Nightly Patterns

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:


2 thoughts on “Nightly Patterns

  1. 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?


    • 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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