Automated Trading Strategy (One-Shot Trading) for the DAX
Here, we present an automated investment strategy for trading the DAX.
Developed in early 2024, the strategy trades standardized DAX futures on the EUREX (Frankfurt Derivatives Exchange). It is based on an algorithm that generates max one trading signal per day. After a one-time setup, order execution runs fully automatically, monitored by the broker and the exchange. This eliminates human emotion, timing errors, and execution delays to ensure the strategy is realized as perfectly as possible.
The interactive chart shows the performance of over 300 trades (blue) in direct comparison to the DAX benchmark (red). Clicking on the chart reveals all specific trade data as well as the net result after deducting expenses (1.5 points per trade). The values shown are point values. For conversion into Euros, please refer to the "Future Contract" table below.
Last update: October 03, 2026
Trading System Information
| Future Contract | Ticker Symbol | Value/Point | ISIN | Overnight Margin | Intraday Margin |
|---|---|---|---|---|---|
| Big | FDAX | 25 € | DE0008469594 | 43,500 € | 30,500 € |
| Mini | FDXM | 5 € | DE000A160WT6 | 8,700 € | 6,100 € |
| Micro | FDXS | 1 € | DE000A2QNFN5 | 1,700 € | 1,200 € |
Risk Mitigation (Money Management)
The maximum risk per trade is approximately 80 points. It could only exceed this level in the event of an unexpected market shock (a Black Swan event, such as in 2001). However, this would require a trading halt while the position is still open, causing the next available price to clear far below the stop-loss order. Since the stop-loss is placed relatively close to the current market price, the position would highly likely be closed normally before any market suspension occurs.
The Profit Target
The maximum return per trade is 300 points (profit target). Every position is automatically closed by the end of the trading session at approximately 10:03 PM, completely eliminating overnight risk. This is particularly advantageous in today's environment, as unpredictable political, economic, or global events - such as natural disasters - can heavily impact stock markets and cannot be hedged outside of regular trading hours.
Key Statistical Metrics
Win rate approx. 60%, profit factor approx. 2.3, average win/loss ratio approx. 1.7 (meaning the average profit is 1.7x higher than the average loss), and an average trade return of approx. 35 points.
What Are the Expected Returns?
The return on investment depends on the percentage of capital allocated as collateral (margin requirement).
| Year | # Trades | Result in Pkte | max. Drawdown in Points | Return at 30% Margin Allocation |
|---|---|---|---|---|
| 2019 | 60 | 1,376 | 275 | +24.3% |
| 2020 | 38 | 2,195 | 370 | +38.7% |
| 2021 | 52 | 1,663 | 320 | +29.3% |
| 2022 | 48 | 2,451 | 326 | +43.3% |
| 2023 | 54 | 2,546 | 359 | +44.9% |
| 2024 | 48 | 1,106 | 546 | +19.5% |
| 2025 | 41 | 1,619 | 275 | +28.6% |
| 2026 | 19 | -98 | 458 | -1.7% |
Results are based on the Micro-DAX contract with an overnight margin requirement of €1,700. When using Mini-DAX or standard DAX future contracts, the returns remain the same (only the capital requirements are higher).
Utilizing the approx. 30% lower intraday margin rates is possible, provided the position is closed by 9:45 PM.
How Would an Investment / Account of 100,000 Euros Have Performed?
Blue line (also smaller chart): Constant, initial capital investment over the entire term.
Green line (smaller chart): Annual adjustment of the investment based on the account balance as of January 1st (30% margin allocation).
This means accumulated profits are reinvested.
What Are Futures?
- Futures are standardized, exchange-traded forward contracts. They obligate the buyer and seller to buy or sell a specific underlying asset at a predetermined price on a future date. The underlying asset can be a commodity (e.g., oil, gold) or a financial instrument (e.g., a stock index). In practice, however, most positions are closed out through an offsetting transaction before maturity, meaning no physical delivery takes place.
Key Reasons for Trading Futures
Leverage Effect in Forward Contracts
Forward contracts allow you to control large market positions with a relatively small capital investment. While this offers the potential for disproportionately high profits, it equally carries a correspondingly increased risk of loss.
High Liquidity in the DAX Future (EUREX)
The future on the German stock index is one of the most liquid and actively traded contracts worldwide. For traders, this translates to highly efficient order execution: positions can be opened and closed on the EUREX derivatives exchange instantly at any time.
Effective Portfolio Diversification
Since this specific forward contract tracks the entire German benchmark index, investors cover a wide range of sectors and public companies using just a single instrument. This helps to effectively spread and manage portfolio risk.
Ideal for Short-Term Speculation
Exchange-traded derivatives are perfectly suited for active trading. They allow you to react with extreme agility and flexibility to short-term price fluctuations and market trends, without requiring physical ownership of the underlying assets.
Profiting from Market Volatility
The German benchmark index contract is known for its dynamic price movements. This volatility regularly creates lucrative trading opportunities for substantial profits, though it also requires strict risk management due to the inherent loss risks.
Maximum Transparency and Fair Pricing
Trading takes place on a fully regulated, exchange-monitored marketplace. This guarantees transparent market conditions, publicly accessible real-time quotes, and fair conditions for all participants. Additionally, you benefit from very low transaction fees and tight spreads.
Risk Disclosure:
The chart-based trend forecasts presented here are for informational purposes only and are provided free of charge! Despite careful review, we cannot guarantee the accuracy, timeliness, or completeness of the data presented. This information does not constitute a recommendation or solicitation to buy or sell stocks, warrants, derivatives, ETFs, leveraged products, or certificates of any kind. It does not constitute investment advice under the German Securities Trading Act (WpHG). Any liability for potential losses incurred is expressly excluded! Every investor is solely responsible for educating themselves about the risks of securities trading and financial investment. Past performance is no guarantee of future results! Future results may be higher or lower. Derivatives trading should only be conducted with capital that is not essential to your livelihood or day-to-day living expenses.