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TradingVisions Systems, Inc. | Sedona, AZ | 928-554-4052
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Delphi II WFO
Delphi is a completely mechanical swing and day trading system, originally released September 27, 2005. The trend-following system employs a dynamic proprietary channel breakout entry technique. On July 1, 2013 TradingVisions released Delphi II WFO, which incorporates a walk-forward optimization protocol (see details here) to day trade the emini Russell (TF) and emini S&P (ES). Re-optimization is done once a year, and the resulting best values are used to trade for the next year. The greatest strength of WFO is that it allows us to report years of out-of-sample, unoptimized results, which may be almost as valuable in evaluating a system's performance as an actual trading record. Seeing an out-of-sample history helps to verify the validity and robustness of a system much more powerfully than a traditional backtest optimization report, because the results are generated by applying the system rules and parameters to new data that's forward in time. The WFO version of Delphi II uses the original Delphi II logic introduced in May, 2007. All entries and exits are stops or limit orders. Exits are based upon volatility, as determined by ATR (average true range), with a $500 maximum dollar stop for TF and $1,000 for ES. Both versions also use a profit lock stop.The system reverses about 50% of the time. The correlation between the two versions is a low .17.
Lease or Purchase
Delphi II can be leased for $65-$75/month/e-mini contract (3-month minimum) and traded through designated broker-assist programs, or it may be purchased with the logic fully revealed. When purchased, you receive both Delphi original and Delphi II WFO.
To view hypothetical performance reports, click here.