US cash sessionPremiumDiamond

US500 Trading Signals

Algorithmic S&P 500 signals on the US cash session

One rules-based algorithm trades the S&P 500 in the first part of the New York cash session and posts every setup to Telegram with an exact entry, a stop-loss and three take-profit targets. At most one trade a session, flat before the close. Over three years of 5-minute data it took 486 trades and made +20.9 R after spread and slippage.

3.1
Trades per week on average, max one a session
47.7%
Win rate · payoff 1.2×
+20.9 R
Net result after costs, 3 years
15.6 R
Largest drawdown, peak to trough
Backtest

US500 signal performance

Three years of 5-minute data, 486 trades, every one charged the spread quoted on its entry bar plus 0.20 points of slippage per side. Losing stretches included.

Net R per trade
+0.043 R
+0.084 R before costs
Profit factor
1.10
Gross wins ÷ gross losses
Average win / loss
1.03 / 0.86
In R · payoff 1.2×
Sortino
0.81
Sharpe 0.51 · daily, annualised
Positive months
19 / 36
53% of months closed up
Return ÷ drawdown
1.33
+20.9 R over a 15.6 R drawdown
Median hold
3.5h
90% closed within 5.7h
Trades
486
Sep 2023 – Aug 2026

US500 equity curve

Cumulative R, week by week

+20.9 R net
Net of costs Gross, before costs (+41.0 R)
-200204060202420252026

Largest drawdown 15.6 R, bottoming on 2024-04-03. Weekly resolution; the curve is flat in weeks without a trade.

Year by year

Every year at the same weight, the bad ones too

YearTradesWin rateNet
20235752.6%+5.9 R
202417745.8%−2.7 R
202515250.7%+16.8 R
202610044%+0.8 R
Best month
+11.5 R
Apr 2025
Worst month
−5.8 R
Oct 2023

Monthly net R

19 of 36 months positive

Swipe sideways to see every month →

Year
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Year
2023
·
·
·
·
·
·
·
·
+4.6
5.8
+4.2
+2.9
+5.9 R
2024
3.2
2.9
5.6
+3.7
+3.0
3.7
+5.7
1.2
2.7
+1.1
+2.8
+0.5
−2.7 R
2025
1.5
3.5
+4.5
+11.5
+2.4
0.4
+4.5
3.0
2.0
0.4
+5.4
0.8
+16.8 R
2026
1.5
+0.9
+0.0
+2.0
2.4
+0.7
+0.5
+0.5
·
·
·
·
+0.8 R
Timing

When US500 signals fire

The NYSE and Nasdaq cash session runs from 09:30 to 16:00 New York time, 15:30 to 22:00 CET for most of the year. Apart from the close, the opening hour trades the heaviest volume of the day, as overnight news and pre-market data get priced in.

Entry time

Half-hour buckets, New York time

Share of tradesTradesNet R
10:00205+19.2 R
10:30119+7.4 R
11:0065+3.8 R
11:3035−4.8 R
12:0017−2.8 R
12:3012+1.9 R
13:0015−2.3 R
13:309−1.3 R
14:005+1.8 R
14:304−2.1 R

Day of the week

Roughly the same number of trades every day

Share of tradesTradesNet R
Mon100−6.4 R
Tue96+15.1 R
Wed92+11.6 R
Thu95−0.4 R
Fri103+0.9 R

Holding time

From entry to the last position closing

Share of tradesTradesNet R
<15m5−5.3 R
15–30m27−28.1 R
30–60m47−34.7 R
1–2h76−43.2 R
2–4h112−2.0 R
>4h219+134.3 R

A hundred trades is a small sample. A weekday or half-hour that looks weak here is most likely noise, not a rule to filter on, and the algorithm does not skip any of them. The holding-time split is different: it shows how the system makes money, by cutting losers early and letting the winners run.

Costs & volatility

What it costs to trade US500

A signal is only as good as the fill you get on it. These are the numbers to check against your own broker.

Median stop
17.25 pts
Distance from entry to stop
Stop as % of price
0.3%
How far price must move against you
Median spread
0.3 pts
Quoted on the entry bar
Cost per trade
0.041 R
Spread plus 0.20 pts slippage per side
Breakeven slippage
0.54 pts
Per side, on top of the spread

US500 has the tightest spread of the four, a median of 0.3 points, but also the smallest stop: 17.25 points, about 0.3% of price. That makes it the most cost-sensitive of the four. Its result reaches zero at about 0.54 points of slippage per side, so execution quality matters more here than anywhere else.

The return comes from the trades that stay open. Positions held for more than four hours made +134.3 R, while every group of trades closed within two hours lost money, −111.3 R between them.

The market

What is the S&P 500?

The S&P 500 tracks about 500 of the largest US-listed companies, weighted by free-float market capitalisation and maintained by S&P Dow Jones Indices. It covers roughly 80% of the value of the US stock market, which is why most funds are measured against it.

Because it is cap-weighted, a handful of mega-cap technology companies carry a large share of the index. It is broader and usually calmer than the Nasdaq 100, but on most days its moves are still led by the same few names. Brokers quote the CFD as US500, SPX500 or US500Cash.

US500 at a glance

Index
S&P 500
Broker symbols
US500 · SPX500 · US500Cash · SP500
Cash session
09:30–16:00 New York
Signals
US cash session, flat by 15:55 New York
Plans
Premium · Diamond

What moves the S&P 500

Inflation and jobs

CPI and the monthly jobs report come out at 08:30 New York, an hour before the open, and often decide the first hour of trading.

The Federal Reserve

FOMC decisions at 14:00 New York, and the press conference after them, reprice interest rates and with them every equity index.

Mega-cap earnings

Results from the largest members can move the whole index after hours and into the next open.

Bond yields

Rising Treasury yields weigh on valuations, most of all at the growth-heavy top of the index.

How a signal works

Anatomy of a US500 signal

Every message carries the same five levels, so there is nothing to interpret. You decide whether to take it and how much to risk.

  • One trade, three positions. Each opens at the same entry with the same stop and a different target: 1.5R, 2R and 2.5R. Taking partial profit on the way lets the last position run.
  • The stop is where the idea is wrong. It is set by the structure of the move, not by a fixed number of points. On US500 the median stop was 17.25 points, about 0.3% of price.
  • R is the unit. 1R is what you lose if the stop is hit. Sizing each trade so 1R is a small, fixed share of your account keeps every signal the same size of bet, whatever the index is doing.
US500BUY
Illustration
Entry6,412.5
Stop-loss−1R6,395.0
TP1+1.5R6,438.8
TP2+2R6,447.5
TP3+2.5R6,456.3

Representative levels built from the median US500 stop, not a real trade.

Learn

How to read these numbers

Backtest statistics are easy to quote and easy to misread. Here is what each one on this page means, using the figures for this market.

R: risk as the unit

1R is the amount lost if the stop is hit. A +2R trade made twice the risk; a −1R trade lost it. Measuring in R makes the results independent of account size and of how many dollars or euros one US500 point is worth.

Win rate needs the payoff

47.7% winners looks weak on its own. With an average winner of 1.03 R and an average loser of 0.86 R, the expectancy is 0.477 × 1.03 − 0.523 × 0.86 ≈ +0.043 R per trade.

Profit factor

Everything won divided by everything lost. 1.0 is breakeven. At 1.1, each 1R lost on US500 was matched by 1.1R won. Thin, but a thin edge repeated hundreds of times is how systematic trading works.

Drawdown

The largest fall from a running high: 15.6 R, bottoming on 2024-04-03. Risking 0.5% of the account per trade, that is roughly 8% of the balance. Size for the drawdown you can sit through, not the return you hope for.

Gross and net

Gross is before trading costs, net is after the spread on each entry and 0.20 points of slippage per side. On US500 costs took 20.1 R out of 41.0 R gross. Every figure here is net unless it says gross.

Sortino and Sharpe

Return per unit of volatility, from daily results annualised over 252 trading days. Sharpe counts all volatility; Sortino only the losing days. US500 scores 0.81 Sortino and 0.51 Sharpe on its own; combining markets raises both.

Is the US500 edge statistically real?

On its own, three years of US500 trades are not enough to tell its edge apart from noise (t = 1.76). The case rests on the pooled result: the three US indices together beat the random-direction control by 0.061 R per trade (t = 1.77), and the full four-market book by 0.092 R (t = 3.15). A t-statistic measures how far an average sits from zero in units of its own uncertainty; about 2 is the usual bar for “unlikely to be luck”.

Plans

Get US500 signals on Telegram

US500 is in 2 plans. Each plan is a private Telegram channel; monthly or yearly, cancel anytime.

Premium

Most Popular
$99.99/ month

US500, US100 and US30 on the US cash session.

US500US100US30

Diamond

Best Value
$129.99/ month

All four indices on one account: the European and US sessions together.

DE40US500US100US30
FAQ

US500 signals, answered

Still unsure? Email support@tfx-signals.com before you subscribe.

01

How do US500 signals work?

Each US500 signal is posted to a private Telegram channel the moment the algorithm triggers. It gives the direction, the exact entry, a hard stop-loss and three take-profit targets at 1.5R, 2R and 2.5R, so one trade opens three positions. You place the orders with your own broker. Nothing is executed on your behalf.

02

What time do US500 signals come?

During the US cash session, 09:30 to 16:00 New York time, which is 15:30 to 22:00 CET for most of the year. In the backtest 67% of US500 entries came before 11:00 New York, and everything is flat by 15:55.

03

How many US500 signals are there per week?

About 3.1 trades a week on average, and never more than one per session: 486 trades over three years. The setup doesn't form every day, so quiet weeks are normal.

04

What is the win rate of the US500 signals?

47.7% of US500 trades closed in profit after costs. That is below half by design: the average winner was 1.03 R against an average loser of 0.86 R, a payoff of 1.2, so the 486 trades made +20.9 R in total. A win rate only means something next to the payoff.

05

What spread do I need to trade US500 signals?

Brokers list it as US500, SPX500, US500Cash, SP500. The backtest charged the spread quoted on each trade's entry bar, a median of 0.3 points, plus 0.20 points of slippage per side. The result reaches zero at about 0.54 points of slippage per side on top of the spread, so a broker quoting US500 much wider than that will eat the edge.

06

Which plan includes US500 signals?

Premium ($99.99 a month) covers US500, US100 and US30 on the US session. Diamond ($129.99 a month) adds DE40 on the European open. Economic is DE40 only and does not include US500.

07

Are US500 trades held overnight?

No. Every US500 trade closes in the session it opened in. The median trade lasted 3.5 hours and 90% closed within 5.7 hours, so there is no overnight or weekend exposure.

08

Are these US500 results real trades?

They are backtested. The algorithm was replayed bar by bar over 5-minute data from 1 September 2023 to 31 August 2026 with no knowledge of what came next, and every figure is after spread and slippage unless it says gross. The system went live in August 2026. Backtested results are hypothetical and do not guarantee future returns.

Other markets

The same algorithm on other indices

One system trades four indices across two sessions. Compare all four markets.

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.