Tuesday, September 8, 2009

CTT Chart Comments

The chart below is a long term chart (since Jan 2000) for a counter trend trading system trading the ES (S&P e-mini contract). August performance was not good for this system, but if you put it in the context of what the system has done over a long period of time, it does not particularly stand out. The red dot on the chart is the point at which I started logging this system in the spreadsheet. The thick red line represents the point at which I would stop trading this system. The Y axis is the number of S&P points the system would have made trading one contact for the entire period.

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