxxr7: ShortExit 1 at 09 03 2008 19 04 1273.750 -5.750

Net today= -11.500 in 2 trade(s)
Equity: 09 03 2008 4928.900000

maxer2: Short 1 at 09 04 2008 14 37 1267.000 stop=1272.750 cover 1 at 1247.000

maxxr8: ShortExit 1 at 09 04 2008 17 48 1247.000 20.000

Net today= 20.000 in 1 trade(s)
Equity: 09 04 2008 5924.100000

maxer2: Short 1 at 09 05 2008 14 37 1228.750 stop=1234.500 cover 1 at 1208.750

maxxr7: ShortExit 1 at 09 05 2008 17 31 1234.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 05 2008 5631.800000

maxer2: Short 1 at 09 08 2008 14 37 1274.500 stop=1280.250 cover 1 at 1254.500

maxxr8: ShortExit 1 at 09 08 2008 16 00 1254.500 20.000

Net today= 20.000 in 1 trade(s)
Equity: 09 08 2008 6627.000000

maxer2: Short 1 at 09 09 2008 14 37 1259.750 stop=1265.500 cover 1 at 1239.750

maxxr7: ShortExit 1 at 09 09 2008 14 43 1265.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 09 2008 6334.700000

maxer2: Short 1 at 09 10 2008 14 37 1229.750 stop=1235.500 cover 1 at 1209.750

maxxr7: ShortExit 1 at 09 10 2008 14 50 1235.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 10 2008 6042.400000

maxer2: Short 1 at 09 11 2008 14 37 1218.250 stop=1224.000 cover 1 at 1198.250

maxxr7: ShortExit 1 at 09 11 2008 15 13 1224.000 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 11 2008 5750.100000

maxer2: Short 1 at 09 12 2008 14 37 1237.250 stop=1243.000 cover 1 at 1217.250

maxxr7: ShortExit 1 at 09 12 2008 15 08 1243.000 -5.750

maxer1: Long 1 at 09 12 2008 16 11 1248.750 stop=1243.000 cover 1 at 1268.750

maxxr3: LongExit 1 at 09 12 2008 17 52 1243.000 -5.750

Net today= -11.500 in 2 trade(s)
Equity: 09 12 2008 5165.500000

maxer1: Long 1 at 09 15 2008 14 37 1215.750 stop=1210.000 cover 1 at 1235.750

maxxr4: LongExit 1 at 09 15 2008 15 54 1235.750 20.000

maxer2: Short 1 at 09 15 2008 16 55 1221.250 stop=1227.000 cover 1 at 1201.250

maxxr7: ShortExit 1 at 09 15 2008 17 13 1227.000 -5.750

Net today= 14.250 in 2 trade(s)
Equity: 09 15 2008 5868.400000

maxer2: Short 1 at 09 16 2008 14 37 1171.500 stop=1177.250 cover 1 at 1151.500

maxxr7: ShortExit 1 at 09 16 2008 14 40 1177.250 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 16 2008 5576.100000

maxer2: Short 1 at 09 17 2008 14 37 1189.250 stop=1195.000 cover 1 at 1169.250

maxxr7: ShortExit 1 at 09 17 2008 14 41 1195.000 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 17 2008 5283.800000

maxer2: Short 1 at 09 18 2008 14 37 1180.750 stop=1186.500 cover 1 at 1160.750

maxxr7: ShortExit 1 at 09 18 2008 15 02 1186.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 18 2008 4991.500000

maxer1: Long 1 at 09 19 2008 14 37 1266.500 stop=1260.750 cover 1 at 1286.500

maxxr3: LongExit 1 at 09 19 2008 14 41 1260.750 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 19 2008 4699.200000

maxer1: Long 1 at 09 22 2008 14 37 1246.000 stop=1240.250 cover 1 at 1266.000

maxxr3: LongExit 1 at 09 22 2008 14 41 1240.250 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 22 2008 4406.900000

maxer1: Long 1 at 09 23 2008 14 37 1209.250 stop=1203.500 cover 1 at 1229.250

maxxr3: LongExit 1 at 09 23 2008 17 42 1203.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 23 2008 4114.600000

maxer1: Long 1 at 09 24 2008 14 37 1190.250 stop=1184.500 cover 1 at 1210.250

maxxr3: LongExit 1 at 09 24 2008 14 47 1184.500 -5.750

maxer2: Short 1 at 09 24 2008 19 10 1191.000 stop=1196.750 cover 1 at 1171.000

maxxr7: ShortExit 1 at 09 24 2008 19 42 1196.750 -5.750

Net today= -11.500 in 2 trade(s)
Equity: 09 24 2008 3530.000000

maxer2: Short 1 at 09 25 2008 14 37 1194.750 stop=1200.500 cover 1 at 1174.750

maxxr7: ShortExit 1 at 09 25 2008 14 42 1200.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 25 2008 3237.700000

maxer2: Short 1 at 09 26 2008 14 37 1194.500 stop=1200.250 cover 1 at 1174.500

maxxr7: ShortExit 1 at 09 26 2008 14 56 1200.250 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 26 2008 2945.400000

maxer2: Short 1 at 09 29 2008 14 37 1191.500 stop=1197.250 cover 1 at 1171.500

maxxr8: ShortExit 1 at 09 29 2008 14 54 1171.500 20.000

Net today= 20.000 in 1 trade(s)
Equity: 09 29 2008 3940.600000

maxer2: Short 1 at 09 30 2008 14 37 1139.500 stop=1145.250 cover 1 at 1119.500

maxxr7: ShortExit 1 at 09 30 2008 15 14 1145.250 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 09 30 2008 3648.300000

maxer2: Short 1 at 10 01 2008 14 37 1152.750 stop=1158.500 cover 1 at 1132.750

maxxr7: ShortExit 1 at 10 01 2008 17 16 1158.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 01 2008 3356.000000

maxer2: Short 1 at 10 02 2008 14 37 1151.250 stop=1157.000 cover 1 at 1131.250

maxxr8: ShortExit 1 at 10 02 2008 16 07 1131.250 20.000

Net today= 20.000 in 1 trade(s)
Equity: 10 02 2008 4351.200000

maxer2: Short 1 at 10 03 2008 14 37 1137.750 stop=1143.500 cover 1 at 1117.750

maxxr7: ShortExit 1 at 10 03 2008 15 01 1143.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 03 2008 4058.900000

maxer2: Short 1 at 10 06 2008 14 37 1079.500 stop=1085.250 cover 1 at 1059.500

maxxr8: ShortExit 1 at 10 06 2008 15 15 1059.500 20.000

Net today= 20.000 in 1 trade(s)
Equity: 10 06 2008 5054.100000

maxer2: Short 1 at 10 07 2008 14 37 1068.500 stop=1074.250 cover 1 at 1048.500

maxxr7: ShortExit 1 at 10 07 2008 14 40 1074.250 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 07 2008 4761.800000

maxer2: Short 1 at 10 08 2008 14 37 992.250 stop= 998.000 cover 1 at 972.250

maxxr7: ShortExit 1 at 10 08 2008 14 39 998.000 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 08 2008 4469.500000

maxer2: Short 1 at 10 09 2008 14 37 996.750 stop=1002.500 cover 1 at 976.750

maxxr7: ShortExit 1 at 10 09 2008 14 41 1002.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 09 2008 4177.200000

maxer2: Short 1 at 10 10 2008 14 37 845.250 stop= 851.000 cover 1 at 825.250

maxxr7: ShortExit 1 at 10 10 2008 14 38 851.000 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 10 2008 3884.900000

maxer2: Short 1 at 10 13 2008 14 37 947.750 stop= 953.500 cover 1 at 927.750

maxxr7: ShortExit 1 at 10 13 2008 15 33 953.500 -5.750

maxer1: Long 1 at 10 13 2008 20 35 983.750 stop= 978.000 cover 1 at 1003.750

maxxr4: LongExit 1 at 10 13 2008 20 58 1003.750 20.000

Net today= 14.250 in 2 trade(s)
Equity: 10 13 2008 4587.800000

maxer1: Long 1 at 10 14 2008 14 37 1046.250 stop=1040.500 cover 1 at 1066.250

maxxr3: LongExit 1 at 10 14 2008 14 41 1040.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 14 2008 4295.500000

maxer1: Long 1 at 10 15 2008 14 37 976.500 stop= 970.750 cover 1 at 996.500

maxxr3: LongExit 1 at 10 15 2008 14 39 970.750 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 15 2008 4003.200000

maxer1: Long 1 at 10 16 2008 14 37 911.000 stop= 905.250 cover 1 at 931.000

maxxr3: LongExit 1 at 10 16 2008 15 08 905.250 -5.750

maxer2: Short 1 at 10 16 2008 15 21 900.500 stop= 906.250 cover 1 at 880.500

maxxr8: ShortExit 1 at 10 16 2008 15 58 880.500 20.000

Net today= 14.250 in 2 trade(s)
Equity: 10 16 2008 4706.100000

maxer2: Short 1 at 10 17 2008 14 37 927.250 stop= 933.000 cover 1 at 907.250

maxxr7: ShortExit 1 at 10 17 2008 14 46 933.000 -5.750

maxer1: Long 1 at 10 17 2008 17 54 964.250 stop= 958.500 cover 1 at 984.250

maxxr4: LongExit 1 at 10 17 2008 18 39 984.250 20.000

Net today= 14.250 in 2 trade(s)
Equity: 10 17 2008 5409.000000

maxer1: Long 1 at 10 20 2008 14 37 949.750 stop= 944.000 cover 1 at 969.750

maxxr3: LongExit 1 at 10 20 2008 16 10 944.000 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 20 2008 5116.700000

maxer1: Long 1 at 10 21 2008 14 37 970.750 stop= 965.000 cover 1 at 990.750

maxxr3: LongExit 1 at 10 21 2008 16 56 965.000 -5.750

maxer2: Short 1 at 10 21 2008 16 58 958.000 stop= 963.750 cover 1 at 938.000

maxxr7: ShortExit 1 at 10 21 2008 17 38 963.750 -5.750

Net today= -11.500 in 2 trade(s)
Equity: 10 21 2008 4532.100000

maxer2: Short 1 at 10 22 2008 14 37 925.000 stop= 930.750 cover 1 at 905.000

maxxr7: ShortExit 1 at 10 22 2008 14 47 930.750 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 22 2008 4239.800000

maxer2: Short 1 at 10 23 2008 14 37 902.750 stop= 908.500 cover 1 at 882.750

maxxr8: ShortExit 1 at 10 23 2008 14 51 882.750 20.000

Net today= 20.000 in 1 trade(s)
Equity: 10 23 2008 5235.000000

maxer2: Short 1 at 10 24 2008 14 37 858.500 stop= 864.250 cover 1 at 838.500

maxxr7: ShortExit 1 at 10 24 2008 14 37 864.250 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 24 2008 4942.700000

maxer2: Short 1 at 10 27 2008 14 37 858.250 stop= 864.000 cover 1 at 838.250

maxxr7: ShortExit 1 at 10 27 2008 14 39 864.000 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 27 2008 4650.400000

maxer2: Short 1 at 10 28 2008 14 37 870.750 stop= 876.500 cover 1 at 850.750

maxxr7: ShortExit 1 at 10 28 2008 14 46 876.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 28 2008 4358.100000

maxer1: Long 1 at 10 29 2008 14 37 928.000 stop= 922.250 cover 1 at 948.000

maxxr4: LongExit 1 at 10 29 2008 17 31 948.000 20.000

Net today= 20.000 in 1 trade(s)
Equity: 10 29 2008 5353.300000

maxer1: Long 1 at 10 30 2008 14 37 955.500 stop= 949.750 cover 1 at 975.500

maxxr3: LongExit 1 at 10 30 2008 15 18 949.750 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 30 2008 5061.000000

maxer1: Long 1 at 10 31 2008 14 37 948.750 stop= 943.000 cover 1 at 968.750

maxxr3: LongExit 1 at 10 31 2008 14 46 943.000 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 10 31 2008 4768.700000

maxer1: Long 1 at 11 03 2008 14 37 968.500 stop= 962.750 cover 1 at 988.500

maxxr3: LongExit 1 at 11 03 2008 15 06 962.750 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 11 03 2008 4476.400000

maxer1: Long 1 at 11 04 2008 14 37 987.250 stop= 981.500 cover 1 at 1007.250

maxxr3: LongExit 1 at 11 04 2008 14 58 981.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 11 04 2008 4184.100000

maxer1: Long 1 at 11 05 2008 14 37 987.250 stop= 981.500 cover 1 at 1007.250

maxxr3: LongExit 1 at 11 05 2008 16 52 981.500 -5.750

maxer2: Short 1 at 11 05 2008 20 20 964.500 stop= 970.250 cover 1 at 944.500

maxxr5: ShortExit 1 at 11 05 2008 21 00 951.250 13.250

Net today= 7.500 in 2 trade(s)
Equity: 11 05 2008 4549.500000

maxer2: Short 1 at 11 06 2008 14 37 950.500 stop= 956.250 cover 1 at 930.500

maxxr8: ShortExit 1 at 11 06 2008 15 31 930.500 20.000

Net today= 20.000 in 1 trade(s)
Equity: 11 06 2008 5544.700000

maxer2: Short 1 at 11 07 2008 14 37 912.500 stop= 918.250 cover 1 at 892.500

maxxr7: ShortExit 1 at 11 07 2008 15 05 918.250 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 11 07 2008 5252.400000

maxer2: Short 1 at 11 10 2008 14 37 946.250 stop= 952.000 cover 1 at 926.250

maxxr8: ShortExit 1 at 11 10 2008 16 52 926.250 20.000

Net today= 20.000 in 1 trade(s)
Equity: 11 10 2008 6247.600000

maxer2: Short 1 at 11 11 2008 14 37 900.000 stop= 905.750 cover 1 at 880.000

maxxr7: ShortExit 1 at 11 11 2008 19 20 905.750 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 11 11 2008 5955.300000

maxer2: Short 1 at 11 12 2008 14 37 881.000 stop= 886.750 cover 1 at 861.000

maxxr8: ShortExit 1 at 11 12 2008 18 56 861.000 20.000

Net today= 20.000 in 1 trade(s)
Equity: 11 12 2008 6950.500000

maxer2: Short 1 at 11 13 2008 14 37 862.000 stop= 867.750 cover 1 at 842.000

maxxr8: ShortExit 1 at 11 13 2008 17 19 842.000 20.000

Net today= 20.000 in 1 trade(s)
Equity: 11 13 2008 7945.700000

maxer1: Long 1 at 11 14 2008 14 37 894.250 stop= 888.500 cover 1 at 914.250

maxxr3: LongExit 1 at 11 14 2008 15 20 888.500 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 11 14 2008 7653.400000

maxer1: Long 1 at 11 17 2008 14 37 861.000 stop= 855.250 cover 1 at 881.000

maxxr3: LongExit 1 at 11 17 2008 14 40 855.250 -5.750

maxer2: Short 1 at 11 17 2008 15 38 856.000 stop= 861.750 cover 1 at 836.000

maxxr7: ShortExit 1 at 11 17 2008 16 12 861.750 -5.750

Net today= -11.500 in 2 trade(s)
Equity: 11 17 2008 7068.800000

maxer2: Short 1 at 11 18 2008 14 37 851.000 stop= 856.750 cover 1 at 831.000

maxxr7: ShortExit 1 at 11 18 2008 14 40 856.750 -5.750

Net today= -5.750 in 1 trade(s)
Equity: 11 18 2008 6776.500000


Net=42.25 pts, 70 trades, 60 days; 19 wins 27 % Emini net=$1776.50 ave.win=$ 882.89 ave.loss=$ 287.50 Win/Loss= 1.14 Kelly=0.034


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Date/Time:11/19/2008 2:57:36 PMMountain.

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