The equity curve above shows the cumulative % daily returns of Nightly Patterns trading system tracked monthly.
CAGR = 128,6%
monthly max drawdown = -33,4%
daily compounded maximum drawdown = -39,5%
trade frequency = 1,5 trades per week
inception = November 1993 (live since October 2012)
Nightly Patterns exploits Emini future overnight price behavior. The backtest extends from January 2011 to present.
Here are cumulative monthly percentage returns:
If you have any questions, please do not hesitate to contact me at:
nightlypatterns@hotmail.com
QUANTFOR 
hi,
How can have 1.5 trades per week: if you are trading everyday between the closing and the opening, for a week of 5 days, that’s 10 executions, or 5 trades.
I suppose you are not trading everyday.
How do you choose not to open an overnight position then?
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Hello,
well, I don’t trade everyday. Only when many patterns are triggering. Some weeks we have 2 or 3 trades some weeks none. On average, it’s 1,5 trades per week. You can see all my past trades on the published track record in the “trading results” page.
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