NIGHTLY PATTERNS KNOWLEDGE
For all the traders who want to understand what’s behind Nightly Patterns success.
For all the traders who want to develop their own nightly trading methodology.
For all the subscribers who want to discover Nightly Patterns systems.
Here are Nightly Patterns SYSTEMS for sale (you can purcase 1, 2 or all of them).
You are receiving all the patterns rules of this market research, but it is up to traders to code them in the language-code they need for their broker (Easy-Language, Python, …)
Bollinger Bands Blueprint – 333 Euro

After payment, you will receive your Blueprint in the next 24 hours.

(Bollinger Bands system equity curve)
10 patterns described and backtested (from February 1993 to January 2017) collected together in a single system (only long patterns) to exploit Bollinger Bands related patterns:
# 162, 163, 285, 286, 287, 288, 289, 290, 291, 415 of Nightly Patterns Library
VIX Blueprint – Price 333 Euro

After payment, you will receive your Blueprint in the next 24 hours.

(VIX system equity curve)
10 patterns described and backtested (from February 1993 to March 2016) collected together in a single system (only long patterns) to exploit VIX related patterns:
# 173, 292, 293, 295, 296, 297, 298, 251, 252, 250 of Nightly Patterns Library
RSI Blueprint – Price 333 Euro

After payment, you will receive your Blueprint in the next 24 hours.

(RSI long basic system equity curve)
16 patterns described and backtested (from February 1993 to January 2016) collected together in a single system (long and short) to exploit RSI indicator related patterns:
# 339, 340, 344, 383, 411, 412, 413, 414 of Nightly Patterns Library (long patterns)
# 338, 346, 347, 348, 353, 356, 357, 385, of Nightly Patterns Library (short patterns)
For all your questions, please do not hesitate to contact me at:
nightlypatterns@hotmail.com
(I use the systems backtested on SPY etf sold here together with all the other patterns filed in Nightly Patterns Library to trade ES and E-mini futures to boost returns.)
VIX, RSI and Bollinger systems… together!
What does it happen if we collect together VIX, RSI and Bollinger patterns systems
to create a more comprehensive strategy?
The above equity curve is derived by trading all the three guidebook systems on the same account.
Backtest is on SPY etf with data back to 1993 (SPY inception).
Equity maximum is at about 160% of return trading SPY.
Trading futures, this is equal to about 22 Emini points * $50 *160 = $176000
of profits per contract, in 23 years trading backtest.
It means yearly $7652 of profit on average per future contract traded!
Have a look at the stats below:
NT |
%W |
PF |
AW |
AL |
MAX |
MIN |
% DRAWDOWN |
1027 |
66,80 |
2,3 |
0,41 |
-0,36 |
4,09 |
-3,23 |
-4,17 |
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|
T-score |
8,5 |
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% of winning trades are well above 65% and profit factor is well above 2 too (my standard criterias).
1027 occurrences over 23 years period are equal to about 45 trades per year.
Considering about 260 (trading) nights on a year, the global system is on the market only 17% of nights.
What I like most is the low -4,17% drawdown equal to -$4587 per contract traded.
To keep % drawdown lower than 25% of account, I would advise a $20000 initial capital per contract.
I didn’t consider any stop loss or take profit in this backtest.
To reduce overnight risk I would implement my 1.3% fixed stop loss.
Below are yearly returns:

Last year weak result was mainly due to a general extraordinarily weak overnight
market with yearly sum of SPY all nights of -3,03%.
We have not been in a real bearish market as defined by 200 SMA filter,
so the methodology only marginally benefited from the bearish patterns
which rarely triggered.
Anyway, this is the perfect year to jump in again and ride back to the
usual system results!
Below is an excel file with all the SYSTEMS trades:
Below there are monthly % returns calculated considering the 20x leverage that it is exploited trading E-mini futures. This is the % real return on the equity traded through this systems collected together without compounding effect.
A trader must then consider to apply proper money management to face drawdowns, like my 50%/50% rule.

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