ES
ES Invest Momentum
dailyDaily trend-following system on ES with momentum confirmation. Position trading for multi-week holds. PF 4.54 OOS across 8 years.
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OOS Backtest Validation ▼ Click to expand
Out-of-sample validation from offline backtesting (70/30 split).
$8,627
Expectancy
4.54
Profit Factor
50.0%
Win Rate
26
Trades
Jul 2018 - Mar 2026 (OOS, 8yr)
Period
Indicators & Configuration
INVESTOR
Threshold
INVESTOR
Exit Mode
██████
T1 / T2 / Stop
█.█x / █.█x / █.█x ATR
Cooldown
█ bars between signals
Max/Day
█ signals
Active Signal
No active signal right now. Signals fire during market hours when indicator conditions align.
Signal Snapshot
Signal chart will appear after the next signal fires.
Signal History
Live signal tracking started. Historical performance will appear here as signals fire and resolve.
Backtest stats above are from offline grid-search validation.
Backtest stats above are from offline grid-search validation.