The 2-Rule System That Avoids the Worst Month and Hits 65% Win Rate With 3.11 Profit Factor
This strategy had only 2 losing years in 18 years. Full code inside
Merry belated Christmas and an early Happy New Year.
I’m traveling with family and taking the time to think about how to make this newsletter even better for you, my subscriber.
First piece of news:
I’m launching a challenge in January about going from zero to your first validated systematic strategy.
If you’re interested, reply to this email and I’ll share more details with you soon.
Now, onto this week’s strategy.
Simple rules. One seasonal filter.
Tested on ES futures: 2007-2025 (18 years).
137 trades.
64.96% win rate.
3.11 Profit Factor.
$56,815 profit.
Two entry conditions.
One is a price level not often used…
The other is a volatility filter used backwards.
Oh, and it refuses to trade one month per year.
Completely skips it.
Only 2 losing years in 18 years: 2014 and 2015.
Every other year? Green as you can see below…
Want the Code?
If you’re a paid subscriber, the full strategy code is right below this paywall.
All parameters included.
Complete entry logic.
Complete exit logic.
Zero fluff.
If you’re not paid yet, now’s good time to fix that.
Besides getting access to all strategies published to date (starting in 2026, new subscribers will only get access to strategies published after their subscription date)…
You also get access (if you’re an annual subscriber) to my app with 200+ strategies written in plain English — extracted from academic papers for you to replicate, modify, or use as inspiration like I do.
And this database is updated daily.
Yep, that’s it.
Let’s get to what really matters.
The edge…
