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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’ 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

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

2016 sum up

YEAR 10 c.cts $ average P/L yearly sum $ # trades SPY all nights NIGHTLY PATTERNS
%sum returns SPY % sum returns
2012 $1.206,90 $35.000,00 29 2,87 4,94
2013 $558,08 $55.250,00 99 8,80 7,23
2014 $860,29 $58.500,00 68 10,31 5,36
2015 $-71,69 $-4.875,00 68 5,76 4,03
2016 $596,15 $23.250,00 39 -3,03 4,32

I attached above the yearly Nightly Patterns results sheet. Excluding the last 3 months of 2012, the year with the strongest performances has been 2014 so far. In the fifth column we can see how strong the overnight phenomenon has been in the market. Simply trading all nights on SPY, we would have gained more than 10%. We only got half of our market timing benchmark.

In 2015, we improved our market timing catching 70% of stock market overnight premium, only looking at SPY. But old stop loss rules made us losing this premium with an unlucky stopped out trades streak. We solved this problem with our new fixed stop loss rule.

In 2016, despite a bad drawdown similar to the 2015 one, we managed to finish with some good profits and, what is more important, to significantly outperform the market. This year was simply bad for the overnight premium in the stock market which ended the year with a 3% loss. After that our new stop loss was implemented, this year we started to benefit from the new Odds Map which led us to beat the overnight market. We have been very selective with only 39 trades through this difficult year. Whether easy times of bearish markets should come the Odds Map should opt for prudent or aggressive trade frequency. Let’s see what 2017 will bring to us, we are ready for both!

 

 

Futures Trading Room – Overnight Overview of December the 30th 2016

Here’s what I sent to subscribers:

The following patterns are triggering:

LONG PATTERNS: 55-58-59-60-61-107-163-173-197-198-292-293-294-339-340-412 (PRICE-VIX-RSI-SEASONALITY)

ODDS MAP:   4,15 – 69 – 32

Notes:

There’s a huge good bullish seasonality for the last night of the year. And here’s an interesting rare pattern:

today is the last day of the year and it’s an outside day.

it only happened 5 times in the past: all of them were BULLISH nights. 

That’s why I’m entering LONG. 

Stop loss  = 27 ES points

Take Profit = 12,5 ES pointst

Excellent trade to close the year. Take profit was hit pushing up our equity curve.

 

Futures Trading Room – Overnight Overview of December the 29th 2016

This is what I sent to subscribers:

The following patterns are triggering:

LONG PATTERNS: 192-197-198-204-252-292-293-294- (PRICE-VIX-SEASONALITY)

ODDS MAP:   3,33 – 69 – 108

Notes:

4 nights up in a row in December, and today is > 23 TDOM, and last night was no more tha 0,1% of gain, 

only happened 3 times in the past: all of them were BULLISH nights. 

That’s why I’m entering LONG. 

Stop loss  = 27 ES points

Take Profit = 12,5 ES points

Just another little profit for both ES and SPY. Nothing more than a few points.

Futures Trading Room – Overnight Overview of December the 27th 2016

Here’s what I sent to subscribers:

The following patterns are triggering:

LONG PATTERNS: 192-197-198-400 (PRICE-VOLUME-SEASONALITY)

SHORT PATTERNS: 354

ODDS MAP:   0,93 – 52 – 62

Notes:

Pattern 400 only happened 4 times in the past and all of them were bullish night, that’s why  I’m entering LONG despite not so great ODDS MAP numbers.

Stop loss  = 27 ES points

Take Profit = 12,5 ES points

Another small profit, with the market that crashed just after our exit at the open. This is one of those trades that easily show the power of the overnight edge.

Futures Trading Room – Overnight Overview of December the 23th 2016

Here’s what I sent to subscribers:

The following patterns are triggering:

LONG PATTERNS: 74-129-192-283-333 (PRICE-VOLUME-SEASONALITY)

ODDS MAP:   1,83 – 63 – 219

Notes:

Calendary seasonality is again very strong tonight. That’s why  I’m entering LONG despite not so great ODDS MAP numbers.

Last two nights have been disappointing. Anyway, the odds for December Friday nights are too strong to be missed (66% of winnings

with more than 3 for profit factor).

Stop loss  = 27 ES points

Take Profit = None

All in all, it has been a good Christmas weekend bullish edge with the market acting slowly as expected.

Futures Trading Room – Overnight Overview of December the 22th 2016

This is what I sent to subscribers:

The following patterns are triggering:

LONG PATTERNS: 47-95-129-192 (PRICE-VOLUME-SEASONALITY)

ODDS MAP:   2,2 – 66 – 228

Notes:

Calendary seasonality is again very strong tonight. That’s why  I’m entering LONG despite few patterns triggering.

Two gaps down with the last open below yesterday’s low, in December, between 21st and 31st, only happened 3 times:

all of them were BULLISH nights.

Stop loss  = 27 ES points

Take Profit = 12,5 ES points

I had a small loss with futures, but the SPY opened slightly higher. Sometimes it happens that the etf is not aligned with the futures performances.

Futures Trading Room – Overnight Overview of December the 19th 2016

Here’s what I sent to subscribers:

The following patterns are triggering:

LONG PATTERNS 71-192 (SEASONALITY)

ODDS MAP   1,62 – 61 – 456

Notes:

Calendary seasonality is very strong tonight. That’s why  I’m entering long despite so few patterns triggering.

Stop loss  = 27 ES points

Take Profit = 12,5 ES points

I closed the trade with a 0,27% of gain. Finally interesting Christmas nights are here!

Futures Trading Room – Overnight Overview of November the 22nd 2016

Here’s what I sent to subscribers:

If SPY closes above today’s open at 220,28 the following patterns will trigger:

SHORT PATTERNS 18-72-96-96-111-258-266 (PRICE)

If that happens, I will enter SHORT.

ODDS MAP   0,22 – 31 – 36

SPY opened down -0,26% and I ended the night with a good gain.

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