The Best Treasury Futures Trading Indicator That Works!

This is the back testing results for the Treasury Interest Rate Futures contracts. There are only three because as you go shorter term there is no volatility to trade from. If you look at all of the back testing results most of the flat periods or draw downs are where there was low volatility. The three future contracts back tested are:

  • 5 Year Treasury Note
  • 10 year Treasury Note
  • 30 Year US Treasury Bond

 

The Indicator Back Testing Results

 

Continuous 5 Year T Note Future Trading System Equity Curve Chart

Continuous 5 Year T Note Future Trading System Equity Curve Chart

5 Year T Note Future Contract @FV (continuous contract)

  • 2.8 Years of Back Testing Data
  • 1615 Total Trades (806 Long/809 Short)
  • Win Rate of 51.27%
  • Average Profit Per Trade $7.75
  • Total Gross Profits of $12,523.44 on a Single Contract

 

 

 

 

Continuous 10 Year T Note Future Trading System Equity Curve

Continuous 10 Year T Note Future Trading System Equity Curve

10 Year T Note Future Contract @TY (continuous contract)

  • 2.8 Years of Back Testing Data
  • 1605 Total Trades (838 Long/767 Short)
  • Win Rate of 51.34%
  • Average Profit Per Trade $20.26
  • Total Gross Profits of $32,515.63 on a Single Contract

 

 

 

 

Continuous 30 Year T Bond Future Trading System Equity Curve

Continuous 30 Year T Bond Future Trading System Equity Curve

30 Year T Bond Future Contract @US (continuous contract)

  • 2.8 Years of Back Testing Data
  • 555 Total Trades (264 Long/291 Short)
  • Win Rate of 48.47%
  • Average Profit Per Trade $47.35
  • Total Gross Profits of $26,281.25 on a Single Contract

 

 

 

 

 

HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.

ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.