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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:

PAYMENTS

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

 

MY VISITORS GLOBE – WHERE DO TRADERS COME FROM?

Map

 

 

Futures Trading Room – Overnight Overview of March the 20th 2017

Here’s what I sent to subscribers:

If SPY closes below today’s open at 237,03 the following patterns will trigger:

LONG PATTERNS 54-58-61-107-165-339-383 (PRICE-RSI-SEASONALITY)

If that happens I will enter LONG.

ODDS MAP 1,7-63-139

NOTES:

STOP LOSS = 27 ES POINTS

TAKE PROFIT = none

After one month of wait we entered a new trade. We missed 16 nights. Summing all these nights it results 0,19% of profit for SPY: simply nothing! Tonight we managed to gain nearly twice what the market performed in a month overnight!

Futures Trading Room – Overnight Overview of February the 21th 2017

Here’s what I sent to subscribers:

If SPY closes above today’s open at 235,5 the following patterns will trigger:

SHORT PATTERNS 35-43-72-73-111-176-266-357 (SEASONALITY, PRICE, VIX, RSI)

LONG PATTERNS 173 (VIX)

If that happens, I will enter SHORT.

ODDS MAP   0,13 – 25 – 16

NOTES:

I like the strongly bearish Odds Map numbers and the short term extremely overbought market.

One month old trade, I’m late with reviews. Anyway it was a breakeven for futures, small win for etf traders.

SYSTEMS AND EVENTS BACK TO 1993

Many traders asked me about how Nightly Patterns would have performed before its inception in 2012. Anyway, Nightly Patterns 400 and more patterns library is backtested using SPY data back to 1993.

Finally I managed to merge all Systems Guidebooks (VIX, RSI, BOLLINGER) together with Events related patterns (FED DAYS, FED MINUTES DAYS, JOB’S DAYS).

The equity curve above is outstandingly solid thoughout all the 23 years time horizon.

The edge is there.

Here is yearly returns sheet:

Below are the main stats:

NT = 1030
%W = 66.8%
PF = 2.38
MAX DRAWDOWN = -4.63% (-$5324 per ctc)
Average yearly return (per 1 Emini ctc) = $11141
On average 1 trade per week

I’m not spending words to comments extraordinary results even during the worst market years, just a few technical comments.

Firstly, Nightly Patterns historical performances differ from this table as I was mainly relying my “PRICE” patterns alone and just keeping an eye on all these “systems”.
From now on, I’m adding this overnight trading approach to usual “price” Nightly Patterns  trades.

Secondly, it is clear that to face about $5000 drawdowns we need proper position sizing. Usual 50%/50% (equity/cash) rule of thumb is the minimum required to trade safetly.

1993 low numbers are due to just a few months of trading that year as for 2017.

Last year was definitely the worst, this should offer an excellent entry chance!

JOB DAYS – EVENTS OVERNIGHT TRADING

 

jobs-days

 
As I did for Fed Minutes and Fed Days before, I went on backtesting Job’s Days patterns back to SPY inception. Job’s Day is the first Friday of every month when labour market data are released. This is a scheduled market event.

Here are the stats:
 
NT %W PF AW AL MAX MIN % DRAWDOWN
167 69,46 3,42 0,51 -0,44 2,1 -1,3 -1,70
    T-score 5,28        

 

Below are the yearly returns trading 1 Emini contract:

I grouped together all Nightly Patterns library Job’s Day patterns to perform this backtest, both long and short trades.
I like the strong fundamental economic sound for these patterns as the great 1999 dot-com bubble year shows. They are a great diversification for the other overnight patterns.
I’m always trying to answer to the question of how NIGHTLY PATTERNS would have behaved before its inception in 2012.
If you have any questions, do not hesitate to contact me at:

nightlypatterns@hotmail.com

Best regards,
Marco Simioni
NIGHTLY PATTERNS

Futures Trading Room – Overnight Overview of February the 17th 2017

Here’s what I sent to subscribers:

The following patterns are triggering:

LONG PATTERNS 33-100-101-103-105-106-158-296 (PRICE-VIX)

ODDS MAP 3,33 – 69 – 108

That’s why I will enter LONG.

STOP LOSS = 27 ES POINTS

TAKE PROFIT = NONE

It was a long bullish holiday weekend that led to a nice profit.

Futures Trading Room – Overnight Overview of February the 15th 2017

Here’s what I sent to subscribers:

The following patterns are triggering:

SHORT PATTERNS 23-35-43-73-82-113-230-261

LONG PATTERNS 296-297

ODDS MAP   0,39 – 33 – 9

NOTES: RSI is extremely overbought and the ODDS MAP is calling for a bearish night. That’s why I’m entering SHORT.

STOP LOSS = 27 ES POINTS

TAKE PROFIT = NONE

The night ended with a flat open for SPY and a small gain for our futures trade.

Futures Trading Room – Overnight Overview of February the 13th 2017

Here’s what I sent to subscribers:

If SPY closes above today’s open at 232 the following patterns will trigger:

SHORT PATTERNS 32-35-43-72-73-79-80-83-108-113-176-193-210-211-264-265-357 (SEASONALITY-PRICE-VIX-RSI)

ODDS MAP 100 100 2

I’m staying OUT as the ODDS MAP gives bullish numbers despite so many bearish patterns triggering.

The night ended with a small gap down but the setup was too tricky to be traded.

Futures Trading Room – Overnight Overview of February the 10th 2017

Here’s what I sent to subscribers:

If SPY closes above today’s open at 231 the following patterns will trigger:

SHORT PATTERNS 35-51-73-79-96-134-357 (RSI – PRICE – SEASONALITY)

LONG PATTERNS 232 (PRICE)

ODDS MAP 0,56 – 33 – 18

STOP LOSS = 27 ES points

TAKE PROFIT = none

If that happens, I will enter SHORT.

Second small loss in a row.

Futures Trading Room – Overnight Overview of February the 9th 2017

This is the alert I sent to subscribers:

If SPY closes above today’s open at 229,45 the following patterns will trigger:

SHORT PATTERNS 35-51-73-79-96-134 (RSI – PRICE – SEASONALITY)

LONG PATTERNS 232 (PRICE)

ODDS MAP 0,37 – 43 – 30

STOP LOSS = 27 ES points

TAKE PROFIT = none

If that happens, I will enter SHORT.

The market didn’t manage to retrace back leaving us with a small loss.

Futures Trading Room – Overnight Overview of January the 31st 2017

This is the alert I sent to subscribers:

If SPY closes BELOW today’s open at 226,98 the following patterns will trigger:

LONG PATTERNS 7-58-61-62-107-144-145-151-152-159-160-173-197-198-200-213-227-293-296-297-339-379-389-390
(VIX-RSI-SEASONALITY-FED DAY-PRICE)
ODDS MAP: 100 – 100 – 8
If that happens, I will enter LONG.
NOTES:
Calendary seasonality is strongly bullish as the Odds Map numbers. 
Stop loss = 27 Emini points
Take profit = 9 Emini points
Rule didn’t trigger the trade and I missed a small profit.
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