After spending years developing automated intraday trading strategies for the futures markets, I have switched gears to focusing on swing trading with a 5-20 day holding period. Although my strategies on intraday markets are profitable, commissions and slippage eat up too much of the profits. By switching to swing trading, I am able to produce better risk adjusted returns.

I still utilize most of the techniques I developed for day trading. For example, instead of filtering stocks based on unproven filters or based on my gut, my software automatically scores all 500 S&P stocks based on hundreds of patterns it has identified as containing a statistical edge.