Futures - Module 6
Building a futures strategy
Rules and testing with contract specifics included: roll dates in the backtest, realistic fills at the tick, expectancy net of round-trip costs. Evaluation, never a trade call.
9 lessons, about 56 minutes - membership content: each lesson shows its summary free
- 1What a futures strategy actually is6 min
- 2From observation to rule, with the contract inside6 min
- 3Rolls in the backtest7 min
- 4Fills on the grid: testing execution honestly6 min
- 5Expectancy, net of the round trip, at frequency7 min
- 6The session clause: testing inside the tides6 min
- 7Sample honesty, and the path the daily mark walks6 min
- 8Backtesting the machine, honestly6 min
- 9Deciding whether a futures rule is worth trading6 min