System 5 - Garnet
Volatility Regime Adaptive System
A swing trading system for ES futures on 100-minute bars. Automatically adapts between trending and ranging market regimes using volatility switch indicator. Different risk parameters for each regime to optimize performance.
Key Features
- Automatic volatility regime detection
- Dual strategy modes (ranging vs trending)
- RSI + MACD signal combination
- Regime-specific risk parameters
- Adaptive stop loss and profit targets
- Holds positions overnight for larger moves
Core Technical Components
Volatility Regime Detection
Identifies current market state
- •Standard deviation of returns analysis
- •Percentile ranking of current volatility
- •Switches between high and low volatility modes
- •Dynamic regime thresholds
RSI Momentum Signals
Momentum threshold triggers
- •RSI crossings for entry timing
- •Different thresholds for each regime
- •Overbought/oversold detection
MACD Confirmation
Trend momentum validation
- •MACD histogram direction changes
- •Signal line crossover confirmation
- •Momentum continuation patterns
Trade Execution Logic
Entry Requirements
Long Entry
- →Trending regime: RSI above threshold + MACD bullish
- →Ranging regime: RSI crosses above oversold + MACD signal
- →Volatility regime confirmed by switch indicator
Short Entry
- →Trending regime: RSI below threshold + MACD bearish
- →Ranging regime: RSI crosses below overbought + MACD signal
- →Volatility regime confirmed by switch indicator
Exit Scenarios
- Trending regime: Larger profit target, tighter stop
- Ranging regime: Smaller profit target, wider stop
- Regime-adaptive risk management
- Positions held until target or stop hit
View Actual Trading Results
Explore System 5 - Garnet results with detailed performance charts, comprehensive metrics, and complete trade-by-trade history from actual executions.
Risk Disclaimer
Trading futures involves substantial risk of loss and is not suitable for all investors. Past performance is not indicative of future results. The performance data shown represents historical backtesting and simulation results. Actual trading results may differ significantly. You should carefully consider whether trading is appropriate for you in light of your experience, objectives, financial resources, and other relevant circumstances.