Performance Page Portfolio: The CCI 240-Minute System

Aug. 30, 2024

In this series of Newsletters, we’re taking a deeper dive into the Performance Page Portfolio (PPP).

Again, this is a Futures-Only portfolio that uses three index strategies and one Gold.

Has it beaten the market as originally hoped?

The first one, the RSI 5M system, did it all by itself.

Here’s our benchmark in the for of SPY in 2024 (as of this writing):

It’s up about 19%. That’s the goal.

The second strategy we’re employing is the 240-Minute CCI system (on the ES.D chart, or the ES chart with custom sessions; they’re the same thing). The details for this system and the two other ES strategies can be seen here.

Why do we want this?

This system gets in on pullbacks. For decades, the market has had an upward bias and getting in on pullbacks has been a very good idea.

We want to be able to buy when the market retraces so we can “buy when others are fearful” and catch the sure-to-come bounce back.

What’s great about this system?

It uses Warren Buffett-like principles and allows us to buy when the market is falling. Our RSI strategy buys breakouts. This one buys pullbacks. That contrast should lead to some nice synergy.

It also has a negative reward to risk ratio which, arguably, is the best way to trade. 

What’s bad about this system?

Despite the very-high win rate, some trades won’t go as planned.

Because we have a big stop and a small target, when it goes bad, we could see a large losing trade. That losing trade will need many winners in a row to erase the deficit. That can be tough for some traders.

Last, this won’t do well in sudden bearish whipsaws.

How has this system done since 2016 trading 1 contract each time (via Portfolio Architect)?

Here’s the Curve on a hypothetically aggressive $20k account:

Has it beaten the market on its own since 2016?

Yes, by a wide margin.

**If you’d like the Tradestation code for all 4 strategies, I’m temporarily offering a special price of $199. Just send $199 to me via PayPal at scotwelsh@gmail.com before September 3rd and I’ll email you the ELD.**

I give away the details to the strategies for free in the YouTube videos if you want to build them yourself.

We’ll go over the third PPP member in the next Newsletter.

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Get Robot information HERE.
Visit my Performance Page HERE.
Buy my new book HERE.
The Inevitability of Becoming Rich is HERE.
My latest YouTube video is HERE.

Disclaimer:
It should not be assumed that the methods, techniques, or indicators presented in these products will be profitable or that they will not result in losses. Past results are not necessarily indicative of future results. Examples presented on these sites are for educational purposes only. These set-ups are not solicitations of any order to buy or sell. The authors, the publisher, and all affiliates assume no responsibility for your trading results. There is a high degree of risk in trading.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY 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 PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.