Edges Big Time Swing System
2009 Quantifiable Edges released the first trading system good enough
to carry the
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
high profit factor, a low amount of time exposed to the market and
results! It’s also
fully disclosed and
easy to implement. And
I’m available to
how $100,000 would’ve grown using SPY over 19.5 years
from 1993 – 6/30/13.
are some of the many features and benefits:
easy to implement and trade
entries are at the close.
exits are either at the close or the open.
about 1 trade per month – not labor intensive.
trade lasts 7 trading days.
a few simple indicators.
System Makes Efficient Use Of Capital
the last 19.5 years, only 28% of the time has the system had a
low market exposure serves to reduce event risk.
course the remaining 72% of the time your capital could be used to
trade other strategies.
both trend and counter-trend setups
both long and short in uptrending and downtrending markets.
has led to greater consistency of both returns and opportunities.
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
interest on cash are not included in the below chart.
has been strong and steady since the inception
of the SPY
commissions, dividends, and interest on cash (equal to the overnight
Fed Funds rate at the time) the system has averaged approximately
over 19.5 years.
- Profit factor of 4.0!
SPY performance details included in the table below.
Note that a "0.5" trade
means it spanned both years.
QE Big Time Swing System is robust
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.
one of the 30 ETF’s tested showed net profits over their lifetime.
are some statistics on each ETF from its inception through June 30,
most commercially available systems, the Quantifiable
Edges Big Time Swing System is
revealed to purchasers.
with a 43-page manual explaining everything about the system including:
big picture concepts that make it work
calculations for indicators used.
results tables, profit curves, and discussion of results.
section on ways to improve performance or customize the system to
better suit you.
detailed section on risk management that uses quantitative analysis to
examine the positives and negatives of different risk management
- Click here to view complete
table of contents.
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.
make implementation even easier:
for purchasers are
available that discuss details about the system.
is a purchasers-only web page tracking all SPY trades.
with the indicators used are published on the web page and updated
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.
code will be available for an additional fee.
(And it is all
users may purchase Excel code for an
a Quantifiable Edge for
2013 and beyond. The Big Time Swing System is now available
open-sourced Tradestation code is an additional $50. The
Spreadsheet with calculations and code is also $50. Both may be purchased together
for $75. (Code is only available to buyers of the system.)
may use the code to customize the system or expand on the ideas.
A section of the manual discusses some ideas for further
requires us to state
that “HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN
LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO
REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT ACTUALLY BEEN
EXECUTED, THE RESULTS MAY HAVE UNDER- OR OVERCOMPENSATED FOR THE
ANY, OF CERTAIN MARKET FACTORS, SUCH AS LACK OF LIQUIDITY. SIMULATED
IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE
OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR
LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN.”
specifically stated, all trades are based on hypothetical or simulated
Hypothetical or simulated performance results have certain inherent
limitations. Unlike an actual performance record, simulated results do
represent actual trading. Also, since the trades have not actually been
executed, the results may have under-or-over-compensated for the
any, of certain market factors, such as lack of liquidity. Simulated
programs in general are also subject to the fact that they are designed
the benefit of hindsight. No representation is being made that any
or is likely to achieve profits or losses similar to those shown.
fees, and slippage have not been included. This is neither a
buy/sell securities or listed options.
accompanying manual and other information has been prepared by Hanna
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
is believed to be accurate at the time of publication, we make no
representation as to the accuracy or completeness of any data, studies,
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
are the subject this system and accompanying manual and other
system information is provided solely for
the knowledge of Hanna Capital Management, LLC clients and prospects
expected to make their own investment decisions without reliance upon
Management, LLC nor any officer or employee of Hanna Capital
accepts any liability whatsoever for any direct or consequential loss
from any use of this system or information included with it. No system information may
distributed or published by any recipient for any purpose without the
express consent of Hanna Capital Management, LLC.