ES Take Profit Model

Candlestick chart of S&P 500 E-mini Futures from TradingView, showing price movements, buy signals, and support/resistance levels.

This model strictly trades on the 1 Day timeframe on ES and MES.

A Different Approach

Unlike most trading strategies, this model does not rely on traditional entry logic or strategy. It may sound unconventional, yet it has consistently outperformed the S&P 500 over the past 25 years. This strategy embodies the principle that time in the market is often more beneficial than trying to time the market itself.

The method operates by executing trades almost instantly when not currently positioned, but it introduces an after-bar waiting period before entering a new trade. This straightforward rule is complemented by a sophisticated framework for position sizing and exit timing.

By utilizing various volatility features, it adeptly adjusts both the size of the position and the timing of exits. The execution is clear and straightforward: buy when the price reaches the purple line, and sell once it hits the yellow line. This simplicity in entry and exit, combined with advanced logic behind the scenes, creates a robust long term trading strategy.

No Leverage

Graph of financial performance with blue and green lines, total P&L, max equity drawdown, total trades, profitable trades, and profit factor listed.

This backtest represents the model trading at zero leverage. It does this using a formula to calculate appropriate position sizing relative to the users capital to trade ES or MES on virtually zero leverage.

Graph showing trading performance with total P&L, equity drawdown, total and profitable trades, and profit factor from 2000 to 2025. The chart demonstrates significant growth over time.

Slight Leverage

This backtest represents the model trading slightly leveraged. It does this by taking average trades at 1.2x leverage. If the conditions are appropriate it increases leverage to 2.5x. As a result, the total return is multiplied and the drawdown increases by a near 6%.

Graph showing trading performance and profit analysis with metrics including total P&L, equity drawdown, and profit factor.

Heavy Leverage

This backtest represents the model trading heavily leveraged. It does this by taking average trades at 1.2x leverage. If the conditions are appropriate it increases leverage to 5x. As a result, the total return is multiplied even more and the drawdown increases by a near 5% from the previous leverage.

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Institutional Inquiry

The “ES Take Profit Model” is not recommended for capital less than $30,000 for use on MES and less than $300,000 for use on ES.

All backtests include fees of $2.25 per contract per side, artificial slippage, and were tested on $1,000,000 in capital.