Tuesday, September 09, 2008

S&P 500 System

I've been developing and trading a system based on the S&P 500. It is relatively simple but has been very effective over the past 58 years that I have tested it on. Initially it was meant to be a moving average system, but it evolved into a more involved risk management system that split trends into "zones of risk." The zones of risk were then used to identify potentially profitable positions. Overall, I'm very pleased with the result and have been trading and tinkering with this system since the beginning of the year with very positive results. This year's results in real trading is over 20%.

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