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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 19.5 years the system has averaged 11.2 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 19.5 years from 1993 –  6/30/13.

SPY Compounded

 
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 19.5 years, only 28% of the time has the system had a position active.
  • The low market exposure serves to reduce event risk.
  • Of course the remaining 72% 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. 

SPY geometric 


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 approximately 17%/year over 19.5 years.
  • No losing years.
  • Relatively low drawdowns.
  • Profit factor of 4.0!
  • More SPY performance details included in the table below.

SPY Annual

Note that a "0.5" trade means it spanned both years.

The QE Big Time Swing System is robust

  • Using the same parameters the system was tested on the list of 30 ETF’s (with history of 30 or more trades) from ETF Rewind’s list of “Major Index”, “Capitalization & Style”, and “Major Sector” 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 June 30, 2013.

ETF Results


Unlike most commercially available systems, the Quantifiable Edges Big Time Swing System is completely revealed to purchasers.

  • No “black box”
  • Comes with a 43-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.
  • 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 free for 12 months from the date of purchase.

 

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 2013 and beyond.  The Big Time Swing System is now available for $1,750.

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.  

Questions?  BigTimeSwing@QuantifiableEdges.com

 

The NFA requires us to state that “HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN INHERENT LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN EXECUTED, THE RESULTS MAY HAVE UNDER- OR OVERCOMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.”

 

Except where otherwise specifically stated, all trades are based on hypothetical or simulated trading. Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under-or-over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. Commissions, fees, and slippage have not been included. This is neither a solicitation to buy/sell securities or listed options.

 

This system and accompanying manual and other information has been prepared by Hanna Capital Management, LLC and is provided for information purposes only.  Under no circumstances is it to be used or considered as an offer to sell, or a solicitation of any offer to buy securities.  While information provided is believed to be accurate at the time of publication, we make no representation as to the accuracy or completeness of any data, studies, or opinions expressed and it should not be relied upon as such.  Robert Hanna, Hanna Capital Management, LLC or clients of Hanna Capital Management, LLC may have positions or other interests in securities (including derivatives) directly or indirectly which are the subject this system and accompanying manual and other information.  All system information is provided solely for the knowledge of Hanna Capital Management, LLC clients and prospects who are expected to make their own investment decisions without reliance upon the system.  Neither Hanna Capital Management, LLC nor any officer or employee of Hanna Capital Management, LLC accepts any liability whatsoever for any direct or consequential loss arising from any use of this system or information included with it.  No system information may be reproduced, distributed or published by any recipient for any purpose without the prior express consent of Hanna Capital Management, LLC.