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

E-mini (ES) Swing Trading

Trend-aligned swing trading for E-mini S&P 500 futures — enters on stretched pullbacks, exits on mean reversion.

2.08
Profit Factor
22.3%
CAGR (Annual Return)
75.8%
Win Rate
28,443%
Percent Gain
One-time purchase
$499
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 $50,000 / contract This holds positions overnight, so the full exchange margin applies — at recent index levels one contract posts more than half of a $50,000 account, and margin is broker-set, changes without notice, and rises in volatile markets. If $50,000 is your whole account, run it on the Micro E-mini (@MES) instead: the same signals at one-tenth the size, which leaves the position sizing room to work. 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) Swing Trading back-tested equity curve
Performance statistics
Metric
Value
Profit Factor
2.08
CAGR (Annual Return)
22.3%
Win Rate
75.8%
Percent Gain
28,443%
Modeled Capital
$50,000
Total Trades
392
Avg Hold
5.4 days
Metric
Value
Live (Out-of-Sample)
2016–2026
Backtest
1997–2015
Max Drawdown
40.1%
Trade Types
Long & Short
Platform
TradeStation / MultiCharts
Code language
EasyLanguage
Capital to trade
$50,000 / contract

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 E-mini Swing Trading strategy applies a disciplined trend-plus-mean-reversion framework to S&P 500 futures (@ES). It identifies the macro trend, then enters long or short only when price pushes past a dynamically calculated threshold away from its short-term range, closing the position as price returns to its average. Volatility-adaptive position sizing and a user-adjustable, volatility-based stop-loss manage risk on every trade. Written and tested in 2016, it has continued to perform in real time since.

  1. Confirms the macro trend in E-mini S&P 500 futures.
  2. Buys or shorts when ES surpasses a dynamically calculated threshold in the trend direction.
  3. Closes the position when ES returns to its average price (mean reversion), with a volatility-based stop on every trade.

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
Confirms the macro S&P 500 trend, then enters on statistically defined pullbacks
Long and short trades aligned with the dominant trend
Volatility-adaptive position sizing with a user-adjustable stop-loss
Written and tested in 2016; still performing live
Fully annotated EasyLanguage — no black boxes
Signals also work on @ES options and @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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