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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 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 $1,000 maximum dollar stop for ES. A profit lock stop is also employed to hold a nominal profit when a trade achieves a certain level of paper profit.The system reverses about 50% of the time. .

Lease or Purchase
Delphi II can be leased for $19-$65/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.

Performance Information
To view hypothetical performance reports, click here.

Futures trading systems and commodity trading bear a high degree of risk. People can and do lose money. Hypothetical results have many inherent limitations. Past performance does not guarantee future results. Please read the disclosures & disclaimers page.
        HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM. ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL PERFORMANCE TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OF THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.
       No representation is being made that any account will achieve similar results to any actual account numbers or hypothetical numbers cited herein or at the TradingVisions site. Results can vary significantly from brokerage to brokerage, depending upon many factors not under the control of TradingVisions. The contents of this e-mail are provided for informational purposes only, and this is not an offer or solicitation to buy or sell any securities. While the information contained herein is believed to be reliable, we cannot guarantee its completeness or accuracy.
Unless otherwise stated, hypothetical results reported by TradingVisions are those generated by the latest version of the systems and recommended portfolios, including the specific rules and parameter settings. It is therefore not advisable, nor is it the intended purpose, to use these hypothetical results as a guide to what past results should have been achieved by utilizing the version of the systems or recommended portfolio in effect at a past time. In some cases, slightly different entry and exit times and prices may be used in leased and/or purchased copies of the trading systems, in an attempt to lessen the impact of multiple orders reaching the market at or close to the same time. While over time and an extended number of trades these differences have in the past tended to be small and immaterial, they may in fact prove to have a material impact or over shorter timeframes have a material impact. Portfolio recommendations may change without notice, and TradingVisions has neither the right nor responsibility to change what is traded in client accounts.
Neither TradeStation Technologies nor any of its affiliates has reviewed, certified, endorsed, approved, disapproved or recommended, and neither does or will review, certify, endorse, approve, disapprove or recommend, any trading software tool that is designed to be compatible with the TradeStation Open Platform.

TradingVisions Systems, Inc. | 351 Palisades Dr N, Sedona, AZ | 928-554-4052
In-sample,
optimized
results.
Out-of-sample,
unoptimized
results.
Delphi II e-mini S&P 500 Swing Trade: Walk-Forward Optimization Results, $30 slippage/commission deducted. Out-of-sample, unoptimized results from 2/27/2004.