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Welcome to Nightly Patterns! – Overnight Trading

This futures trading room focusses on high leverage Overnight Trading with futures:

“Just open the trade at the close and, if not stopped, close it at the open.”

One of the main advantages of the Nightly Patterns trading style is that it gives traders the opportunity to trade at a specific time, avoiding constant market screening. Furthermore, it allows traders to keep their money in cash during the day, making it possible to add Overnight Trading to other Intraday Trading strategies. Its unique time horizon makes this trading style completely uncorrelated to most other strategies, leading to superior portfolio diversification.

To download the results excel sheet follow this link: TRADING RESULTS

Have a look at my over 400 PATTERNS library following this link: PATTERNS LIBRARY

This picture shows NIGHTLY PATTERNS’ backtested equity growth back to 1993:

SYSTEMS_EVENTS

I search nightly patterns like people in the north look for Aurora Borealis.

If you want to subscribe NIGHTLY PATTERNS follow the procedure here:

SUBSCRIPTION BUTTON

The FREE posts will be published the day after with a short trade overview. (from 7th January 2015)

If you are interested in Nightly Patterns’ KNOWLEDGE,

here are my Quantitative Guidebooks:

SYSTEMS

“I search nightly patterns like people in the north look for Aurora Borealis.”

AUSTRALIA-ANTARCTICA-AURORA AUSTRALIS

GLOBAL TRADE TITAN AWARD

Nightly Patterns belongs to the 14 best  sites

out of more than 1000 global futures trading rooms

again in 2015

TTW 2015 bb

WHO ARE THE GLOBAL TRADE TITANS?

Check them all at:

WWW.GLOBALTRADETITANS.COM

I swing trade as a PROTRADER at:

VERIFIED INVESTING

I trade VIX etps at:

BACKTESTINGVIX

and GOLD at

GOLD TRADING GOLD


MY VISITORS GLOBE – WHERE DO TRADERS COME FROM?

Map

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Is 200 SMA still alive?

Many traders usually ask me how do I know my overnight trading patterns will still be profitable in future.

Well, one way is to constantly monitor patterns stats and equity curves to see “how” they change with new data. But as we deal with hundreds of patterns, the main problem is that it can happen that a pattern equity curve goes out of the track for a few months and then, when the trader decides not to rely on it anymore, it suddenly comes back to be profitable.

The real question is: is there a way to detect if a change in the equity curve is temporary or permanent?

The answer is yes. We must move away from a single patterns stats and change perspective. Look at the general picture.
What is the underlying market phenomena telling us?
What is its equity curve doing now?

If it’s against us, then I will opt for the permanent change in the single patterns behaviour. Otherwise it’s only a fake failing.

Here we come with the first cornerstone of Nightly Patterns:  200 SMA (Simple Moving Average) used to filter long overnight trades on SPY back to 1993. We take all overnight trades on SPY when today’s close is above 200 SMA.

How is 200 SMA dealing with the new recent data?

NT %W PF AW AL MAX MIN % DRAWDOWN
4546 57,70 1,29 0,31 -0,33 4,09 -3,41 -13,56
    T-score 4,87        

It’s doing well from the numbers above. Good profit factor (improved from my last year stats). I remember it was weakening to 1,11.  4546 nights from 1993. I like the compounded drawdown which keeps there under 15%.

And here’s the equity curve:

200 SMA CORNERSTONE

Impressive start in the 90’s leads to good filtering efficiency in 2001/2 and 2008/9 big bear markets. It looks like we have problems recently but the equity curve resumed strongly upward.

I believe 200 SMA is one of the oldest and most well-known stock market filters and maybe, mainly because of that, it will be the last leaving the table!

It will continue… with the other cornerstones!

Marco Simioni

Nightly Patterns

Futures Trading Room – Overnight Overview of November the 6th 2017

Here’s what I sent to subscribers:

The following patterns are triggering:
SHORT PATTERNS 27-83-108-113-114- (PRICE-SEASONALITY)
ODDS MAP 0,74 – 39 – 46
STOP LOSS = 17 ES points
TAKE PROFIT = none 
I will enter SHORT.
I’m a bit late on reporting Nightly Patterns alerts. This was a very small losing trade…

Cyber Monday – QuantFor new website!

Greetings traders!

It’s a pleasure to announce new QuantFor website!

www.quantfor.wordpress.com

I worked a lot to create uncorrelated methodologies to trade the markets. Through proper diversification I managed to get:

CAGR = 73,76%

monthly max drawdown = -5,15%

through:

advised starting capital = $ 220.000

Here are the numbers:

ABOUT QUANTFOR 

You can purchase your yearly subscription through the old Quantfor page (with the old price of 1995 Euro) until Cyber Monday’s end!

Updated price will be applied on Tuesday (2495 Euro)

Exploiting Cyber Monday’s special weekend offer can save you 25% !

If you have any questions, I will be glad to answer you at:

quantfor@hotmail.com

Best regards,

Marco Simioni

Quantfor new page!

I have been asked many times by traders and institutional investors how a portfolio of my 3 trading methodologies would have performed during the years:

Nighly Patterns – Backtesting Vix – Gold Trading Gold 

 

That’s where QUANTFOR portfolio comes from.

How can traders achieve double digit returns cutting drawdowns?

To exploit Shannon’s Demon effect at better, we should keep portfolio’s allocation equal after each trade. This is somewhat time consuming on a daily basis, that’s why I thought to reallocate monthly the portfolio of strategies. I went back to April 2009, as far as vix etps inception.

Here are the monthly returns without reinvesting profits:

3MONTHLY

CAGR = 152%

Maximum monthly portfolio drawdown is limited to -12,42% !

The cumulative equity curve, showing the monthly cumulated gains, is one of the most solid I’ve ever seen:

3CUMULATIVE

Compounding returns once a month, below is the equity curve:

3COMPOUND

$1 invested at the beginning of every month would have grown to more than 3500 dollars in about 8 years! Here it is, a portfolio of strategies to compound with an extremely low monthly drawdown of only -12,42% and a double digit CAGR of about 187%. This is more than a system, this is how I really trade!

Minimum capital required = $20000 per system, totally $60000

Yearly Subscription Fee – 1995 Euro

Buy Now Button with Credit Cards

Best regards,

Marco Simioni

Nighly Patterns      nightlypatterns@hotmail.com

Backtesting Vix     nightlypatterns@hotmail.com

Gold Trading Gold      goldtradinggold@hotmail.com

Futures Trading Room – Overnight Overview of October the 11th 2017

Here’s what I sent to subscribers:

The following patterns are triggering:
SHORT PATTERNS 27-98-111 (PRICE)
LONG PATTERNS 33 (PRICE)
ODDS MAP 0,62 – 36 – 44
STOP LOSS = 31 ES points
TAKE PROFIT = none
I will enter SHORT.
This was a good bearish night with a nice profit of a few points!

Futures Trading Room – Overnight Overview of October the 5th 2017

Here’s what I sent to subscribers:

The following patterns are triggering:

SHORT PATTERNS 18-27-29-72-113-230-231-261-357- (PRICE-VOLUME-SEASONALITY-RSI)

ODDS MAP 0,05 – 21 – 19

STOP LOSS = 31 ES points

TAKE PROFIT = none

If the above rule triggers, I will enter SHORT.

We had a few interesting bearish setups this month, and finally the good one came,  pushing the equity curve to new highs.

Futures Trading Room – Overnight Overview of October the 3nd 2017

Here’s what I sent to subscribers:

The following patterns are triggering:

SHORT PATTERNS 18-72-81-113-210-211-261-266-357 (PRICE-VOLUME-RSI)

ODDS MAP 0,05 – 21 – 19

STOP LOSS = 31 ES points

TAKE PROFIT = none 

I will enter SHORT.

A very small gain to cover yesterday’s very small loss.

Futures Trading Room – Overnight Overview of October the 2nd 2017

Here’s what I sent to subscribers:

The following patterns are triggering:

SHORT PATTERNS 27-29-72-77-78-79-80-83-108-113-114-264-356-357 (PRICE-VOLUME-SEASONALITY-RSI)

ODDS MAP 0,06 – 25 – 8

STOP LOSS = 31 ES points

TAKE PROFIT = none 

If the above rule triggers, I will enter SHORT.

Sometimes I face very boring nights and that was one of them.

Futures Trading Room – Overnight Overview of September the 15st 2017

Here’s what I sent to subscribers:

If today’s SPY close is above today’s open the following patterns will trigger:

SHORT PATTERNS 27-98-113 (PRICE-VOLUME)

ODDS MAP 0,47 – 40 – 101

STOP LOSS = 31 ES points

TAKE PROFIT = none 

If the above rule triggers, I will enter SHORT.

Notes:

Last Friday we had a strong unfilled up gap. The Friday before we had an unfilled gap down. Today’s close is above today’s open. 

This only happened once in the past 24 years. And it was a bearish night. This rare pattern should increase the odds in our favour.

Despite good odds and an interestingly-rare pattern, the market played against us.

Futures Trading Room – Overnight Overview of September the 1st 2017

Here’s what I sent to subscribers:

The following patterns are triggering:

SHORT PATTERNS 27-72-98-113-210-211-230-231-357 (PRICE-RSI)

ODDS MAP 0,05 – 21 – 19

STOP LOSS = 31 ES points

TAKE PROFIT = none

I will enter SHORT.

Welcome profits! Another good profitable trade to boost profits to new equity curve highs.

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