S&P500 Trading Strategy

AVALONPLUS Trade Journal

Every trade in this journal is a completed live, out-of-sample trade of the AVALONPLUS S&P 500 trading strategy — closed by the model, not a backtest. Full size and 50/50, updated after each exit. Same metrics as the app's backtester. Prices from the S&P 500 (SPX) signal basis, sized for MES futures. Full 63-year backtest history is in the Strategy Report — this journal tracks trades starting 2026-07-30. Not a live track record in the audited sense, not investment advice.

Full Size — $10,000 starting capital, 1 closed trades

Journal Range
Start2026-07-30
End2026-09-09
Closed P&L+$1,709
Trades1
Win Rate100% (1/1)
Avg Trades/Year8.9
Avg Win+$1,709
Avg Loss-
Profit Factor-
Max MAE (trade drawdown)0.10%
Avg Leverage3.7x
Cost breakdown
Commission-$1.20
Slippage-$5.00
Gross P&L (before costs)+$1,715
#1 L1 Long
+$1,709
P&L pts
+343.00
P&L %
+4.67%
Qty
1 x MES
Capital
$10,000
Leverage
3.7x
MAE %
0.10%
MAE $
-$35
Stop Price
6,530.82
Stop Risk
-$4,036
Entry
2026-07-30
7,338.00
Exit
2026-09-09
7,681.00
Commission
-$1.20
Slippage
-$5.00

50/50 — $25,000 starting capital, 1 closed trades

Journal Range
Start2026-07-30
End2026-09-09
Closed P&L+$1,709
Trades1
Win Rate100% (1/1)
Avg Trades/Year8.9
Avg Win+$1,709
Avg Loss-
Profit Factor-
Max MAE (trade drawdown)0.10%
Avg Leverage1.5x
Cost breakdown
Commission-$1.20
Slippage-$5.00
Gross P&L (before costs)+$1,715
#1 L1 Long
+$1,709
P&L pts
+343.00
P&L %
+4.67%
Qty
1 x MES
Capital
$25,000
Leverage
1.5x
MAE %
0.10%
MAE $
-$35
Stop Price
6,530.82
Stop Risk
-$4,036
Entry
2026-07-30
7,338.00
Exit
2026-09-09
7,681.00
Commission
-$1.20
Slippage
-$5.00