Intraweek Trading Approach, System and Results

What is intraweek trading?

I’m sure you’ve heard of intraday trading, or day trading for short. But intraweek trading?

While I’m sure I’m not the first person to coin this phrase or to trade in this way, intraweek trading occurred to me during an overly volatile market time. I have always been a swing trader and a prolific one at that. I just chuckle when I hear prominent day traders say that you can only make a 20% per annum return with swing trading… 🙂

Antifragile Trading — Intraweek Trading System

My traders and I have been averaging around those levels per month with swing trading. And it hasn’t been hard. We now have a formalized, rule-based system (see below) that returns 20% per month at moderate risk.

In any case, to get back to my story… I was swing trading and the market was very volatile. There was a high level of uncertainty, and news could move the market significantly.

So, staying long or short over a weekend was a daunting prospect. Consequently, I closed my position at a level that made sense late in the week every week, and then looked for a good entry again early in the next week. This was tremendously profitable. More so than normal swing trading.

Soon thereafter I decided to adjust my trusty old index futures swing trading system, and to rather build and focus on an intraweek trading system.

And, during 2020 this was my main trading system. It worked particularly well as I was unable to trade full time for any lengthy period during 2020, and most of my clients are also not sitting in front of the screen all day.

And the returns match or beat those of a very lucrative day trading system. So, joy all around!

The equity curve of this system since inception looks as follows:

Intraweek Trading System Equity Curve — Antifragile Trading

Below you can see a table with full results of Antifragile Trading’s Intraweek Trading System.

The trading system for which results are shown below is the Intraweek Trading System on the Micro E-Mini Nasdaq-100 Index Futures ($MNQ).

The system also takes into account a Core Swing Trend Approach (on the same index — $MNQ) that determines the overall trend in force on the index at any time.

The return figures shown below are based on a 3.5% of capital risk per trade. The recommended range for risk per trade is somewhere between 1% and 5% of capital, but never above 5% of capital risk per trade (which is already very, very aggressive).

Before you study the below trading results, please account yourself with the Antifragile Trading Disclaimer here.


Trade# Date Direction PointsP/L Growth CumulativeGrowth
1 02-Jan-20 Long 2.50 0.1% 0.1%
2 06-Jan-20 Long 1.25 0.0% 0.1%
3 08-Jan-20 Short 147.00 6.2% 6.3%
4 08-Jan-20 Long 75.50 2.3% 8.7%
5 13-Jan-20 Long 78.25 3.3% 12.3%
6 21-Jan-20 Long 13.00 1.0% 13.4%
7 23-Jan-20 Short 1.00 0.1% 13.4%
8 28-Jan-20 Long 142.50 3.8% 17.7%
9 04-Feb-20 Long 167.50 3.1% 21.4%
10 11-Feb-20 Long 88.00 2.2% 24.0%
11 13-Feb-20 Short 1.00 0.0% 24.1%
12 19-Feb-20 Long 41.50 1.2% 25.6%
13 20-Feb-20 Short 119.00 6.1% 33.2%
14 25-Feb-20 Short 604.50 7.3% 42.9%
15 06-Mar-20 Short 144.75 1.4% 44.9%
16 10-Mar-20 Short 776.00 6.4% 54.2%
17 18-Mar-20 Short 644.00 7.5% 65.8%
18 01-Apr-20 Short 206.50 2.0% 69.1%
19 07-Apr-20 Long 1.00 0.0% 69.1%
20 14-Apr-20 Long 258.00 3.4% 74.8%
21 16-Apr-20 Short 1.00 0.0% 74.9%
22 23-Apr-20 Long 48.00 0.7% 76.1%
23 30-Apr-20 Long 19.75 0.3% 76.6%
24 30-Apr-20 Short 173.25 3.5% 82.9%
25 05-May-20 Long 345.00 5.7% 93.2%
26 13-May-20 Long 208.00 8.0% 108.6%
27 18-May-20 Long 21.25 0.3% 109.3%
28 21-May-20 Short 1.00 0.0% 109.3%
29 26-May-20 Long -129.50 -3.3% 102.3%
30 26-May-20 Short 260.75 4.9% 112.2%
31 28-May-20 Long -83.25 -1.3% 109.4%
32 02-Jun-20 Long 181.25 3.3% 116.3%
33 09-Jun-20 Long 94.00 1.7% 119.9%
34 11-Jun-20 Short 335.50 6.1% 133.3%
35 15-Jun-20 Long 376.25 4.8% 144.6%
36 22-Jun-20 Long 44.00 1.0% 146.9%
37 24-Jun-20 Short 277.25 4.5% 158.0%
38 30-Jun-20 Long 391.00 4.8% 170.5%
39 06-Jul-20 Long 96.75 2.5% 177.3%
40 13-Jul-20 Long -204.50 -3.5% 167.5%
41 14-Jul-20 Short 398.25 10.4% 195.4%
42 15-Jul-20 Long 283.50 7.9% 218.6%
43 20-Jul-20 Long 94.75 1.7% 223.9%
44 21-Jul-20 Short 377.00 4.9% 239.8%
45 28-Jul-20 Long 139.75 2.0% 246.5%
46 05-Aug-20 Long 100.00 1.5% 251.7%
47 12-Aug-20 Long 14.50 0.2% 252.4%
48 18-Aug-20 Long 62.75 1.4% 257.4%
49 19-Aug-20 Short 14.75 0.5% 259.3%
50 20-Aug-20 Long 91.50 2.3% 267.7%
51 26-Aug-20 Long 241.75 4.5% 284.1%
52 31-Aug-20 Long 256.00 6.0% 307.1%
53 02-Sep-20 Short 737.50 17.0% 376.5%
54 08-Sep-20 Short 12.75 0.1% 377.2%
55 09-Sep-20 Long 1.00 0.0% 377.2%
56 15-Sep-20 Long 1.00 0.0% 377.3%
57 17-Sep-20 Short 416.50 4.9% 400.6%
58 24-Sep-20 Short 1.00 0.0% 400.7%
59 05-Oct-20 Long 1.00 0.0% 400.8%
60 07-Oct-20 Long 324.00 5.3% 427.3%
61 12-Oct-20 Long 1.00 0.0% 427.4%
62 14-Oct-20 Short 1.00 0.0% 427.5%
63 22-Oct-20 Short 65.75 2.0% 438.2%
64 26-Oct-20 Short 330.00 4.9% 464.6%
65 30-Oct-20 Long 234.00 7.9% 509.1%
66 03-Nov-20 Long 821.75 11.6% 579.8%
67 10-Nov-20 Short 23.00 0.2% 581.1%
68 12-Nov-20 Long -58.00 -0.6% 576.9%
69 17-Nov-20 Long -131.25 -1.5% 566.7%
70 25-Nov-20 Long 120.75 2.8% 585.5%
71 01-Dec-20 Long 164.75 3.6% 609.9%
72 08-Dec-20 Long 1.00 0.0% 610.1%
73 09-Dec-20 Short 365.00 14.0% 709.4%
74 15-Dec-20 Long 151.75 2.6% 730.6%
75 21-Dec-20 Long 1.00 0.0% 730.7%
76 29-Dec-20 Long 1.00 0.0% 731.0%
77 04-Jan-21 Short 269.25 10.5% 818.2%
78 07-Jan-21 Long 264.25 2.9% 845.1%
79 12-Jan-21 Short 1.00 0.0% 845.3%
80 19-Jan-21 Long 449.50 12.5% 963.0%
81 21-Jan-21 Short -78.50 -2.4% 937.4%
82 25-Jan-21 Short 1.00 0.0% 937.8%
83 01-Feb-21 Long 340.00 3.7% 976.5%

The win rate for this trading approach is 91.8% (and yes, after a decade of hard work, I am tremendously proud of this system and its stats). I try and keep the record above current on a monthly basis if you want to track along. We’re actively trading this approach inside the Antifragile Trading Academy.

As you can see the trades above are all a couple of days to a couple of weeks apart, and can fairly easily be traded even by those with already full and busy lives. Trading should not become a new day job. It should fit into your life, and eventually bring you time and financial freedom.

You get full, immediate access to the Intraweek Trading System — with the trading system decision guidelines, the full trade record, and video instruction — when you join the Antifragile Trading Academy.