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. Hypothetical results have many inherent limitations. Please read the disclosures & disclaimers page.
TradingVisions Systems, Inc. | Sedona, AZ | 800-878-1983 | 928-554-4052
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Sentinel is designed to trade futures, ETFs, and stocks. It was officially released in December of 2011, and is based upon market observations of time & price patterns, as well as the work of Rickey Cheung.
Sentinel is a trend-following system that watches for early market strength or weakness and then a confirming continuation. It uses no indicators, relying exclusively on time and price patterns, which tend to provide the most reliable trade signals, since they are usually associated with general human emotions or a "crowd mentality." In the market for only about 1% of the time, Sentinel is the simplest of the TradingVisions systems, with only one primary entry parameter. For purchasers, it is simple enough to be traded without software, or it can be completely automated with TradeStation. It has a high hypothetical profit-per-trade history, a high percentage of wins, and very low historical hypothetical drawdowns. Remarkably, Sentinel works well on the index futures markets, as well as a variety of ETFs and individual stocks (see graphics below), demonstrating its robustness and allowing for abundant portfolio options.
Sentinel is optimized to each individual market, in order to account for differences in volatility and value-per-point. This also lowers the correlation of equity curves.
Sentinel was submitted to Futures Truth for third-party tracking in December of 2011.
On June 7, 2013 TradingVisions released Sentinel WFO, which incorporates a walk-forward optimization protocol (see details here). Re-optimization will be done once a year, and the resulting best values will be 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 (see examples below), which is 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.
Sentinel e-mini NQ Day (hypothetical), $30 slippage/commission deducted.
Lease, Purchase, or Lease-to-Own
Sentinel WFO can be leased for $65-$75/month/e-mini contract and traded through designated brokers or TradeStation, or on a limited basis it may be purchased with the logic fully revealed.
To view hypothetical performance reports, click here.
Very simple time and price logic.
Can be traded without software.
In the market about 1% of the time.
Low hypothetical drawdowns.
emini Russell hypothetically makes $435 per trade.
e-mini Russell 74% winners.
Trades index futures, ETFs, and stocks.
Likes volatility, and trades less when volatility subsides.
Optimized to each market to account for differences in volatility and value-per-point.
Sentinel e-mini Russell Day Trade: Walk-Forward Optimization Results, $30 slippage/commission deducted. Out-of-sample, unoptimized results from 3/7/2006.
Sentinel e-mini NASDAQ Day Trade: Walk-Forward Optimization Results, $30 slippage/commission deducted. Out-of-sample, unoptimized results from 10/3/2003.
Sentinel e-mini S&P Day Trade: Walk-Forward Optimization Results, $30 slippage/commission deducted. Out-of-sample, unoptimized results from 7/7/2003.