AVALON BACKTESTER

Trading Software

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What is AVALON ?

The AVALON Strategy© is a long-term end of day (EOD) trading strategy for the futures market. It is designed around an algorithm that generates entry and exit signals according to price movements of the S&P500 stock index.

For which investors is the AVALON S&P500 futures trading strategy best suited?

The AVALON strategy is can be learned by all investors due to its simple usage. However, you should familiarize yourself with the functionality and risks of futures in advance.
A free online course on futures can be found directly at the Chicago Mercantile Exchange (CME): Course: Introduction to Futures

Futures belong to the category of leveraged products that can lead to high profits, but also to high losses or even total loss of the invested capital. Therefore, always only invest capital that you do not need for your livelihood or for your retirement!

Which instruments of the S&P500 can be traded with AVALON?

The AVALON S&P500 futures trading strategy is qualified for the following instruments:
E-Mini S&P500 future, Micro E-Mini S&P500 future

What makes the AVALON strategy so special for traders?

Transparency

With the AVALON Backtester the AVALON strategy has an online backtest app that makes the performance transparent and understandable before licensing. You can easily run through all relevant scenarios. As a result, you receive all important information about the performance the AVALON S&P500 futures trading strategy would have delivered in the past. And all of this always in comparison to a buy & hold strategy in the S&P500 stock index.
All data relevant for the performance can be retrieved for individual time periods and is not limited to a few performance periods or screenshots.
Furthermore, you can query not only gross but also net performance data including taxes for all instruments, which makes the AVALON-Backtester quite unique.

Click to AVALON Backtester

Keep in mind that good trading results from backtest periods do not necessarily lead to similarly good results in the future. Circumstances can always occur that can lead to high losses or total loss of the invested capital.

Minimum effort

The only thing you have to do is to check once a day in the free trading software to see if there is an entry or exit signal. Time required: 5 minutes.
For an entry you should calculate about 30 minutes. For an exit, 15 minutes.
For a Rollover 30 minutes every three months.
The AVALON S&P500 futures trading strategy makes an average of 3.75 trades per year. A trade takes 42 days on average (1962 until today).

Internal contract calculation

If there is an entry signal, the integrated contract calculator will calculate the required number of contracts.

Since when is the AVALON strategy in live operation?

The AVALON S&P500 futures trading strategy is the result of more than 12 years of trading experience. The final version of the strategy has been in live operation since 02/01/2019.

How profitable was AVALON during this period?

You can check the period in the AVALON Backtester.

How has the AVALON strategy proven itself during the CORONA Pandemic?

You can check the period in the AVALON Backtester.

What capital is required to trade AVALON?

We recommend a minimum amount of $4,000 (Status August 2020). About $3,000 for trading a Micro E-Mini contract and about $1,000 as a reserve for possible failed trades..

Which broker do you recommend?

We use Interactive Brokers. However, Interactive Brokers requires a deposit of $10,000 to open an account.
Alternatively, you can use the brokerage service of NinjaTrader. Here an account opening is possible starting from only $400.

How much does the AVALON S&P500 futures trading strategy cost?

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