Emini Volatility

Good day, I was wondering what are peoples views / experiences / observations of Emini Volatility have been ? Thanks

I looked at it for a few minutes. short term trades with limited leverage. gain % to draw down ratio is reasonable and achievable long term. very reasonable risk management. I like it my self, very similar to B48ES, but it does go short and long ETF. B48ES only long, (more IRA friendly)

Keep it on your radar and review it after 6 months. Its too early to assess.


The developer is using 5 uncorrelated systems/algos in this strategy.
Actually the backtests are worse than the live trading seen on C2.
Meaning that the system probably was on a lucky strike in the last 3 months,
so a lower win ratio & profit factor is very much possible in the future.

Ask the developer, he is very responsive and open for questions.

Good day All, thank you for your responses I found them all helpful, Thanks PJG