System 5 - Garnet
Adaptive Volatility Regime Swing System
A sophisticated swing trading system for ES futures on 100-minute bars that automatically switches between range-bound and trending market strategies based on volatility analysis, with regime-specific risk parameters.
Key Features
- Automatic volatility regime detection
- Dual strategy modes (ranging vs trending)
- Range mode uses RSI and MACD signals
- Trend mode uses SMA directional filter
- Regime-specific stop loss and profit targets
Core Technical Components
Volatility Switch
Determines current market regime using volatility analysis
- •Standard deviation of returns over lookback period
- •Percentile ranking of current volatility
- •Switches between high and low volatility modes
Range Mode Indicators
Used when volatility is high (ranging market)
- •RSI crossing above/below thresholds
- •MACD histogram direction changes
- •Signal lookback for confirmation
Trend Mode Indicators
Used when volatility is low (trending market)
- •Simple moving average for trend direction
- •Price position relative to SMA
- •Volatility below trend threshold
Trade Execution Logic
Entry Requirements
Long Entry
- →Range Mode: RSI crosses above lower threshold + MACD long signal
- →OR Trend Mode: Close > SMA + Low volatility
- →Appropriate volatility regime confirmed
Short Entry
- →Range Mode: RSI crosses below upper threshold + MACD short signal
- →OR Trend Mode: Close < SMA + Low volatility
- →Appropriate volatility regime confirmed
Exit Scenarios
- Trend mode: Larger stop loss, larger profit target
- Range mode: Smaller profit target, larger stop loss
- Regime-adaptive risk management
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.