The Double Play Trading System
The Double Play Trading System is a dual-mode trend following trading system for the stock index futures markets. The Double Play Trading System uses 15-minute price bars to track market strength or weakness and follows market internals to determine trend direction.
In its swing mode the Double Play Trading System averages about three days per trade, and holds positions overnight. In the day-trading mode, it is always out by the end of the day.
The Double Play Trading System trades equally well in rising or declining markets and does not favor one direction over the other.
The Double Play Trading System is an ideal compliment to trend-following systems, such as Aberration, Aberration Plus, and Aztec because it trades the equity market in a short-term manner instead of longer-term.
The equity streams between the Double Play Trading System and Aberration, Aberration Plus, and Aztec are correlated at less than the 0.05 level.