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Day Trading @ES · E-mini S&P 500 Futures EasyLanguage · TradeStation

E-mini (ES) Day Trading

Exploits repeatable intraday patterns in E-mini futures. All trades closed by end of session.

1.41
Profit Factor
28.3%
CAGR (Annual Return)
64.8%
Win Rate
133,965%
Percent Gain
One-time purchase
$999
Instant download · Yours forever
  • EasyLanguage source code (.ELD)
  • TradeStation workspace (.TSW)
  • Quick start guide
  • Back-test report
  • Lifetime updates — free
  • Q&A access with Kurt
Capital to trade this $25,000 Day-traded flat by the close — no overnight margin, and intraday margin is lower and broker-set. The Micro E-mini (@MES) runs it on a fraction of that. Illustrative only — not a recommendation.
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Because full source code is delivered on purchase, all sales are final. Please review the back-test data before buying.
Back-tested equity curve
E-mini (ES) Day Trading back-tested equity curve
Performance statistics
Metric
Value
Profit Factor
1.41
CAGR (Annual Return)
28.3%
Win Rate
64.8%
Percent Gain
133,965%
Modeled Capital
$25,000
Total Trades
1,024
Avg Hold
1.5 hours
Metric
Value
Live (Out-of-Sample)
2016–2026
Backtest
1997–2015
Max Drawdown
20.0%
Trade Types
Long & Short · Intraday
Platform
TradeStation / MultiCharts
Code language
EasyLanguage
Capital to trade
$25,000

A full back-test report — profit factor, net profit, drawdown, win rate and trade statistics, with modeled commissions & slippage — is included with your purchase. Hypothetical results have inherent limitations; past performance is not necessarily indicative of future results.

How the strategy works

The logic behind the edge.

The ES Day Trading strategy trades repeatable intraday patterns in E-mini S&P 500 futures — opening gaps, momentum thrusts, retracements at dynamic levels, and rally and breakdown reversals — taking long and short positions through the session. Every position is closed by the end of the day, so there is no overnight risk. Patterns are defined mathematically with wide tolerances to limit curve-fitting, position sizing adapts to real-time volatility, and a volatility-based stop-loss sits on every trade. Written and tested in 2016, still performing live.

  1. Scans the session for high-probability intraday patterns — opening gaps, momentum thrusts, dynamic-level retracements, and rally or breakdown reversals.
  2. Enters long or short when a pattern triggers, with a volatility-based stop-loss in place.
  3. Closes every position by the end of the session — no overnight exposure.

Every strategy in the RelaxedTrader store is back-tested across a minimum of 10 years of historical market data, with estimated commissions and slippage, before a line of code is sold. If it doesn't hold up under rigorous testing, it doesn't make it to the store.

You receive the complete, fully-annotated EasyLanguage source code — no black boxes, no compiled files. You can read every line, understand every decision, and modify it as your knowledge grows.

Key features
What makes this strategy work
Trades repeatable intraday patterns — gaps, thrusts, retracements and reversals
All positions closed by end of session — no overnight risk
Volatility-adaptive position sizing with a volatility-based stop-loss
Long and short, on the most liquid futures market in the world
Fully annotated EasyLanguage — no black boxes
Signals also work on @MES (Micro E-mini) futures and options
Everything in the box

What you get with every purchase.

EasyLanguage Source
.ELD format · full open code · fully annotated
TS Workspace
.TSW format · open in TradeStation and go
Quick Start Guide
Step-by-step setup and configuration
Lifetime Updates
Free strategy updates — forever, no catch
Q&A with Kurt
Ask questions directly — get real answers
Ready to trade it?

Own the code. Trade the edge.

One-time purchase. Instant download. Full source code yours forever — including all future updates at no charge.

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