CL Selective

System characteristics

 

CL Selective is an intraday Swing-trading system.

The system trades both the overnight-session as well as the day-session, but it is always flat at the session-break (17:15pm EST).

The system makes use of a user-configurable initial stop (recommended value : 150-ticks), and offers an optional user-configurable target
(usage not recommended).

 

System design

 

This system is based off the analysis of overnight & day sessions.

Trading decisions are made based on two kinds of patterns: price-action & time-of-day.

The system uses a total of 9 patterns ; the largest-base patterns have 840, 485, 445, 415, 270, 265 samples on the statistical analysis period (2003..2013).

 

System performance

 

The figures & charts below are for v15, 2003..2014, backtest using 1 contract per trade, $5 commissions per round-trip, 1-tick systematic slippage per entry / same for exits.

It should be noted that 2003..2013 is the statistical analysis period, technically "in-sample"

2014 is outside of the statistical analysis period, technically "out-of-sample".

I am trading this system live since February 2014.

Capital requirements

 

  • The minimum account-size to trade 1 contract of Crude-Oil (CL) with this system is $20,000
    (~twice the max historical drawdown + overnight margin)
     
  • The recommended account-size to trade 1 contract of Crude-Oil (CL) with this system is $30,000

 

Pricing

 

CL Selective is offered for lease at a monthly rate of $350 for a position-size of 1 contract.

Other lease terms available:

  • Quarterly rate: $840 for a position-size of 1 contract (20% discount vs. monthly)
  • Annual rate: $2520 for a position-size of 1 contract (40% discount vs. monthly)

These prices include all software updates & upgrades during the lease term.

Remote monitoring service for this system is available at an extra price of $150 / month (flat fee per system, independent of the position-size).

 

How to order

 

Please contact us at dom993trading@gmail.com or use the Contacts form to get started.

2014 to August 8th