Instrument Traded 30 year Treasury bond futures, symbol ZB
Trade Detail To view live trade detail, please click here
Risk Profile The maximum theoretical drawdown is estimated at $2,500. This is calculated by measuring three standard deviations of a 2,500 iteration monte carlo simulation.
Therefore the minimum capital needed to trade this system is the max theoretical drawdown + minimum margin required per lot.
Specific to this system the minimum capital needed to trade is $3,500 per lot traded.
System Overview The ZB intraday system is a low frequency, fully automated trading system. The system is designed to scalp intraday and goes flat prior to the cash market close. It is designed to trade either long or short depending on the opportunities presented.
What is expectancy? The net profit (loss) per trade based on the historical average. Expectancy must be spoken in the context of trade frequency. For example a low expectancy and low trade frequency is not very robust whereas a low expectancy and high trade frequency is.
Please click here to watch a pre-recorded video of my ES system trading live.