The S&P Crusher v3 Trades Five Algorithmic Trading Strategies Concurrently

The S&P Crusher v3 Package is designed for the day trader or investor who is looking to maximize gains while also attempting to minimize losses.  This 100% algorithmic futures trading system trades the ES & TY Futures utilizing both day and swing trading algorithms. In our opinion, trading multiple algorithmic trading strategies creates a robust trading system designed to succeed in  up, down and sideways moving markets.

Past performance is not indicative of future performance. Trading futures & options is not for everyone and involves substantial risk of loss.

S&P Crusher Trades Five Algorithmic Trading Strategies:

Trades Multiple Algorithms Concurrently

Combines the Momentum ES, Breakout Day Trade, Breakdown Day Trade (SHORT), Morning Gap Day Trade (SHORT) and Treasury Note  trading strategies in an attempt to take advantage of up, down and sideways moving markets. In our opinion, trading multiple Algorithmic Trading Strategies concurrently increases chances of success independent of what the broader market is doing.

100% Automated Futures Trading System

The S&P Trading Strategy is a fully automated futures trading system, with zero time commitment required. Receive real-time trade alerts on your phone, and daily statements. Trades the S&P Emini Futures and 10 Yr Note utilizing both day and swing trading algorithms – Long and Short.

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Rigorously Back-Tested 15 Years

We back-test each of our algorithms over 15 years. View the back-testing detail on our system and each algorithm.

Live Trade History

Each trading algorithm within this package has traded live – for various durations. The S&P Crusher Track has traded live since January 2016 (Treasury Note, Breakdout Day Trade, Breakdown Day Trade SHORT & Momentum ES algos). The Gap Short algo began trading live in October 2016.  The S&P Crusher v3 dropped the options algorithms in January of 2018 due to their lack of performance. Visit our Algorithmic Trading Statements page to see actual statements from accounts trading this package.

Product Dashboard – S&P Crusher v3

The following data is taken from compiled back-tested Tradestation reports.

 

 

 

Yearly Analysis (per $25,000 traded) 
Average % gain per year 87.31%
Average $ gain per year +$14,571
Monthly Analysis (per $30,000 traded)  
Average % gain per month +4.86%
Average $ gain per month +$1,214
Monthly win rate 68.57%
Trade Analysis (per $30,000 traded)  
Total Num Trades 2396
Trade Win Rate 68.07%

 

 

 

Period Analyzed
Historical period analyzed (Back-Tested) May 1, 2003 – Oct 31, 2016
 Historical period analyzed (Blind Walk-Forward) * Nov 1, 2016 – Apr 24, 2018
Slippage & Commission Used in Analysis
Commission used in all reports (Futures Trade) $6.50 per round trip trade (all-in)
Slippage used in all reports (ES) $12.50 per round trip trade
Slippage used in all reports (TY) $24.00 per round trip trade
Draw-Down (per $30,000 traded)
Worst percent draw-down (closing trade to closing trade) -32%**
Period Seen June 17, 2005 – Oct 31, 2005
*This package traded during this walk-forward period with the iron condor and covered call algorithms (S&P Crusher v2).  The S&P Crusher v3 dropped the options algorithms in January 2018 due to their lack of performance.  
**Estimated draw-down based on back-testing data (see disclaimer, below). Note that heavier losses than indicated are possible.

 

 

 

 

Momentum Trading Strategy
Instrument traded Emini S&P 500 (ES)
Outperforms during Up & Sideways Moving Markets
Ability to hold overnight Yes
Algorithm type Momentum Swing Trade (Long)
Treasury Note Trading Strategy
Instrument traded 10-Year Note (TY)
Outperforms during Down & Sideways Moving Markets
Ability to hold overnight Yes
Algorithm type Momentum Swing Trade (buys on pullback)
Breakout Day Trade Strategy
Instrument traded Emini S&P 500 (ES)
Outperforms during Up Moving Markets
Ability to hold overnight No – Day trade only
Algorithm type Breakout (Long)
Short Breakdown Day Trading Strategy
Instrument traded Emini S&P 500 (ES)
Outperforms during Down Moving Markets
Ability to hold overnight No – Day trade only
Algorithm type Breakdown (Short)
Morning Gap Day Trade Strategy
Instrument traded Emini S&P 500 (ES)
Outperforms during Down & Sideways Moving Markets
Ability to hold overnight No – Day trade only
Algorithm type Gap Fade (SHORT)
Account Details
Minimum account size $25,000
Allocation One contract traded on each algorithm (1/1/1/1/1 = 5 total) per 25,000
Number of algorithms traded 5
Instrument traded ES/TY
Trades Futures Yes (long & short)
Account types allowed Cash, IRA, Roth IRA
Pricing
Licenses available Yes
Licensing fee Contact Us for Pricing

CFTC RULE 4.41: Results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown. 

S&P Crusher v3 Trade List: Trading $25,000 (1 Unit)

Data assumes $25,000 starting account, trading 1 Unit (1 contract per algo/per trade, five algos total). Includes slippage & commission. Results are taken from compiled back-tested/hypothetical accounts which have limitations (see CFTC RULE 4.41 below).

 

CFTC RULE 4.41: Results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown.

Start Auto-Trading Today With The S&P Crusher

 

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AlgorithmicTrading.net provides trading algorithms based on a computerized system, which is also available for use on a personal computer. All customers receive the same signals within any given algorithm package. All advice is impersonal and not tailored to any specific individual's unique situation. AlgorithmicTrading.net, and its principles, are not required to register with the NFA as a CTA and are publicly claiming this exemption. Information posted online or distributed through email has NOT been reviewed by any government agencies — this includes but is not limited to back-tested reports, statements and any other marketing materials. Carefully consider this prior to purchasing our algorithms. For more information on the exemption we are claiming, please visit the NFA website: http://www.nfa.futures.org/nfa-registration/cta/index.html. If you are in need of professional advice unique to your situation, please consult with a licensed broker/CTA.

DISCLAIMER: Commodity Futures Trading Commission Futures trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures markets. Don't trade with money you can't afford to lose. This is neither a solicitation nor an offer to Buy/Sell futures. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website or on any reports. The past performance of any trading system or methodology is not necessarily indicative of future results.

Unless otherwise noted, all returns posted on this site and in our videos is considered Hypothetical Performance. HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.

With the exception of the statements posted from live accounts on Tradestation and/or Gain Capital, all results, graphs and claims made on this website and in any video blogs and/or newsletter emails are from the result of back-testing our algorithms during the dates indicated. These results are not from live accounts trading our algorithms. They are from hypothetical accounts which have limitations (see CFTC RULE 4.14 below and Hypothetical performance disclaimer above). Actual results do vary given that simulated results could under — or over — compensate the impact of certain market factors. Furthermore, our algorithms use back-testing to generate trade lists and reports which does have the benefit of hind-sight. While back-tested results might have spectacular returns, once slippage, commission and licensing fees are taken into account, actual returns will vary. Posted maximum draw downs are measured on a closing month to closing month basis. Furthermore, they are based on back-tested data (refer to limitations of back-testing below). Actual draw downs could exceed these levels when traded on live accounts.

CFTC RULE 4.41 - Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under — or over — compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.

Statements posted from our actual customers trading the algorithms (algos) include slippage and commission. Statements posted are not fully audited or verified and should be considered as customer testimonials. Individual results do vary. They are real statements from real people trading our algorithms on auto-pilot and as far as we know, do NOT include any discretionary trades. Tradelists posted on this site also include slippage and commission.

This strictly is for demonstration/educational purposes. AlgorithmicTrading.net does not make buy, sell or hold recommendations. Unique experiences and past performances do not guarantee future results. You should speak with your CTA or financial representative, broker dealer, or financial analyst to ensure that the software/strategy that you utilize is suitable for your investment profile before trading in a live brokerage account. All advice and/or suggestions given here are intended for running automated software in simulation mode only. Trading futures is not for everyone and does carry a high level of risk. AlgorithmicTrading.net, nor any of its principles, is NOT registered as an investment advisor. All advice given is impersonal and not tailored to any specific individual.

* Published percentage per month is based on back-tested results (see limitations on back-testing above) using the corresponding package. This includes reasonable slippage and commission. This does NOT include fees we charge for licensing the algorithms which varies based on account size. Refer to our license agreement for full risk disclosure.