Skip to content
Image

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’ equity growth without compounding profits:

EQUITY

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

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.

EVENTS OVERNIGHT TRADING

EVENTS OVERNIGHT TRADING

Fed Minutes Days and Fed Days nights

I have been asked many times if I could show Nightly Patterns results further back Nightly Patterns inception in October 2012. This is really a hard work as I should backtest over than 400 different patterns together. That’s why I decided to collect them into different groups and look at every group separatly.

I backtested here sheduled events like Fed Minutes and Fed Meetings nights following Fed Minutes Days Quantified Guidebook system and my Fed Days night patterns joynt together.

Below are the yearly returns trading 1 Emini contract:

What I like most are the outstanding returns during years of financial turmoil of 2008, 2009 and 2011. with $13121, $13409 and $7107 respectively. It looks like the market is strongly relying on FED action during difficult market conditions. This looks to be a strongly uncorrelated strategy that boosts overnight trading returns during bearish and volatile market regimes. Sligthly negative years of 2014 and 2016 should call for profitable years to come and a perfect timing to jump in!

Here are the stats for numbers lovers:

NT %W PF AW AL MAX MIN % DRAWDOWN
173 76,30 4,21 0,5 -3,89 4,71 -1,46 -2,60
T-score 6,09

More events patterns studies to come soon!

VIX, RSI and Bollinger…

VIX, RSI and Bollinger systems… together!

Greetings traders!
What does it happen if we collect together
VIX, RSI and Bollinger patterns systems
to create a more comprehensive strategy?
The above equity curve is derived by trading all the three guidebook systems
on the same account.
Backtest is on SPY etf with data back to 1993 (SPY inception).
Equity maximum is at about 160% of return trading SPY.
Trading futures, this is equal to about 22 Emini points * $50 *160 = $176000
of profits in 23 years trading backtest.
It means yearly $7652 of profit on average per future contract traded!
Have a look at the stats below:

NT %W PF AW AL MAX MIN % DRAWDOWN
1027 66,80 2,3 0,41 -0,36 4,09 -3,23 -4,17
T-score 8,5

% of winning trades are well above 65% and profit factor is well above 2 too
(my standard criterias). 1027 occurrences over 23 years period are equal to
about 45 trades per year. Considering about 260 (trading) nights on a year,
the global system is on the market only 17% of nights.
What I like most is the low -4,17% drawdown equal to -$4587
per contract traded.
To keep % drawdown lower than 25% of account, I would advise a $20000
initial capital per contract.
I didn’t consider any stop loss or take profit in this backtest.
To reduce overnight risk I would implement my 1.3% fixed stop loss.
Below are yearly returns:

Last year weak result was mainly due to a general extraordinarily weak
overnight market with yearly sum of SPY all nights of -3,03%.
We have not been in a real bearish market as defined by 200 SMA filter,
so the methodology only marginally benefited from the bearish patterns
which rarely triggered.
Anyway, this is the perfect year to jump in again and ride back to the
usual system results!

Have a look at Nightly Patterns Systems page for them or
if you have any questions,
please refer to:

nightlypatterns@hotmail.com

Enjoy your reading,
Marco Simioni
Nightly Patterns

NEW SYSTEM – Bollinger Bands Patterns

Bollinger Bands Quantified Patterns Guidebook

 

Greetings Traders!

When it comes to Nightly Patterns knowledge, I’m always happy to announce
any new results!
Here we are with a great collection of all Nightly Patterns Bollinger Bands
patterns, exploited here to build an extraordinary Bollinger Bands trading
system yielding on average about $3500 per ES contract yearly proved by a
23 years backtest.

Over more than 350 occurrences, 72% of winning trades and an outstanding

profit factor of 2,7.

Emini tradable!

Learn to trade your night with Bollinger Bands Patterns!

Just one of the strong patterns equity curve that is part of the system. More than 23 years of backtesting!
This is the Bollinger Bands final Patterns system through 23 years of data, steeply up and up again consistently through all years!
This is only one of all the Nightly Patterns Quantitative Patterns

Guidebooks available:

VIX Quantitative Patterns Guidebook
RSI Quantitative Patterns Guidebook
FED MINUTES Quantitative Patterns Guidebook

More of them to come soon!

Have a look at Nightly Patterns Systems page for them or if you have any
questions, please refer to:

nightlypatterns@hotmail.com

Enjoy your reading,
Marco Simioni
Nightly Patterns

%d bloggers like this: