GMQS MICRO DAX

GMQS MICRO DAX is an automated long-only intraday trading strategy designed to trade the Micro DAX on 6-minute charts using ProRealTime Trading with Interactive Brokers.

The system is structured to capture directional intraday movements within a defined risk framework and systematic position management. Its logic incorporates moving average dynamics combined with additional internal confirmation variables to enhance selectivity and reduce low-probability signals.

Backtest Information

The historical backtest of the strategy, based on nearly 6 years of market data, shows an approximate compounded annual growth rate (CAGR) of 24%.

• Results calculated using 1 contract, starting from an initial capital of €5,000

• Backtest performed including commissions

• Simulation includes a 0.3-point spread

The equity curve demonstrates stable progression across different market regimes, including periods of high volatility, sideways market conditions, and trending phases.

Risk Management

The strategy incorporates:

• Fixed stop-loss of 0.50% per trade

• Fixed profit target of 1%

• Dynamic stop mechanism in points (profit protection)

Each trade maintains a clearly defined risk structure from entry.

Scalability and Trading Profile

The strategy allows for progressive scaling of the number of contracts based on available capital and individual risk parameters. However, it is recommended to begin trading with 1 contract and increase exposure gradually as familiarity with the system develops.

GMQS MICRO DAX is designed as a low-frequency trading system, prioritizing entry quality over trade quantity. It is characterized by a contained drawdown structure and disciplined risk management.

Important Notice

Past performance is not indicative of future results.
All automated trading strategies involve risk.
Proper capital allocation and risk management are essential.

For any questions regarding the strategy or its operation, please feel free to get in touch. I will be pleased to assist you.