A simple Swing-Trading strategy
Ideas on this page are adapted from Larry Williams , a very successful speculator (he also developed the Williams%R indicator). Some of his work revolved around the idea of the seasonality of markets. His statistical analysis suggested that certain times of the month presented more favorable entries than other times. He applied his work using the commodities markets.
****************************************************************
This page documents the results of my adaptations of Mr. Williams' strategies and applied to the e-mini futures. The ideas were initiated in late 2015 --
they have resulted in a success rate approaching 75% by following these two simple rules:
1...BUY the First and last Mondays of every month.
Take 10% of the previous session's range and add that to the open price for the entry
2...BUY the Friday before OEX at the close..............
This is a purely mechanical approach, used for timing long entries in the ES e-mini futures as a proxy for the S&P 500. As of October 2017 I also started tracking the YM (DOW 30) and the NQ (Nasdaq 100).
This approach does not consider fundamental factors, news or events. I am tracking its results using the two rules stated above. My FLO system is based on my interpretation of Mr. William's analysis of market seasonality. I've done no 'back-testing' of results, no position draw-down studies or profit taking rules development. **
** Method results (page under construction) **
The markets have been up trending the entire period that I've been recording FLO Trades (beginning in 2015).
during the current bull market is yet to be seen when the next bear market occurs.
The methods CAN work well for trading many diverse markets. In general you can use them to enhance the timing of long entries in any investment vehicle...ETFs, stocks...etc.
------------------------------------------------------------------
FLO trades using the e-mini futures as proxies for the major indices:
---------------------------------------------------------------------------------------------------------------------------
Update as of 01/07/2019 for the Last Monday in Dec trade
These buy-ins were likely stopped the following session
******** 12/31/2018 Last Monday in December ********
------------------------------------------------------------------
Update as of 12/24/2018 for the Friday B4 OEX in December trade
Showing the dramatic drop after entry...there was a small window of opportunity
to exit in positive territory on the following Sun/Mon sessions.
******** 12/14/2018 Friday B4 OEX in December ********
------------------------------------------------------------------
Update as of 12/06/2018 for the 1st Monday in Dec trade
The 10% above the open rule prevented an entry ahead of a major drop...
******** 12/03/2018 1st Monday in December ********
Unless you were using the Sunday night session open at 6 PM there would be no entry
due to prices never rising above the major market open at 9:30 AM.
------------------------------------------------------------------
Update as of 12/01/2018 for the Last Monday in Nov trade
This buy-in has proven to be a great entry with exceptional trade results (chart picture link)
******** 11/26 /2018 Last Monday in November ********
11/26/2018 - Good buy-ins near the lower part of the session ranges.
------------------------------------------------------------------
******** 11/08/2018 Friday B4 OEX in November ********
Looks like these buy-ins came near the lower part of the session ranges.
For the ES I see the possibility of an inverted H&S if price continues to drop thru
Mon/Tues...say, 50-60 points to around 2720-ish then turning up
------------------------------------------------------------------
Update as of 11/01/2018 for the Last Monday in Oct trade
If you didn't use stops you'd be a very happy camper now
but you would have had to endure major draw down...
Just for grins, heres what happed with last year's October entries: All up !
******** 10/29/2018 Last Monday in October ********
Stops hit 1/2 hour into the day...
The FLO entries for Oct 2018 have been poor...
******** 10/12/2018 Friday B4 OEX in October ********
Pretty healthy pull backs leading up to this entry on the dailies...affording great buy levels?
******** 10/01/2018 1st Monday of October ********
(Late posting as of 10/05/2018)
Showing Monday's session MMO as the entry - all taking large hits if held to date
The methods CAN work well for trading many diverse markets. In general you can use them to enhance the timing of long entries in any investment vehicle...ETFs, stocks...etc.
------------------------------------------------------------------
FLO trades using the e-mini futures as proxies for the major indices:
---------------------------------------------------------------------------------------------------------------------------
Update as of 01/07/2019 for the Last Monday in Dec trade
These buy-ins were likely stopped the following session
******** 12/31/2018 Last Monday in December ********
------------------------------------------------------------------
Update as of 12/24/2018 for the Friday B4 OEX in December trade
Showing the dramatic drop after entry...there was a small window of opportunity
to exit in positive territory on the following Sun/Mon sessions.
******** 12/14/2018 Friday B4 OEX in December ********
------------------------------------------------------------------
Update as of 12/06/2018 for the 1st Monday in Dec trade
The 10% above the open rule prevented an entry ahead of a major drop...
******** 12/03/2018 1st Monday in December ********
Unless you were using the Sunday night session open at 6 PM there would be no entry
due to prices never rising above the major market open at 9:30 AM.
------------------------------------------------------------------
Update as of 12/01/2018 for the Last Monday in Nov trade
This buy-in has proven to be a great entry with exceptional trade results (chart picture link)
******** 11/26 /2018 Last Monday in November ********
11/26/2018 - Good buy-ins near the lower part of the session ranges.
******** 11/08/2018 Friday B4 OEX in November ********
Looks like these buy-ins came near the lower part of the session ranges.
For the ES I see the possibility of an inverted H&S if price continues to drop thru
Mon/Tues...say, 50-60 points to around 2720-ish then turning up
------------------------------------------------------------------
Update as of 11/01/2018 for the Last Monday in Oct trade
If you didn't use stops you'd be a very happy camper now
but you would have had to endure major draw down...
 |
Stops hit 1/2 hour into the day...
The FLO entries for Oct 2018 have been poor...
******** 10/12/2018 Friday B4 OEX in October ********
Pretty healthy pull backs leading up to this entry on the dailies...affording great buy levels?
******** 10/01/2018 1st Monday of October ********
(Late posting as of 10/05/2018)
Showing Monday's session MMO as the entry - all taking large hits if held to date
******** 09/24/2018 Last Monday of September ********
Update as of 09/29/2018
Posted 5 days after entries...YM & ES are showing small losses, NQ is up large.
------------------------------------------------------------------
Update as of 09/21/2018
Last week's Friday before OEX entries...all are currently showing gains. Good entry timing
for the YM &ES but the NQ probably would have been closed to minimize the loss.
******** 09/14/2018 Friday before OEX ********
I missed capturing pictures of the charts on this trade entry date...
The set below shows a week later (as of 09/21/2018)
------------------------------------------------------------------
Update as of 09/14/2018
Drops for the 1st Monday of Sept entries -- Losses would have been mitigated
by STOPs, avoiding the multi-day sell off that followed these entries.
******** 09/03/2018 1st Monday of September ********
------------------------------------------------------------------
Update as of 09/03/2018
Solid gains on the Last Monday of Aug entries.
******** 08/27/2018 Last Monday of August ********
Good entries - prices ran up all day...
------------------------------------------------------------------
Update as of 08/27/2018
Probably would have been stopped on the Friday before OEX entries
******** 08/10/2018 Friday before OEX ********
Nice dip for the entries...
------------------------------------------------------------------
******** 08/01/2018 First Monday of August ********
Entries probably would have been stopped out (Charts posted 8/10/18)
07/30/2018 Last Monday of July
Entries probably would have been stopped out
Update as of 07/29/2018
for the 07/13/2018 Friday before OEX entries
The DOW and S&P both with nice gains...the Nasdaq had gains but are currently down...
hit by big losses to social media "fake" stocks (Facebook, Twitter etc.)
******* 07/13/2018 Friday before OEX ********
Looks like another top...
******** 07/02/2018 1st Monday of July ********
Great entry for a 2 week run-up...
06/25/2018 -- Last Monday of June
Most likely stopped out (posted 6/27/2018)
06/08/2018 -- Friday before OEX
Bought near a top but had chance for + or BE exit
06/04/2018 -- 1st Monday of June
Good entry and gain (charts posted 6/07/2018)
05/28/2018 -- Last Monday of May was Memorial Day
Missed posting the Friday before OEX (05/11/18) entry and
the Last Monday entry fell on the holiday so is shown as hollow .
5 sessions after entry
04/27/2018 -- Last Monday of April
5 sessions after entry
04/13/18 Apr -- Friday before OEX
(04/20/2018 -- forgot to post this last week)...
As it turned out it was a good entry but then gave most of it back.
04/02/18 Apr -- 1st Monday of the month
Bought the high of day...
03/27/18 Mar -- Last Monday of the month
Good entries but closed out during the next session...
------------------------------------------------------------------
Mar 9 2018 -- Friday before OEX Entries and results
The entries were all good but by the following Tuesday large draw downs were looming.
------------------------------------------------------------------
03/05/18 Feb -- 1st Monday of the month
Great entries...all gaining throughout the session
03/10/18 Feb -- 1st Monday of the month RESULTS after 5 sessions of entry
------------------------------------------------------------------
02/26/18 Feb -- Last Monday of the month
Entry for the Last Monday of February RESULTS (5 session later)
------------------------------------------------------------------
02/19/18 Feb -- Last Monday of the month1/2 day session due to the holiday - no entry recorded
------------------------------------------------------------------
02/05/18 Feb -- 1st Monday of the month
and
Mar 9 2018 -- Friday before OEX Entries and results
The entries were all good but by the following Tuesday large draw downs were looming.
------------------------------------------------------------------
03/05/18 Feb -- 1st Monday of the month
Great entries...all gaining throughout the session
03/10/18 Feb -- 1st Monday of the month RESULTS after 5 sessions of entry
02/26/18 Feb -- Last Monday of the month
02/19/18 Feb -- Last Monday of the month1/2 day session due to the holiday - no entry recorded
------------------------------------------------------------------
02/05/18 Feb -- 1st Monday of the month
and
02/12/18 Feb -- Friday before OEX
------------------------------------------------------------------
01/29/18 Jan -- Last Monday of the month
------------------------------------------------------------------
01/12/18 Jan -- Friday before OEX
First FLO trades of the year
------------------------------------------------------------------
Christmas Day 2017 and New Years Day 2018...
Last Monday of Dec and the 1st Monday of Jan FLO trades
are not posted because the markets were closed.
------------------------------------------------------------------
Click link to FLO Trades method 2017 and earlier
01/29/18 Jan -- Last Monday of the month
01/12/18 Jan -- Friday before OEX
First FLO trades of the year
Christmas Day 2017 and New Years Day 2018...
Last Monday of Dec and the 1st Monday of Jan FLO trades
are not posted because the markets were closed.
------------------------------------------------------------------
Click link to FLO Trades method 2017 and earlier
