Algorithmic Futures

Algorithmic Futures

Paid System #9 - ES Stochastic Reversion

Profit Factor: 1.84 | Total Net Profit: $169,697 | Avg. Trade Profit: $520.54 | Max Trade Drawdown: $14,759 | # of Trades: 326 | Percentage Profitable: 75.2%

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Algorithmic Futures
May 06, 2026
∙ Paid

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ES (ES) Stochastic Reversion

This strategy trades S&P 500 Index futures (@ES) on 1440-minute bars. The strategy buys ES when it's been getting beaten down hard for a few days inside a longer-term uptrend, then sell as soon as it bounces back to the short-term average. Vice versa for the short side of the trade.

With roughly 75.2% profitable trades, this strategy has a high hit ratio, along with a high average trade profit of $520.5. The result is a consistent equity curve spanning 25 years of S&P 500 Index futures data with a maximum drawdown of just $14,759. The strategy entered a large drawdown in April 2026, representing a potential strong entry point.


Backtest & Return Statistics:

*Assumes trading 1 contract

Disclaimer: The trading systems on this site are for educational purposes only. Backtests are based on historical data and are hypothetical. Futures and options trading has large potential rewards, but also large potential risk. You must be aware of the risks and be willing to accept them in order to invest in the futures and options markets. Don't trade with money you can't afford to lose. This website is neither a solicitation nor an offer to Buy/Sell futures or options. No representation is being made that any account will or is likely to achieve profits or losses similar to those discussed on this website. The past performance of any trading system or methodology is not necessarily indicative of future results. The systems provided may contain errors or omissions of any kind and their accuracy and completeness is not guaranteed in any way. Do not trade these systems.

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