Report Day Database
Now you can trade using the secrets once reserved for large institutional traders!
During the mid 1990's Murray Ruggiero discovered a reliable way to find low risk trades in the Thirty year bond and ten year notes. The secret was simple. There exists patterns based on the actual release dates of big government reports and bond auctions, for example even the weekly TBill notes have an effect on the bond market. This relationship was a secret because even though many vendors sold, the number which the government released, they never kept the actual data! Murray created a database, which he preprocessed to make it easy to build trading systems. This database contains information for Monthly unemployment, Retail sales, PPI, CPI, some series going back to the late 1970's.
In addition it also contains the auction dates for all major interest rate instruments, Thirty Year, Ten Year, Two Year, New Three Year and Five Year as well as TBills. The final database contains first day of notice for the thirty year bond as well as the grain markets where we found it predictive.
You not only get the database; you also get Murray’s tools for developing the report day patterns for TradersStudio 2.0. In addition you get free a Thirty Year Bond system which averaged over 465.00 a trade since 1986 with a drawdown of just over 3,000! And had over 63% winning trades. This system did not just capitalize on the bull market in bonds it averages more than 300.00 a trade on the short side!
The systems are written in TradersStudio 2.0, the data is in ASCII format.
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Performance Summary: All Trades |
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Total Net Profit |
$63,750.00 |
Open Position P/L |
$0.00 |
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GrossProfit |
$94,187.50 |
Gross Loss |
($30,437.50) |
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Total # of trades |
137 |
Percent Profitable |
63.50% |
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Number winning trades |
87 |
Number Losing Trades |
43 |
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Largest winning trade |
$10,031.25 |
Largest Losing Trade |
($2,031.25) |
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Average winning trade |
$1,082.61 |
Average Losing Trade |
($707.85) |
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Ratio avg win/avg loss |
1.53 |
Avg Trade (win & loss) |
$465.33 |
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Max consec. winners |
10 |
Max consec. losers |
4 |
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Avg # bars in winners |
5 |
Avg # bars in losers |
4 |
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Max intraday drawdown |
($3,062.50) |
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Profit Factor |
3.09 |
Max # contracts held |
1 |
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Account size required |
$3,062.50 |
Yearly return on account |
102.45% |
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Performance Summary: Long Trades |
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Total Net Profit |
$40,375.00 |
Open Position P/L |
$0.00 |
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GrossProfit |
$55,500.00 |
Gross Loss |
($15,125.00) |
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Total # of trades |
61 |
Percent Profitable |
62.30% |
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Number winning trades |
38 |
Number Losing Trades |
17 |
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Largest winning trade |
$10,031.25 |
Largest Losing Trade |
($2,000.00) |
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Average winning trade |
$1,460.53 |
Average Losing Trade |
($889.71) |
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Ratio avg win/avg loss |
1.64 |
Avg Trade (win & loss) |
$661.89 |
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Max consec. winners |
10 |
Max consec. losers |
4 |
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Avg # bars in winners |
5 |
Avg # bars in losers |
4 |
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Max intraday drawdown |
($5,187.50) |
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Profit Factor |
3.67 |
Max # contracts held |
1 |
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Account size required |
$5,187.50 |
Yearly return on account |
38.31% |
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Performance Summary: Short Trades |
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Total Net Profit |
$23,375.00 |
Open Position P/L |
$0.00 |
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GrossProfit |
$38,687.50 |
Gross Loss |
($15,312.50) |
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Total # of trades |
76 |
Percent Profitable |
64.47% |
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Number winning trades |
49 |
Number Losing Trades |
26 |
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Largest winning trade |
$3,687.50 |
Largest Losing Trade |
($2,031.25) |
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Average winning trade |
$789.54 |
Average Losing Trade |
($588.94) |
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Ratio avg win/avg loss |
1.34 |
Avg Trade (win & loss) |
$307.57 |
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Max consec. winners |
6 |
Max consec. losers |
4 |
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Avg # bars in winners |
4 |
Avg # bars in losers |
4 |
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Max intraday drawdown |
($4,312.50) |
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Profit Factor |
2.53 |
Max # contracts held |
1 |
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Account size required |
$4,312.50 |
Yearly return on account |
26.68% |
Please read this disclaimer:
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 could have been over or under compensated for impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs also have the benefit of hindsight. Past performance does not guarantee future results. Trading futures is very risky and is not for everyone.