Index Trading Signals
on four markets
One rules-based algorithm trades DE40, US500, US100 and US30 across the European and US sessions, and posts every setup to Telegram with an exact entry, stop-loss and three targets. Backtested over 3 years: 1,988 trades, +114.8 R after costs across all four.
DE40
- Trades / wk
- 3.3
- Win rate
- 45.1%
- Net, 3 yrs
- +43.3 R
US500
- Trades / wk
- 3.1
- Win rate
- 47.7%
- Net, 3 yrs
- +20.9 R
US100
- Trades / wk
- 3.2
- Win rate
- 46.4%
- Net, 3 yrs
- +19.2 R
US30
- Trades / wk
- 3.1
- Win rate
- 45.4%
- Net, 3 yrs
- +31.5 R
The four markets side by side
The same algorithm, the same cost model, three years of data. The markets differ in how volatile they are, how much the spread costs and how strong the result is on its own.
| Market | Session | Trades / wk | Win rate | Payoff | Profit factor | Net R / trade | Net R, 3 yrs | Max DD | Median spread |
|---|---|---|---|---|---|---|---|---|---|
| DE40 DAX 40 | Europe | 3.3 | 45.1% | 1.41 | 1.16 | +0.083 R | +43.3 R | 28.2 R | 0.5 pts |
| US500 S&P 500 | US | 3.1 | 47.7% | 1.2 | 1.1 | +0.043 R | +20.9 R | 15.6 R | 0.3 pts |
| US100 Nasdaq 100 | US | 3.2 | 46.4% | 1.26 | 1.09 | +0.039 R | +19.2 R | 20.9 R | 0.9 pts |
| US30 Dow Jones 30 | US | 3.1 | 45.4% | 1.37 | 1.14 | +0.064 R | +31.5 R | 11.2 R | 0.7 pts |
Net of the spread quoted on each entry bar plus 0.20 points of slippage per side. Only DE40 clears a t-statistic of 2 on its own; the US indices are weaker one by one, and the case for them rests on the pooled result. Together the four beat the same trades taken in a random direction by 0.092 R per trade (t = 3.15).
Two sessions, three plans
The plans are split by session, not by size. Pick the hours you can be around for; Diamond carries both.
European open
Economic · $69.99/moXetra opens 09:00 Frankfurt
The DAX 40 from the Frankfurt open, while overnight news is priced in and the opening range is set.
US cash session
Premium · $99.99/mo09:30–16:00 New York · 15:30–22:00 CET
The three US indices from the New York open, when 08:30 data and pre-market news meet full volume.
Backtested results are hypothetical and are not indicative of future performance. Figures cover 2023-09-01 to 2026-08-31 on 5-minute data and are shown after the spread quoted at each trade’s entry plus 0.20 points of slippage per side, unless marked gross. Backtests have inherent limitations and do not reflect every effect of live execution. The system went live in August 2026. This is a signal service: we do not manage money, execute trades on your behalf or give personalised advice. Trading leveraged CFDs carries a substantial risk of loss, and you may lose more than your deposit.