Since I wrote the book Intermarket Trading Strategies some years ago, market dynamics and Intermarket correlations have changed so I updated all Intermarket systems mentioned in my book and added new ones. In certain cases I even had to change the Intermarket Comparison symbols as the old ones didn’t perform as well.
You can see in the tables below how the some of the stock and futures systems performed during the most recent 6 year period from 6/7/18 to 6/7/2024. For the futures simulations I used Multicharts and for the stock systems and explorations I used Amibroker.
All systems outperformed the Buy&Hold by a wide margin on a total profit and drawdown basis.The best performing systems (in green) were the ES intraday, the SPY and the Oil stock system. Each Intermarket package includes 16 Custom Indicators and related functions and 28 Strategies (stock, futures and Gold). The metastock systems include 9 expert advisors as well.
The AmiBroker systems can be used for testing, scanning and explorations.
If you use Amibroker, Multicharts, Tradestation, Metastock 11 or Metastock 18 you can buy the appropriate system code for your platform by clicking on the tab at the left.
Here you can see how the new systems performed during the 6 year period until 6/7/24.
I used Multicharts and Amibroker for all tests. Performance results Metastock may vary because of code and testing differences.