# AVALONPLUS

> AVALONPLUS is a rule-based, end-of-day (EOD) trading strategy for the S&P 500, traded via Micro E-mini (MES) or E-mini (ES) futures or an SPX CFD. Signals are fully mechanical (trend-following longs, counter-trend shorts, momentum longs), about 2-5 trades per year. Public methodology, delivered as an Android app with a backtester, charts and a risk visualizer. All performance figures are hypothetical backtests (1963-2026), not a promise of future results; trading futures involves substantial risk of loss.

Two audiences (a 2x2 of budget x experience): (1) building wealth from a small stake (~$10,000, via compounding) and (2) a rules-based, low-correlation component (sleeve) in a larger portfolio ($100,000+, judged on risk-adjusted return). Futures literacy is a prerequisite; learn the mechanics and practise on a demo/paper account before trading live.

## Key pages
- [Homepage / overview](https://trading-garden.com/): the core question, head-to-head vs the S&P 500 total return, risks, how much capital you need, who it suits, and an FAQ.
- [Strategy Report](https://trading-garden.com/report.html): full methodology, every instrument and time window, risk-adjusted metrics (Sharpe, Sortino, Calmar), two drawdown bases (peak equity vs start capital), and a glossary (NAV, CTA, peak-to-valley).
- [Android app](https://trading-garden.com/app.html): backtester, charts, Risk Visualizer; 30-day free trial.

## Key facts
- Instrument: MES ($5/point), ES ($50/point), or SPX CFD ($1/point); underlying S&P 500 (SPX).
- Style: end-of-day, rule-based, long + short + momentum; ~2-5 trades per year, ~34% time in market.
- Minimum capital: about $10,000 per MES contract, plus a free reserve sized to the worst historical drawdown.
- Costs modeled: IBKR-realistic per-instrument commission and slippage.
- Drawdown is reported on two bases: peak equity (compounded, the fund/CTA comparison standard, basis of the Calmar ratio) and start capital (fixed-nominal, the capital-requirement view) - both follow the CFTC/NFA peak-to-valley methodology.
- Nature: hypothetical backtest results; live trading began recently. Educational, not investment advice.

## Contact
- [Contact](https://trading-garden.com/contact.php)