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SIF Trading Systems

Commentary related to Stock Index Futures trading on SIFtradingsystems.com. Friday, September 13, 2013. Updated Intraday Trend Systems. Next the daily returns from the strategy are screened with a regression filter. The purpose of the filter is to determine whether a day is a good trading day before the day begins. These calculation are all done in an Excel spreadsheet. After filtering the trades, the equity curve looks like this:. Monday, August 26, 2013. Review of the ES1 system. For this study, I deci...

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