Shop For Backtested Futures Systems
Backtested Futures Systems are employed to capitalize on market movements by buying or selling futures contracts. These futures strategies can be broadly categorized into three main types: trend following, mean reversion, and arbitrage. Trend-following strategies involve identifying and riding upward price trends, while mean-reversion strategies seek to profit from temporary price deviations from their long-term averages. Arbitrage strategies exploit discrepancies in prices across different markets or exchanges.
Backtested Futures Systems offer the opportunity to profit from anticipating future price movements of assets like commodities, currencies, and stocks. However, it’s not without its risks as market fluctuations can dramatically impact your gains or losses. Understanding the market dynamics and employing appropriate Backtested Futures Systems can significantly enhance your decision-making and reduce the associated risks.
Each strategy comes with trading rules in plain English and a strategy code of your choice (so you can backtest yourself – to trade live, you might need to change the code). Available right now are Amibroker (not all, please ask which), Tradestation, and plain English. It is important to note that while every effort has been made to ensure the accuracy of the information provided, we cannot guarantee that the results.


The historical performance and figures may not indicate the strategy’s future success (they are hypothetical). One of the limitations of hypothetical performance results is that they are prepared with the benefit of hindsight. The strategy is only backtested on the indicated asset; a backtest has limitations, and strategies might fail after backtesting (despite all strategies having at least one year of incubation before release).
You should always do your own due diligence and research and use a demo account before you start. If you are unsure, please read our full disclaimer. Trading involves risk, and it’s important to diversify your trading and not put all your eggs in one basket. Any single trading strategy should be no more than 2% of your portfolio. Always trade small and don’t use leverage.
Commissions, slippage, and stops are not included in the backtests unless stated (estimated commissions and slippage), and simulations are done at the close unless otherwise stated (how to trade at the close – or alternative entries). You should know your commission rate before you order. The results are usually slightly worse if the trade is done at the next day’s opening (after a signal).
Our best futures trading Systems sale list
Each Futures Trading Strategy comes with trading rules in plain English and strategy code for Tradestation/Easy Language. Commissions and slippage are not included in the backtests (estimated commissions and slippage).
PRICES
After you have paid, please send us an email where you indicate which strategies you want. We need to send them manually to you.
Backtested Futures Systems
All backtests are from the year 2000 or inception.
F101: Swing Trade Nasdaq100, S&P500 and Dow Jones
The Futures Trading strategy works best for Nasdaq, SP500, and Dow Jones futures. It’s a mean reversion strategy, but you can apply the code for many other futures contracts.
It’s a long-only strategy.
The backtest is done using Tradestation data from Chicago Mercantile Exchange (CME) on continuous and back-adjusted data and using exchange hours (0930-1600 NYT).
The backtest trades at the close, is based on daily bars, and is from the contract’s inception until today. The strategy can also be traded on tomorrow’s open, but performs slightly worse with this setting.
The code is in plain English, TradeStation, and Amibroker.
The equity curve (@NQ.D):
Performance metrics (@NQ.D):
F102: Swing Trade @ES/S&P 500
The strategy works best for @ES.D and is a mean reversion strategy.
It’s a long-only strategy.
The backtest is done using Tradestation data from Chicago Mercantile Exchange (CME) on continuous and back-adjusted data and using exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
The equity curve (@ES.D):
Performance metrics (@ES.D):
F103: Swing Strategy Nasdaq
The strategy works best for @NQ.D and is a mean reversion strategy.
It’s a long-only strategy.
The backtest is done using Tradestation data from Chicago Mercantile Exchange (CME) on continuous and back-adjusted data and using exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation and Amibroker.
The equity curve (@NQ):
Performance metrics (@NQ):
F104: Swing Strategy, Nasdaq (@NQ)
The strategy works best for @NQ.D and is a mean reversion strategy.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT). It buys and sells at the close.
The code is in plain English, TradeStation, and Amibroker.
The equity curve (@NQ.D):
Performance metrics (@NQ.D):
F105: Mean Reversion Strategy For Nasdaq (@NQ)
The strategy works best for @NQ.D and is a mean reversion strategy.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
The equity curve (@NQ.D):
Performance metrics (@NQ.D):
F109: Overnight Strategy For Nasdaq (@NQ)
The strategy works best for @NQ.D and is a mean reversion strategy.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT). The strategy buys the close and sells at the close the next day (24 hours later).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@NQ.D):
F110: Overnight Strategy For Nasdaq (@NQ)
The strategy works best for @NQ.D and is a mean reversion strategy.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT). The strategy buys the close and sells at the close the next day (24 hours later).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@NQ.D):
F111: Day of Week Strategy For Bonds (@US)
The strategy works best for @US.D and is a mean reversion strategy.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@US.D):
F112: Gold Breakout Strategy (@GC)
The strategy works best for @GC.D.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@GC.D):
F113: Collapse Nasdaq Strategy (@NQ)
The strategy works best for @NQ.D.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@NQ.D):
F114: Overnight DAX Strategy (@DAX)
The strategy works best for @DAX.D. It goes long at 1730 local time and exits at 0900 (both local German time) when a signal triggers.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0900-1730 local German time).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@US.D):
F115: Seasonal Strategy For Bonds (@US)
The strategy works best for @US.D and is a monthly seasonal strategy.
This is a short-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@US.D):
F117: Volatility Strategy for S&P 500 (@ES)
The strategy works best for @ES.D and is based on volatility contraction.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@ES.D):
F120: Overnight Strategy for S&P 500 (@ES)
The strategy works best for @ES.D and is a mean reversion strategy.
It’s a long-only strategy. It buys on the close and sells at the next open.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@US.D):
F121: Swing Strategy For Nasdaq (@NQ)
The strategy works best for @NQ.D and is a mean reversion strategy. It uses one external dataset (indicator).
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@US.D):
F122: Overnight Strategy For S&P 500 (@ES)
The strategy works best for @ES.D and is a mean reversion strategy.
It’s a long-only strategy and holds the position for 24 hours (time-based exit).
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@ES.D):
F125: Seasonal Strategy For Treasury Bonds (@US)
The strategy works best for @US.D and is a seasonal strategy.
The strategy goes both long and short.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@US.D):
F126: Swing Strategy For DAX (@DAX)
The strategy works best for @DAX.D and is a momentum strategy.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0900-1730 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@DAX.D):
F128: Swing Strategy For Bunds (@FGBL)
The strategy works best for @FGBL.D and is a seasonal strategy.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0900-1730 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@FGBL.D):
F130: Swing Strategy For Treasury Bonds (@US)
The strategy works best for @US.D and is a mean reversion strategy.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@US.D):
F131: Swing Strategy For DAX (@DAX)
The strategy works best for @DAX.D and is a momentum strategy.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0900-11730 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@DAX.D):
F132: Swing Strategy For Gold (@GS)
The strategy works best for @GC.D.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@DAX.D):
F138: Swing Strategy For S&P 500 (@ES)
The strategy works best for @ES.D and is a mean reversion strategy. It uses one trading indicator.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@ES.D):
F139: Swing Strategy For S&P 500 (@ES)
The strategy works best for @ES.D and is a mean reversion strategy. It uses one trading indicator.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@ES.D):
F140: Swing Strategy For Nasdaq 100 (@NQ)
The strategy works best for @NQ.D and is a mean reversion strategy. It uses one trading indicator – the MACD indicator.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@NQ.D):
F141: Swing Strategy For S&P 500 (@ES)
The strategy works best for @ES.D and is a mean reversion strategy. It uses one trading indicator, the Bollinger Bands.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@ES.D):
F144: Swing Strategy For Nasdaq 100 (@NQ)
The strategy works best for @NQ.D and is a mean reversion strategy. It uses one trading indicator – MACD.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@NQ.D):
F149: Swing Strategy For S&P 500 (@ES)
The strategy works best for @ESQ.D and is a mean reversion strategy. It’s a “buy the dip strategy”.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@NQ.D):
F153: Swing Strategy For S&P 500 (@ES)
The strategy works best for @ES.D and is a mean reversion strategy. It’s a short-term pullback strategy and is only based on the price (no indicators)
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@ES.D):
F155: Swing Strategy For Nasdaq 100 (@NQ)
The strategy works best for @NQ.D and is a mean reversion strategy. It uses one trading indicator – the IBS indicator.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@NQ.D):
F156: Swing Strategy For Gold (@GC)
The strategy works best for @GC.D. It’s based on a seasonal pattern.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.

Performance metrics (@GC.D):
F159: Swing Strategy For S&P 500 (@ES)
The strategy works best for @ES.D and is a mean reversion strategy. It uses a tripel RSI pattern to generate trades.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.

Performance metrics (@ES.D):
F160: Swing Strategy For Nasdaq 100 (@NQ)
The strategy works best for @NQ.D. The strategy is based on the interest rate.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@NQ.D):
F163: Swing Strategy For S&P 500 (@ES)
The strategy works best for @ES.D and only takes short-term trades in a long-time rising trend. It’s based on the Choppiness indicator.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@ES.D):
F167: Swing Strategy For Nasdaq 100 (@NQ)
The strategy works best for @NQ.D and is a trend strategy. It uses one trading indicator – the ADX.
It’s a long-only strategy.
The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT).
The code is in plain English, TradeStation, and Amibroker.
Performance metrics (@NQ.D):
BondKiller (Long and Short)

May 2024. ☝️
VolumeTrader – 1122

May 24
Daytrading the Heating Oil Market (Short)

Nasdaq and VXN (Tech-VIX)

Short The Tech – A strategy exploiting the Tech sector

DMI Defence – An Edge and strategy using DMI (ES)

May 2024 ☝️
Euro Fighter | Stoxx50 Trading Strategy

May 24
Canada Dollar – An Edge in the Loonie (CD)

Corn Killer (@C)

European Stoxx50 (FESX)

German DAX (FDAX) – Gap and Short

S&P 500 (ES.D) – Dipbuyer Since Year 2000 – 0122

May 24
Night Crawler S&P Midcap 400 | Backtest since 2003 (EMD.D)

Overnight Star – An overnight edge since 1998 in equity Index (ES+SPY)

OilTimer – An edge and market timer in Oil (Crude)

Long Edge In Platinum Futures — (PL) – Trading strategy

A Gasoline Day Trading Edge — (RB) – Trading strategy

Financial ETF (Short) — (+SP500) – Trading strategy

Robust Long-Short Strategy in SP500 (E-Mini Futures Trading)

Powerful Edge In Lean Cattle Futures!

Long Edge In Soybean Meal Futures

June 24
Simple Yet Powerful Edge In Swiss Franc Futures Trading Edge

SP500 (E-mini and Micro) Trading Edge

Platinum Futures Trading Strategy (PL) Trading Edge

Copper Futures Trading Strategy (HG) Trading Edge – 1220

May 24
Treasury (TY) Trading Edge

Edge in Crude Oil Trading Edge – 1020

May 24
Swiss Franc Trading Strategy

Soybean Meal Day Trading Strategy

You can read more about the edge here. Daytrader In Soybean Meal Futures
Gold Day Trading Strategy (GLD) 0720

May 24
Crude Oil (CL) – 0620

Daytrading Strategy In Nasdaq (NQ) – 0520

May 2024 ☝️
0420 – US 30 Yr Treasury Bond – Catching Pullbacks

May 2024 ☝️

Cocoa Futures Trading Strategy (CC)
May 2024 ☝️
Heating Oil Trading Strategy (HO)

Bonds Trading Strategy (US)

Night Edge (SPY) 1912

Gold Futures Trading Strategy Using Range Distribution

- May 2024 ☝️
British Pounds Futures Trading Strategy – Average True Range

All the Futures Trading Systems are taken from our main page on this website where we have free and profitable trading strategies.
This blog delves into the top 10 trading methods to empower you to trade with greater confidence and minimize potential losses.
Disclaimer
Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Commissions and slippage are not included, and most trading signals are triggered at the close. Also, since the trades have not been executed, the results may have under or overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs, in general, are also subject to the fact that they are designed with the benefit of hindsight. No representations are made that any account will or is likely to achieve profit or losses similar to those shown from these futures trading strategies.
Quantified Strategies (SIA Lofjord) is not an investment advisor. The content and information provided are educational and should not be treated as financial advisory services or investment advice. Trading and investment in securities involve substantial risk of loss and is not recommended for anyone that is not a trained trader or investor – it shall be conducted at your own risk. It is recommended that you never risk more than you are willing to lose. Leverage can lead to substantial losses. Any use of leverage, margin, or shorting is at your discretion. Quantified Strategies (SIA Lofjord) is not responsible for any losses that occur as a result of its content and information. Always use a demo account for many months before you do live trading. Trading requires hard and systematic work – there is no easy money.