Neural DT Day Trading Systems

The Neural DT day trading systems for TradeStation are designed to turn you into a consistently profitable day trader in the E-mini S&P MidCap 400 (EMD) and mini Russell 2000 (TF -- formerly ER2) futures markets. Based on a novel hybrid neural network/rule-based trading approach, Neural DT can profit in both up trends and down trends in the markets to deliver outstanding performance. Neural DT consists of Neural DT 60 to capture the day's primary trend on 60 minute bars and Neural DT 1 to capture a quick profit early in the day on 1 minute bars. Compared to other day trading systems for stock index futures, Neural DT offers the following advantages:

Trade either system by itself or both together. Neural DT (NDT) includes both systems. Based on past history, when trading both systems together on the EMD, you'll have an average of 23 trades per month, with an average monthly profit of $1183 per contract, 57% winning trades, and a worst-case one-contract drawdown of $6250. Smaller accounts can start by trading NDT 1 by itself on the EMD, where the worst-case drawdown is only $2135 per contract.

Detailed performance reports for each system and market are available at left.

About the E-mini Markets

The E-mini S&P MidCap 400 (EMD) and mini Russell 2000 (TF/ER2) have been two of the best day trading markets for several years running. Compared to other futures that are popular for day trading, such as the E-mini S&P 500, the EMD and TF/ER2 have larger intraday moves relative to their average true range, which means you see less market "noise." The $100 point value combined with a low margin requirement (especially the day trading rate) results in superior profit potential.

Only 99 copies of Neural DT will be sold. ~~Most have already been sold.~~ The price of $2900 is a one-time cost, not an annual license fee, and includes the open code.

The back-tested equity curve based on trading one contract of the E-mini S&P MidCap 400 (EMD) using Neural DT 60 is shown below.

The back-tested equity curve for Neural DT 1 on 1 min bars of the EMD is shown below.

NDT 1 EMD Equity Curve

Equity curve for Neural DT 1 on 1 min bars of the E-mini S&P MidCap 400 with one contract per trade.

$15 per contract has been deducted for trading costs. Time period: 1/3/2004 - 12/31/2008.

With one contract per trade, Neural DT 1 makes $24,545 since 1/2/2004 with 57% winners out of 637 trades. It earns an average of $410 per month per contract with a worst-case drawdown of $2135. For a detailed list of performance statistics for Neural DT 1 on 1 min bars of the EMD, click here.

Short trade example, Neural DT 1
An example of a short trade with Neural DT 1
The real power of Neural DT comes from trading both systems together as a portfolio. Although each system uses the same parameter values for both long and short trades, Neural DT 1 has mostly short trades and Neural DT 60 earns most of its profit on long trades. Also, because Neural DT 1 trades early in the trading day, it will exits its trade before Neural DT 60 enters the market. The fact that these two systems trade so differently means they complement each other very well. Trading both systems together provides excellent diversification. This is particularly true when "position sizing" is employed. Position sizing means using a variable number of contracts to compound trading profits.

The equity curve shown below demonstrates how Neural DT 60 and Neural DT 1 trade together as a portfolio on the EMD when using a variable number of contracts (position sizing).

NDT Portfolio, EMD

Equity curve for Neural DT 60 and Neural DT 1 on the E-mini S&P MidCap 400 with position sizing.

$15 per contract has been deducted for trading costs. Time period: 1/3/2003 - 12/31/2008.

The power of compounding via position sizing combined with the diversification benefit of trading both systems together is evident in the much higher net profit over the trading period (1/3/2003 - 12/31/2008). For a detailed list of the performance statistics for trading both systems together with position sizing on the EMD market, please click here.

For detailed performance results for Neural DT on the E-mini Russell 2000 (TF/ER2) market, please click here.

Ordering Neural DT

Get all this for a single payment, not an annual license fee, and you have complete access to the trading system code for both systems. The systems and user's guide (PDF version) are available via download directly after you place your order. The hard copy of the manual with a software CD can be optionally ordered for no extra charge. Shipping is free.

Even if you're a dedicated do-it-yourselfer, you could spend many months trying to combine neural networks and rule-based trading approaches into a day trading system half as good as Neural DT. Or you could purchase Neural DT and spend that time profitably trading the markets.

If you don't use TradeStation or would rather have a broker trade Neural DT for you, please contact us for the name of a qualified and approved broker who can autotrade Neural DT for your account.

Once the remaining copies of Neural DT are sold, the system will be unavailable, so please don't delay and risk missing this opportunity.

HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER- OR OVER-COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.