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Preview

The extreme model has indicated the presence of a net extractable potential amount that would justify initiating a structured analysis process, also taking into account commission costs. Preliminary evidence suggests that the model warrants further investigation through a dedicated study. If all the planned validation steps are satisfied, the analysis could lead to the definition of a system consistent with the implementation requirements.

The data considered refers to a backtest conducted on a single Micro E-mini S&P 500 Index contract. This approach helps to avoid artificially parabolic equity curves, which are often far removed from the results observed in live trading.

The contents of the post are organised in a clear chronological order, consistent with the objectives of the analysis and with a well-defined research and development method. Not all tests carried out are necessarily reported: this choice depends on several factors, including the reasons that led to the in-depth study of specific areas or, conversely, the lack of informative relevance of some tests in certain contexts. Therefore, only what is worthy of note is presented.

The post is divided into the following sections:

  1. Optimisation
  2. Safety Ribbon
  3. Monte Carlo
  4. Psychological Limits

Details

  • Instrument: MES
  • session: RTH
  • model: extreme
  • approach: systematic
  • number of charts: 1
  • indicators: no

Reference code

This is a unique identification code that allows users to quickly find all resources related to this specific post. This reference system has been designed to facilitate navigation, particularly for those who wish to explore or compare different published content.

  • Number: 03022026

 

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Category: Index