NC 28731(828) 697-6502
or
140 Old Orchard DriveLas Gatos, CA 950321408)356-1800
Mr. Vilar Kelly is a highly respected technician and gives good supportto purchasers of his system. He has partnered with Mike Barna, another respected technician and Easy Language expert. He periodicallymakes slight changes to his methodology which he makes available tohis clients at no cost. This is one of the best performing S&P day tradesystems that we've seen. Parts of this system were originally releasedin September 1932. The methodology is unique and might be valuableeven if it did not make money based on the unique concepts. Performance has been excellent since release. Back testing also looks excellent. Big Blue is similar to the other S&P day trade systems in this list,but is much more conservative. A computer and intraday data are necessary for this system (Table 13.4 and Figure 13.3).TABU 13.4
The Big Blue
ONE CONTRACT PER TRADETEST PERIOD 1/1/86-8/31/99$100 ALLOWED FOR COMMISSION' AND SLIPPAGE
TOP TEN SYSTEMS OF ALL TIMES
FIGURE 13.3
Big Blue equity curve
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DCS-II by Peter AanPWA Futures2607 Partridge Ave.Arlington. TX 76017(9721 386-2901Peter Aan is a respected technician and is registered with the NFA,thus any information you get from him should be correct. DCS-II is theoldest system in this list. This system also has different parameters foreach market, but this doesn't concern us too much due to the fact thatthe parameters are very similar and they have not been modified sincethe system was released to the public. DCS-II was released in 1991. Acomputer is not necessary for this system, but it would make life easier(Table 13.5 and Figure 13.4).
TABLE 13.5
DCS II
ONE CONTRACT PER TRADETEST PERIOD 1/1/83-8/31/99$75 ALLOWED FOR COMMISSION AND SLIPPAGE
TOP TEN SYSTEMS OF ALL TIMES
FIGURE 13.4 DCS-II system equity curve.
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Dollar Trader for Currencies by Dave Fox149 Sweet Bey AVE.New Smyrna Beach. FL 32168(904) 428-8847Dave Fox is one of the moat honest men we have ever met in this industry. He is a highly respected trader and system developer. He in a longtime trader and is registered with the NFA and will trade his system foryou. His personal trading style includes the USE of options. DollarTrader is one of the most consistent systems we have seen. The systemhas 10 parameters which are not optimized and are identical for allmarkets. You do need a computer and his software to trade the system(Table 13.6 and Figure 13.5).
TOP TEN SYSTEMS OF ALL TIMES
TABLE 13.6
Dollar Trader for Currencies—Deutsche Mark
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TABLE 13.6
Continued
TOP TEN SYSTEMS OF ALL TIMES
FIGURE 13.5 Dollar trader equity curve.
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Dynamic Breakout System by George Pruitt815 Hillside Rd.Hendersonvil]e. NC 28791(828) 697-0273Dynamic Breakout was developed by George Pruitt at Futures Truth asa type of Donchian system, where the breakout is calculated dynamically based on volatility. The system uses a $1500 money managementstop. This system was developed in March 1996 and is available for$300. It can easily he programmed into an Excel spreadsheet (Table13,7 and Figure 13.6). The Easy Language Code for this system is located in Appendix A.
TABLE 13.7
Dynamic Breakout System
ONE CONTRACT PER TRADETEST PERIOD 1/1/83-8/31/99$75 ALLOWED FOR COMMISSION AND SLIPPAGE
TOP TEN SYSTEMS OF ALL TIMES
FIGURE 13.6
Dynamic breakout equity curve.
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Golden SX by Randy Stuckey
5 Cedar LaneCrawfordaville, IN 47933(765) 866-8001This is a intermediate term system that trades 9 to 12 times per year. Itwas released in July 1996. The logic is simple and is the same for all futures. Golden SX is an oscillator-based trend following system. There aredifferent parameters for each market. Many times system vendors thathave different parameter sets for different markets are criticized thatthey over-optimized the system. In an attempt to dispel this notion,Randy Stuckey has had us follow a constant version of his Golden SX aystem. The optimized version has outperformed the constant version andboth have been highly successful. Randy Stuckey is a respected technician and his system requires a computer (Table 13.8 and Figure 13.7).
TABLE 13.8
Golden SX
ONE CONTRACT PER TRADETEST PERIOD 1/1/83-8/31/99$75 ALLOWED FOR COMMISSION AND SLIPPAGE
TOP TEN SYSTEMS OF ALL TIMES
FIGURE 13.7
Golden SX equity curve.
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Mystery System by Peter Aan
2607 Partridge Ave.Arlington, TX 76017(972)386-2901This is a long-term system that has been around for a long time, PeterAan, recognizing the value, offered this to traders at a very modest price,only $95. We believe this system will continue to show good performancethrough the years. Don't let the selling price fool you. One thing that wehave discovered is that there is no relationship between the price andquality of a trading system. As we stated earlier, Peter Aan is a respected technician and is registered with the NFA (Table 13.9 and Figure 13.8).
TABLE 13.9
Mystery System
ONE CONTRACT PER TRADETEST PERIOD 1/1/8 3-8/31/99S75 ALLOWED FOR COMMISSION AND SLIPPAGE
TOP TEN SYSTEMS OF ALL TIMES
FIGURE 13.8
Mystery system equity curve.
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R-Breaker by Richard Saittenberg
35 Tamarack WayPleasantville, NY 10570(914)741-2147This system was developed by Rick Saidenberg in July 1993 for S&P daytrading. A computer and software makes this system manageable. Youdo have to follow the market during the day but not closely, approximately every 45 minutes R-Breaker is a breakout and Countertrendsystem, so in fact there are two systems working simultaneously. Onesystem takes the breakout trades and the other takes the failed breakouts. It is very aggressive and will trade ten plug times a month. A fixedmoney management stop is incorporated into the logic (Table 13.10 andFigure 13,9).TABLE 13.10
R-Breaker
ONE CONTRACT PER TRADETEST PERIOD 1/1/90-8/31/99$100 ALLOWED FOR COMMISSION AND SLIPPAGE
TOP TEN SYSTEMS OF ALL TIMES
FIGURE 13.9 R-breakout equity curve.
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STC-Vbased S&P Day Trade by Stafford Trading
2460 Peachtree Rd NWSuite 1004Atlanta, GA3030S(800) 270-1362<4Q4) 949-0236This system was released in June of 1997 and is the youngest systemin this list. Rules are simple and you don't need a computer (TradeStation™ Easy Language is available and is highly recommended).This system is a volatility based breakout with a breakout failureoverlay (similar to R-Breaker). In addition, there is a filter that eliminates trading during extremely high volatile time periods. This system incorporate money management schemes that are adaptive. Thissystem is mare aggressive than Big Blue but less than R-Breaker(Table 13.11 and Figure 13.10).TABLE 13.11 S&P Day Trade SystemONE CONTRACT PER TRADETEST PERIOD 1/1/90-8/31/99$100 ALLOWED FOR COMMISSION AND SLIPPAGE
TOP TEN SYSTEMS OF ALL TIMES
FIGURE 13.10 STC-Vbased equity curve.
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BIBLIOGRAPHYAlexander, Peter. Beginners Guide to Computer Assisted Trading, TradersPress Inc.. Greenville, 5C, 1997.Chande, Tushar S. Beyond Technical Analysis, John Wiley, New York, 1997.Chande, Tushar S., and Stanley Kroll, The New Technical Trader. John Wiley.New York. 1994.Druromond, Charles. How to Make Money In the Futures Market . . , and Luisof It! Drummond Publications. Chicago, 1978.Drummond, Charles. Charles Drummond on Advanced P&L, Drummond Publications. Chicago, 19BO.Drummond, Charles The P&L Labs, Drummond Publications, Chicago. 1981.Drunnnond, Charles. The 1-1 Paper, Drummond Publications, Chicago, 1985.Drummond, Charles. The Energy Paper, Drummond Publications, Chicago,1991.Drummond, Charles. P&L Accumulation/Distribution: Knowing When toTrade, Drummond Publications. Chicago, 1993.Drurnmond, Charles. Knotting Where the Energy Is Coming From, DrummondPublications, Chicago, 1995.Drummond. Charles. Pattern Picking, Drummond Publications, Chicago, 1996.Drummond, Charles. Predicting Next Week's Range (and Understanding How theDaily Plays It Out), Drummond Publications, Chicago. 1996.Drummond, Charles. Psycho Paper "96: P&L's Connection with Awareness,Drurnmond Publications, Chicago. 19%.Druwmond, Charles, and Ted Hearne. The Lessons, a Series of 30 Multi-MediaLessons, Drummond and Hearne Publications, Chicago, 1997-1999.Gallflcher, William R. Winner Take All, Probus Publishing Company, Chicago,IL, 1994.Knight. Sheldon. "How Clean Is Your End-Of-Day Data?" Futures Magazine,28: 9 I.September 1999). pp. 64-69.Krutsinger. Joe. Trading Systems. Secrets of the Masters, McGraw Hill, NewYork. 1997.Le Beau, Charles, and David W. Lucas. Technical Traders Guide to ComputerAnalysis of the Futures Markets, Business One Irwin. Homewood, 1L,1992.Rotella, Sober P. Elements of Successful Trading, New York Institute of Finance, New York, 1992.Smith, Gary. How I Trade for a Living, John Wiley. New York, 1999.Tewels, Richard J., C. V. Harlow. and H. L. Stone. The Commodity FuturesGame, McGraw Hill, New York, 1974.Vines, Ralph. Portfolio Management Formulas, John Wiley, New York, 1990.Wilder Jr., Welles. New; Concepts in Technical Trading Systems, Trend Research, Greensboro, NC. 1978.
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APPENDIX: EASY LANGUAGESOURCE CODE
28S
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