Bailout Express

The Bailout Express system is a combination of two very reliable trading techniques for trading the S&P, E-Mini and E-Micro futures. Typically, there will be 1 to 3 or 4 trades per month, with trades lasting in most cases from as little as 24 hours to several weeks, and on rare occassions even longer.

Though the systems trade futures, they also use price data of the the cash indexes and other fudamental data as filters. Thus, trading tends to be more prolific during times where there are stronger underpinnings to the equities markets. The track record of combining both of these systems together can be seen at the bottom of the page, or by clicking here.

Real Time Record Since Inception 7/18/2019

Hypothetical Record 7/30/2002 through 7/17/2019

Past performance is not necessarily indicative of future results.

Assumptions:
This hypothetical performance presented includes USD 10 per round turn commissions and slippage on each E-Micro contract (the equivalent of USD 100 on an E-Mini). It does not include the monthly fee of USD 35 per "unit," the method of determiation for position sizing, each unit being USD 5,000 in account equity. The hypothetical pro forma performance begins with an initial capital of USD 10,000 (2 units). Further, this hypothetical pro forma performance is calculated on ES Day-Session only data for the ES Mini Day Session Continuous Contract as provided by Tradestation. Note that these results are compiled using the ES Mini, and results extrapolated to the ES Micro, Since the ES Micro has only been trading since May, 2019.

This hypothetical track record of Bailout Express under these assumptions encompasses nearly 17 years and includes the 2007-2009 financial crisis. The results are fully mechanical. With a starting capital of USD 10,000 we find it growing to USD 180,850 at the end of the nearly 17 year-long period, for an average compound gain after USD 10 Commissions and Slippage per each round-turn E-Micro contract traded of 18.57% per year, and witnesses a maximum drawdown of 25.55%. In the chart that follows, we compare the results for Bailout Express under the Asssumptions noted above, relative to an outright buy and hold of SPY, the S&P 500 ETF with the same starting capital (and hence the buy and hold has no commissions and slippage deducted):

Annual returns under the Assumptions noted above:

Date	Equity	Return
20021231	$10,000	-
20031231	$12,260	22.60%
20041231	$13,283	8.34%
20051230	$14,917	12.31%
20061229	$16,520	10.74%
20071231	$16,831	1.88%
20081231	$16,831	0.00%
20091231	$19,966	18.63%
20101231	$23,842	19.41%
20111230	$22,239	-6.72%
20121231	$28,946	30.16%
20131231	$39,348	35.94%
20141231	$49,422	25.60%
20151231	$59,165	19.72%
20161230	$93,417	57.89%
20171229	$108,145	15.77%
20181231	$120,606	11.52%
20190717	$180,863	49.96%

#Years	From	To	Avg Return/Yr	Max Drawdown
last 5	20140714	20190712	16.61%	16.35%
last 3	20160712	20190712	18.35%	14.19%
last 2	20170712	20190712	17.62%	14.19%
last 1	20180712	20190712	26.43%	14.19%

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