Following an encouraging 2 years back testing on the DAX30, we decided to add it in our current (live) test (with real money).
In this context, we did some minor change in CAC's ST model in order to avoid a perfect match with the DAX => we slightly modified stop loss and take profit levels. Here is the updated P&L of this model on a 2years basis.
ST Model:
Order book:
- SPX: no position at this time (model is 'stop')
- NDX: 1 short at 3022.04 (stop @ 3055, 5pts above the model to take into account bid/ask spread)
- CAC: 1 short at 4016.98 (stop @ 4110, 5pts above the model to take into account bid/ask spread)
- DAX: no position at this time because we are too close from stop level
For those of you interested in our short term model, you can visit our site in order to get more information. We post all our trades in real time. You can also subscribe to our twitter account (@SigmaTradingOsc), it is free and you are updated on our latest view/trades.
