The Day Trading Model is now 100% complete. This quantitative model uses a combination of fundamental data, technical data, and pattern recognition to trade stock index futures and individual stocks. This model is completely different from the Medium-Long Term Model.
Trades typically last 1 – 5 days, although some trades may be less (e.g. half a day) or more (e.g. 2 weeks). The Day Trading Model makes an average of 3-5 trades day, but this will increase as I continue to refine the model.
The Day Trading Model trades from both the long and short sides. However, it is much more selective about shorts than longs.
Position sizes do not exceed 5%. A quantitative risk management system is used in the event that a trade does not work out as planned.
5% of my capital is traded via the Day Trading Model, while 95% of my capital is traded via the Medium-Long Term Model.
- The Medium-Long Term Model yields an average annual performance of 45% since 1950. The Day Trading Model’s performance is lower.
- However, the Medium-Long Term portfolio’s volatility is much higher than the Day Trading portfolio’s volatility.
I will post all of the Day Trading Model’s trades here in real-time, starting December 26, 2017.
This page is for information purposes only. Copy these trades at your own risk.
Merry Christmas everyone!