Attached to result of the RUT signals. I applied a 2 point grid. Entry Rule Wave (current) = 1 Exit Rule TS = 1 no profit target ------------------------------------------------------------------------------- Be aware of 2-2 waves. They might not be profitable. I did no systematic backtesting on that, since I don't have the historical data.
Signals on IWM on a .25% grid over 10 days Enter at .25%, exit with a .25% trailing stop (on grid), no profit target. Another tactics (hindsight) was to countertrend trade every .75%move with a .50% target and a stop at 1.0%.
Once possible long term system is to go long when the RUT proceeds 10 points up. Trail on grid with 5 points stop. In addition buy every dip of 10 points with 5 points profit target and a stop loss of 20 points Gain in 4 years 18*5=90 points vs. buy and hold 17*5=85 points * Please look at the equity curve - nearly no DDs * Current signal is: Long 775 Stop 725 Profit Target 800 (trailing on 5 point grid) Next signal is shown in the graphics (yellow arrow).
Signals for RUT 5 days 1 point grid Enter +1 point Exit TS -1 point (trail on grid) Actual signal is UP from 802 Trailing Stop is at 801 Trailing on grid to 802 if 803 is surpassed