Here below is a monthly data summary of net results for the Fortress Rubicon automated day trading system for August 2024 using the resistance and support points based on my discovery of the Camarilla Equation. The percentage results are based on a 3 lot default setting in the E-Mini S&P 500 futures contract front month delivery with a margin deposit set hypothetically at $100,000.
Net Profit or Loss> +1.22%
Total Number of Trades> 29
Biggest Winning Trade> +7.5%
Biggest Losing Trade> -12.43%
Maximum Drawdown> – 20.65%