Ed Seykota

1. A Simple Exponential Crossover System (Trading Systems Project) — own site
2. A Simple Support and Resistance System (Trading Systems Project) — own site
3. Ed Seykota Trading Rules Essentials (published by Michael Covel’s Trend Following) — interview
   A list of six titles from his Trading Tribe card; the page does not explain them.

• FilterCrossover system: long-only on the S&P continuous contract. It is either long or flat, never short.
  [1]
• FilterSupport/resistance system on gold, long and short. N-day support is the lowest low of the last N days, resistance the highest high. Long-term lines define the trend, short-term lines drive trading.
  [2]
• FilterTrend is up when price trades above long-term resistance and stays up until price trades below long-term support.
  [2]
• FilterFrom his tests on gold: trend lines under 100 days performed poorly (about 140 worked best), trading lines under 15 days performed poorly (30–40 worked best); the best pair was 120/30.
  [2]

• EntryBuy when the fast exponential average crosses above the slow one. Tested pairs: 15/150 as the base case, 85/325 as comparison; the page notes 90/330 as “pretty good values”.
  [1]
• EntryIn an up trend, buy on a stop just above short-term resistance; in a down trend, sell short on a stop just below short-term support. Orders are set after the close for the next day.
  [2]

• StopProtective stop for a long goes below short-term support, for a short just above short-term resistance. The position is closed by that stop; no separate profit target.
  [2]

• ExitExit when the fast average crosses below the slow one. No separate stop-loss is described. Signals come after the close, orders fill at the next open.
  [1]

• Size and riskRisk per lot = 5 × ATR. Risk budget (“heat”) = 10% of current equity. Position = budget ÷ risk per lot, rounded to a whole contract.
  [1]
• Size and riskSize = equity budget ÷ risk per lot, where risk per lot is the distance between the entry stop and the protective stop.
  [2]

• DisciplineHis “Trading Tribe Essentials”: ride your winners, cut your losses, manage your risk, use stops, stick to the system, file the news.
  [3]

Often attributed to this trader, but not found in the sources above. Not listed as his or her rules.

• A “10% maximum risk” guideline is attributed to him by commentators; on his own page 10% is the “heat” parameter of the example system, which is not the same thing.
• The rule “slow average at least three times the fast one” is quoted by third parties; we did not find it on his pages.

Both pages are back-tests on one instrument with a 50% “skid” assumption and no commissions. The author presents them as examples, not as a live record. The crossover example ends well in the test, which is not evidence of future results.