Nightly Patterns

The equity curve above shows the cumulative % daily returns of Nightly Patterns trading system tracked monthly.

CAGR = 128,6%

monthly max drawdown = -33,4%

daily compounded maximum drawdown = -39,5%

trade frequency = 1,5 trades per week

inception = November 1993 (live since October 2012)

Nightly Patterns exploits Emini future overnight price behavior. The backtest extends from January 2011 to present.

Here are cumulative monthly percentage returns:

If you have any questions, please do not hesitate to contact me at:

NIGHTLY PATTERNS 

nightlypatterns@hotmail.com

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