Performance Page Portfolio: The RSI 5-Minute System

Aug. 28, 2024

In the next few Newsletters, we’re taking a deeper dive into the Performance Page Portfolio (PPP).

This is a Futures-Only portfolio that uses three index strategies and one for Gold.

Our original goal many months ago was to track a portfolio that has a chance to beat the market. Has it?

That’s what we’re trying to find out.

Remember, here’s the SPY in 2024 (as of this writing):

It’s up about 19%. That’s our benchmark.

The first strategy we’re employing is the 5-Minute RSI 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?

We definitely want to participate in the upward historical trajectory of the market, specifically the S&P 500. Since 1995, the SPY has done pretty well:

We want to be a part of that, just not in a blind buy-and-hold sort of way.

What’s great about this system?

It participates in big sudden trends and uses the leverage of Futures to make a lot out of smaller moves. It also has a big, positive reward to risk ratio so our winners are much bigger than our losers.

And by using the 5M chart, we get in right when the action happens.

What’s bad about this system?

By using the 5M chart, we’ll definitely get some stopouts on temporary market noise. Plus, by using a trend following-ish positive reward to risk ratio, our win rate will be low and losing streaks will be common.

Buy-and-hold may have paralyzingly long drawdowns, but there aren’t any actual losing trades booked. With a system, there are definite losers and that’s not easy to take.

Last, this either won’t trade or will lose during Bear Markets.

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 small 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.**

Of course, I also 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 next PPP member in the next Newsletter.

Join the free Newsletter list here .

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.