Twintraday Concept
Twintraday is a simple concept: two trades in opposite directions at the same time every day — no technical indicators.
Trades are only based on the US 500 index (S&P 500).
In practice, the trades are intended to be executed using spread betting on the US 500 index (as offered by many UK brokers). The analysis itself is based on index price movements, with typical spread costs included in the assumptions.
At the same time each day, two identical trades are entered in opposite directions: one buy (long) and one sell (short). Both trades use the same stop and limit. Any trades still open at the market close (4:00pm ET) are closed.
The analysis tests stop and limit combinations from 5 to 100 points, in steps of 5, to identify the best-performing configuration for the simultaneous trades over a rolling 52-week period (260 trading days).
Why a rolling optimisation window is used
Each day, performance is evaluated over a rolling 52-week (260 trading day) window.
Using a rolling window allows the analysis to adapt gradually to changing market conditions, while avoiding reliance on very long historical periods that may no longer be representative of current market behaviour.
The optimisation space is intentionally limited to only stop-loss and profit-target distances. By keeping the parameter set small and well-defined, the analysis avoids the complexity and potential over-fitting risks often associated with strategies that rely on many technical indicators or adjustable rules.
Entry times
- 9:30am ET (market open)
- 10:00am ET (after the initial high-volatility period)
What you’ll see on the Analysis pages
- Points – Total points gained or lost
- Weighted Points – Recency-weighted performance
- % Win Days – Percentage of profitable days
- PnL (£) – GBP returns assuming a fixed maximum loss amount per day
Daily Trade Structure
Important notice
Twintraday does not provide trading signals. It provides statistical analysis of a defined strategy using historical intraday data. This website is for analysis and educational purposes only. Past performance is not a reliable indicator of future results. Nothing on this website constitutes financial advice.