The Quantifiable Edges Big Time Swing System
In 2009 Quantifiable Edges released the first trading system good enough to carry the Quantifiable Edges name: The Quantifiable Edges Big Time Swing System! It only trades when there is a big time Quantifiable Edge. Over the last 25+ years the system has averaged 10.8 trades per year, high annual returns, a very high profit factor, a low amount of time exposed to the market and consistent results! It’s also fully disclosed and easy to implement. And I’m available to help you!
Here’s how $100,000 would’ve grown using SPY over 25 years from 1993 – January 2, 2019.
Below are some of the many features and benefits:
Extremely easy to implement and trade
- All entries are at the close.
- All exits are either at the close or the open.
- Averages about 1 trade per month – not labor intensive.
- Average trade lasts 7 trading days.
- Uses a few simple indicators.
The System Makes Efficient Use Of Capital
- Over the last 24+ years, only 27% of the time has the system had a position active.
- The low market exposure serves to reduce event risk.
- Of course the remaining 73% of the time your capital could be used to trade other strategies.
Trades both trend and counter-trend setups
- Trades both long and short in uptrending and downtrending markets.
- This has led to greater consistency of both returns and opportunities.
- While trades in the direction of the trend are more common, the counter-trend trades have often provided better opportunities historically.
The consistency of the Quantifiable Edges Big Time Swing System can be seen in the following chart. It shows returns based on a constant $100k/trade rather than reinvesting profits. Dividends, commissions, and interest on cash are not included in the below chart.
Performance has been strong and steady since the inception of the SPY
- Including commissions, dividends, and interest on cash (equal to the overnight Fed Funds rate at the time) the system has averaged 14.4%/year over 25+ years.
- No losing years.
- Relatively low drawdowns.
- Profit factor of 3.7!
- More SPY performance details included in the table below.
Note that a "0.5" trade means it spanned both years. Also note that a long signal tirggered an exit on 12/31/2018, which was to be taken at the open the next morning. The large gap down to open 2019 was an unfortunate start to the New Year, and the reason for the -1.55% return shown.
The QE Big Time Swing System is robust
- Using the same parameters the system was tested on the following list of 30 high volume ETF’s.
- Every one of the 30 ETF’s tested showed net profits over their lifetime.
Below are some statistics on each ETF from its inception through January 2, 2019.
Unlike most commercially available systems, the Quantifiable Edges Big Time Swing System is completely revealed to purchasers.
- No “black box”
- Comes with a 51-page manual explaining everything about the system including:
- The big picture concepts that make it work
- Complete calculations for indicators used.
- Detailed results tables, profit curves, and discussion of results.
- A section on ways to improve performance or customize the system to better suit you.
- A detailed section on risk management that uses quantitative analysis to examine the positives and negatives of different risk management techniques.
- Click here to view complete table of contents.
- Please note that the 2018 version of the manual is not available via download. It will only be sent via hardcopy. But new purchasers will receive the 2009 version of the manual electronically.
- In addition to the manual, purchasers will be provided with a detailed spreadsheet showing every trade and every assumption used in calculating the returns for SPY.
To make implementation even easier:
- Webinars for purchasers are available that discuss details about the system.
- There is a purchasers-only web page tracking all SPY trades.
- Charts with the indicators used are published on the web page and updated nightly.
- Purchasers may elect to subscribe to a private blog that alerts them if SPY triggers an entry or exit. This service is currently free for all purchasers.
Tradestation code will be available for an additional fee. (And it is all open-sourced and customizable.)
Non-Tradestation users may purchase Excel code for an additional fee.
Get a Quantifiable Edge for 2019 and beyond. The Big Time Swing System is now available for $1,800.
The open-sourced Tradestation code is an additional $50. The Excel Spreadsheet with calculations and code is also $50. Both may be purchased together for $75. (Code is only available to buyers of the system.) Traders may use the code to customize the system or expand on the ideas. A section of the manual discusses some ideas for further customization/enhancement.