SYSTEMATIC ES TRADING STRATEGY
SEVEN ENGINES
Seven independently developed trading engines working together in one systematic strategy for the E-mini S&P 500.
1.BUILT AS A SYSTEM
Seven Engines combines multiple long and short trading models, each built to identify a different type of market opportunity. Rather than relying on a single setup, the engines operate together as one systematic ES strategy.
2.
DIFFERENT MARKET CONDITIONS
Markets don't behave the same way every day. Seven Engines uses multiple models designed to identify opportunities across trend, momentum, pullback, continuation, and mean-reversion environments.
3.
RESEARCHED ACROSS YEARS OF MARKET DATA
Seven Engines was developed using more than five years of historical ES market data, covering hundreds of trades across a wide range of market environments. Research included full-period testing, shorter rolling periods, drawdown analysis, and strategy robustness testing.
4.
PERFORMANCE
BACKTEST RESULTS
Explore the historical performance of Seven Engines across more than five years of ES market data. The results below include full-period performance and shorter rolling periods to provide a clearer view across changing market conditions.
Hypothetical backtested results. Includes estimated commissions. Does not represent actual trading performance. See Risk Disclosure below.
SEVEN ENGINES
SYSTEM ACCESS
$50/ Month
Get access to the complete Seven Engines automated trading system for Sierra Chart, combining seven independently developed strategy engines with automated entries, exits, and trade management.
Seven independent trading engines
Long and short market logic
Automated entries and trade management
Designed for the E-mini S&P 500
FOUNDING MEMBER RATE
$50/month locked in while your subscription remains active. Limited to the first 20 Seven Engines users.
IMPORTANT INFORMATION
RISK DISCLOSURE
Seven Engines is a software-based trading strategy provided for informational and research purposes. Futures trading involves substantial risk of loss and is not suitable for every investor. You should carefully consider whether trading futures is appropriate for you based on your experience, objectives, financial resources, and risk tolerance.Performance results presented on this website are hypothetical and based on historical backtesting. They do not represent actual trading results or the performance of any customer account. Hypothetical results have inherent limitations and may not account for all factors that can affect live trading, including slippage, liquidity, order execution, market conditions, data differences, connectivity, and other operational factors.No representation is being made that any account will or is likely to achieve profits or losses similar to those shown. Past performance, whether actual or hypothetical, is not necessarily indicative of future results.McKenzie Market Research is a software provider and does not provide personalized investment, financial, or trading advice. Users are solely responsible for determining whether and how to use the software and for all trading decisions made in their accounts.
Trading futures can result in losses greater than the amount initially deposited. Only trade with risk capital.
Contact McKenzie Market Research
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TERMS OF USELast Updated: August 2026These Terms of Use govern your purchase and use of the Seven Engines ES Strategy software (“Seven Engines”), provided by McKenzie Market Research (“MMR,” “we,” “us,” or “our”). By purchasing, accessing, or using Seven Engines, you agree to these Terms.1. Software LicenseYour subscription provides you with a limited, non-exclusive, non-transferable license to use Seven Engines for your own personal trading, research, and analysis.Your subscription does not transfer ownership of the software, source code, trading logic, algorithms, or other intellectual property.You may not copy, redistribute, resell, sublicense, share, reverse engineer, modify for redistribution, or otherwise provide access to Seven Engines to another person without written permission from McKenzie Market Research.2. Sierra Chart RequirementSeven Engines is designed for use with Sierra Chart. A compatible Sierra Chart installation, market data, brokerage services, internet connection, and any other required third-party services are the user's responsibility and are not included with the Seven Engines subscription.Access to Seven Engines is authorized using the Sierra Chart username supplied during checkout. Access may be limited to the authorized user/account.McKenzie Market Research is an independent software provider and is not affiliated with or endorsed by Sierra Chart.3. Subscription and BillingSeven Engines is offered as a recurring monthly subscription. Your payment method will be charged automatically each billing period until the subscription is canceled.Founding members who subscribe at the advertised $50 monthly rate may retain that rate while their subscription remains continuously active. If a subscription is canceled, expires, or otherwise lapses, the founding-member rate is not guaranteed if the customer later resubscribes.Prices for new subscriptions may change at any time.4. CancellationYou may cancel your subscription at any time. Cancellation stops future recurring charges but does not ordinarily provide a refund for a billing period that has already begun.Software access may continue through the end of the paid subscription period and may then be disabled.5. RefundsBecause Seven Engines is digital software for which access can be provided shortly after purchase, subscription payments are generally non-refundable once access has been activated, except where otherwise required by law.If you experience an access or billing problem, contact us at [email protected].6. Trading Risk and No Investment AdviceSeven Engines is software provided for informational and research purposes. McKenzie Market Research does not provide personalized investment, financial, or trading advice and does not act as a broker, investment adviser, commodity trading adviser, or fiduciary through the sale of this software.Futures trading involves substantial risk of loss and is not suitable for every investor. Users are solely responsible for determining whether and how to use Seven Engines and for all trading decisions and activity in their accounts.7. Hypothetical PerformanceAny performance results, statistics, charts, trade examples, or other historical results presented for Seven Engines may be based on hypothetical or backtested trading.Hypothetical performance does not represent actual customer trading and has inherent limitations. Actual results may differ substantially due to factors including slippage, liquidity, commissions and fees, order execution, market conditions, data differences, connectivity, software configuration, and other factors.No representation or guarantee is made that any user will achieve profits or losses similar to those shown.8. Software Operation and UpdatesWe may update, modify, correct, improve, or discontinue features of Seven Engines as the software is maintained and developed.We do not guarantee uninterrupted or error-free operation or compatibility with every computer, Sierra Chart configuration, market data service, brokerage service, or future third-party software update.Users are responsible for verifying their configuration and monitoring the operation of automated trading systems.9. No Guarantee of ResultsNo trading system can guarantee profits or eliminate the risk of loss. Past performance, whether actual or hypothetical, is not necessarily indicative of future results.You assume all risks associated with any decision to use Seven Engines for live trading.10. Limitation of LiabilityTo the maximum extent permitted by applicable law, McKenzie Market Research will not be liable for trading losses, lost profits, lost opportunities, data loss, interruption of service, or indirect, incidental, special, consequential, or similar damages arising from the use of or inability to use Seven Engines.11. Termination of AccessWe may suspend or terminate access for unauthorized sharing, redistribution, attempted circumvention of software authorization, fraudulent activity, nonpayment, or material violation of these Terms.12. Intellectual PropertySeven Engines, its software, trading logic, design, documentation, branding, and related materials are owned by McKenzie Market Research or its licensors and are protected by applicable intellectual-property laws.13. Changes to These TermsThese Terms may be updated periodically. The current version will be posted on this website with its effective or last-updated date. Continued use of Seven Engines following an update constitutes acceptance of the revised Terms to the extent permitted by applicable law.14. ContactQuestions concerning these Terms or your Seven Engines subscription may be sent to:[email protected]
PRIVACY POLICYLast Updated: August 2026McKenzie Market Research (“MMR,” “we,” “us,” or “our”) respects your privacy. This Privacy Policy explains the information we may collect when you visit SevenEnginesStrategy.com, purchase or use the Seven Engines ES Strategy, or communicate with us.1. Information We CollectWe may receive information you voluntarily provide when purchasing Seven Engines or contacting us, including your name, email address, Sierra Chart username, and communications you send to us.We may also receive limited transaction information associated with your subscription, such as payment status, subscription status, transaction dates, and amounts paid.2. Payment InformationPayments and recurring subscription billing are processed by Stripe. McKenzie Market Research does not directly collect or store your complete credit or debit card information. Payment information submitted during checkout is handled by Stripe in accordance with its own privacy practices and policies.3. Sierra Chart UsernameYour Sierra Chart username may be collected during checkout so that access to Seven Engines can be authorized for your Sierra Chart account.We use this information for software licensing, account administration, customer support, and prevention of unauthorized access or sharing.4. How We Use InformationInformation we collect may be used to provide and administer your Seven Engines subscription, authorize software access, process and verify subscription status, provide customer support, communicate about your account or software, maintain and improve our services, prevent fraud or unauthorized use, and comply with applicable legal obligations.We do not sell your personal information.5. Third-Party ServicesWe use third-party services to operate portions of our business. These may include Stripe for payment processing and subscription billing, Carrd for website hosting, and Sierra Chart in connection with software access and authorization.These services may collect or process information according to their own privacy policies and terms.6. Cookies and Website DataOur website or third-party services used to operate it may use cookies or similar technologies necessary to provide website functionality, security, payment processing, analytics, or other services.The information collected and the technologies used may depend on the services enabled on the website.7. Information SharingWe may share information with service providers when reasonably necessary to operate the website, process payments, administer subscriptions, authorize software access, provide customer support, or comply with applicable law.We do not sell or rent customer information to third parties for their independent marketing purposes.8. Data RetentionWe retain personal information for as long as reasonably necessary to provide our services, administer subscriptions and software licenses, maintain business and transaction records, resolve disputes, enforce agreements, and satisfy applicable legal or regulatory requirements.9. Data SecurityWe take reasonable measures to protect information under our control. However, no internet transmission, electronic storage system, or online service can be guaranteed to be completely secure.10. Your ChoicesYou may contact us to request correction or deletion of personal information that we maintain about you, subject to information we may need to retain for legitimate business, legal, accounting, fraud-prevention, or regulatory purposes.You may cancel your Seven Engines subscription according to the cancellation provisions described in our Terms of Use.11. Changes to This Privacy PolicyWe may update this Privacy Policy periodically. The current version will be posted on this website with its effective or last-updated date.12. ContactQuestions or requests regarding this Privacy Policy may be sent to:[email protected]
# FULL PERFORMANCE REPORTHYPOTHETICAL / BACKTESTED RESULTS — NOT LIVE PERFORMANCESeven Engines is a systematic E-mini S&P 500 Futures (ES) strategy combining seven independently researched entry models within a single shared-position framework. The historical research period covers more than five and a half years and includes 942 completed trades.Historical Test Period: January 4, 2021 – August 7, 2026
Market: E-mini S&P 500 Futures (ES)
Completed Trades: 942
Historical P/L Before Estimated Costs: $188,675
Estimated P/L After $4.50 Per-Trade Costs: $184,436
Gross Profit Factor: 2.47
Estimated Net Profit Factor: 2.41
Positive Trade Rate: 58.5%
Estimated Net Expectancy: $195.79 per trade
Historical Commission-Adjusted Drawdown: $3,904## RISK-ADJUSTED PERFORMANCERisk-adjusted and sequence diagnostics were calculated from the historical trade record.Annualized Sharpe Ratio: 4.02
Annualized Sortino Ratio: 10.62
System Quality Number (SQN): 10.34
Recovery Factor: 47.24x
Longest Historical Losing Streak: 6 tradesTrade-to-trade serial dependence was very low, with lag-1 P/L autocorrelation of +0.036 and a lag 1–10 range of -0.039 to +0.036.The worst historical 20-trade window lost $2,775. Every historical 50-trade and 100-trade rolling window remained profitable before estimated costs.## MONTE CARLO STRESS TESTINGTwo separate 50,000-run Monte Carlo analyses were performed using the 942-trade historical record. Random permutations changed the sequence of the historical trades, while bootstrap histories resampled the trades with replacement to vary both sequence and trade mix.Bootstrap Maximum Drawdown50th Percentile: $3,706
90th Percentile: $5,048
95th Percentile: $5,546
99th Percentile: $6,717
99.9th Percentile: $8,397Monte Carlo Losing-Streak Stress50th Percentile: 7 trades
90th Percentile: 9 trades
95th Percentile: 10 trades
99th Percentile: 12 trades
99.9th Percentile: 14 tradesNone of the 50,000 bootstrap histories finished with a negative ending P/L. This does not imply a zero probability of future loss; it means ordinary resampling of the historical 942-trade distribution did not eliminate the observed historical edge.## CALENDAR STABILITYEvery complete calendar half-year in the historical sample remained profitable after the fixed transaction-cost assumption.Across 68 active calendar months, 64 were profitable after estimated costs, 4 were losing, and none were flat — a historical profitable-month rate of 94.1%.Median monthly estimated net P/L was $2,647.25.## LONG / SHORT BALANCEThe strategy demonstrated profitable historical performance from both directional sides.Long Trades: 566
Long Gross P/L: $115,612.50
Long Estimated Net P/L: $113,065.50
Long Gross Profit Factor: 2.76
Long Estimated Net Profit Factor: 2.69Short Trades: 376
Short Gross P/L: $73,062.50
Short Estimated Net P/L: $71,370.50
Short Gross Profit Factor: 2.16
Short Estimated Net Profit Factor: 2.12## EXECUTION-FRICTION STRESSThe historical trade record was deliberately subjected to progressively larger fixed transaction-cost penalties to determine how much historical expectancy existed above normal cost assumptions.$4.50 Per Trade: PF 2.41
$17.50 Per Trade: PF 2.27
$25 Per Trade: PF 2.19
$50 Per Trade: PF 1.94
$75 Per Trade: PF 1.73
$100 Per Trade: PF 1.54Even with an artificial $100 penalty applied to every completed trade, the historical strategy remained profitable.## EDGE-DEGRADATION STRESSA separate stress test deliberately degraded the underlying trade outcomes by simultaneously reducing every profitable trade and increasing every losing trade by the same percentage.10% Degradation: PF 2.02
20% Degradation: PF 1.64
30% Degradation: PF 1.33
40% Degradation: PF 1.06
50% Degradation: PF 0.82The historical strategy therefore remained profitable even when every winner was reduced by 40% while every loser was simultaneously increased by 40%.## SIGNAL-DELETION STRESSRandomized signal-deletion testing examined whether historical profitability depended excessively on a small number of individual trades.An intentionally harsher test removed only profitable trades. Even after randomly deleting 30% of all historical winning trades, the median result across the randomized histories remained:Median P/L: $93,638
Median Profit Factor: 1.73
1% Profit Factor: 1.64## PARAMETER & TIMING ROBUSTNESSDirect Sierra Chart robustness testing altered important structural parameters rather than simply rerunning the optimized configuration.Tests included changes to the R² ceiling, approximately ±20% changes to the shared EMA, delayed entries, and progressively shortened historical test periods.A one-bar entry delay remained profitable with a 2.01 Profit Factor, while even a five-bar entry delay remained profitable with a 1.78 Profit Factor.Progressively removing the earliest years of historical data also retained Profit Factors between 2.43 and 2.60 in the tested periods.## SEVEN-ENGINE DIVERSIFICATIONEach of the seven engines was individually disabled while the remaining six continued trading.All seven six-engine configurations remained strongly profitable.The resulting Profit Factors ranged from 2.33 to 2.60. No individual engine removal produced a structural collapse of the portfolio.This test provides evidence that the historical performance was not dependent upon any single engine.## RESEARCH ASSESSMENTThe historical evidence includes a large trade sample, profitable long and short performance, profitable complete half-year periods, strong risk-adjusted statistics, randomized Monte Carlo testing, execution-friction testing, deliberate edge degradation, signal deletion, parameter perturbation, timing perturbation, progressive sample truncation, and individual engine removal.These tests are designed to examine the historical strategy from multiple independent directions rather than relying solely on headline net profit or Profit Factor.Forward validation has not yet been established and remains the most important evidence still to be developed.Seven Engines is specifically researched and presented as an ES strategy. No claim is made that these historical results will transfer to other futures markets.## IMPORTANT PERFORMANCE DISCLOSUREAll performance presented above is hypothetical and based on historical backtesting and stress testing. It is not live performance and does not predict future results.Futures trading involves substantial risk. Simulated results have inherent limitations, including assumptions regarding fills, slippage, commissions, data quality and execution behavior. Actual results may differ materially from hypothetical results.Customer-specific brokerage, commissions, slippage, platform configuration, connectivity, exchange requirements and market conditions can materially affect actual trading results.Past or hypothetical performance is not necessarily indicative of future results.