Adaptive Breakeven Triggers for Index CFDs on M30 Part 1
- May 16, 2025
- Posted by: Drglenbrown1
- Category: Algorithmic Trading, Index CFDs
1. Population Volatility: GNASD
- Mean DAATS (μ): 44,277.74
- Population SD (σ): 35,178.97
- GNASD (σ ÷ N): 35,178.97 ÷ 19 ≈ 1,851.52 DAATS‑units
2. Outlier Move Trigger
Trigger_stat = GNASD × 4.236 ≈ 1,851.52 × 4.236 = 7,843.06 DAATS‑units
3. Cementing Profit with Cost Floors
- Max spread = 80 points
- Broker min‑stop = 150 points
- Cost floor = 80 + 150 = 230 points
Trigger_net = 7,843.06 + 230 = 8,073.06 DAATS‑units
4. Final Trigger Schedule — M30 Index CFDs
This table includes both the statistical trigger (Trigger_stat), the final break-even trigger (Trigger_net), and the break-even percentage relative to each index’s average M30 range.
| Index | Symbol | DAATS | Stat Trigger | BE Trigger | BE % |
|---|---|---|---|---|---|
| Australia 200 | #AUS200 | 18,620 | 7,843.06 | 8,073.06 | 43.38% |
| FTSE China A50 | #ChinaA50 | 33,430 | 7,843.06 | 8,073.06 | 24.16% |
| China H Shares | #ChinaHShar | 61,607 | 7,843.06 | 8,073.06 | 13.11% |
| Euro Stoxx 50 | #Euro50 | 14,641 | 7,843.06 | 8,073.06 | 55.14% |
| France 120 | #France120 | 18,620 | 7,843.06 | 8,073.06 | 43.38% |
| France CAC 40 | #France40 | 25,172 | 7,843.06 | 8,073.06 | 32.06% |
| Germany 40 (DAX) | #Germany40 | 66,854 | 7,843.06 | 8,073.06 | 12.08% |
| Germany 50 | #Germany50 | 12,476 | 7,843.06 | 8,073.06 | 64.72% |
| Germany Tech 30 | #GerTech30 | 16,520 | 7,843.06 | 8,073.06 | 48.88% |
| Holland 25 (AEX) | #Holland25 | 32,616 | 7,843.06 | 8,073.06 | 24.76% |
| Hong Kong 50 | #HongKong50 | 100,302 | 7,843.06 | 8,073.06 | 8.05% |
| Japan 225 | #Japan225 | 135,994 | 7,843.06 | 8,073.06 | 5.94% |
| Spain 35 (IBEX 35) | #Spain35 | 46,368 | 7,843.06 | 8,073.06 | 17.42% |
| Swiss 20 (SMI) | #Swiss20 | 43,965 | 7,843.06 | 8,073.06 | 18.37% |
| UK 100 (FTSE 100) | #UK100 | 20,619 | 7,843.06 | 8,073.06 | 39.14% |
| US 2000 (Russell 2000) | #US2000 | 7,961 | 7,843.06 | 8,073.06 | 101.41% |
| US 30 (Dow Jones) | #US30 | 100,739 | 7,843.06 | 8,073.06 | 8.02% |
| US NASDAQ 100 | #USNDAQ100 | 69,584 | 7,843.06 | 8,073.06 | 11.60% |
| US S&P 500 | #USSPX500 | 15,189 | 7,843.06 | 8,073.06 | 53.15% |
5. Conclusion
Applying the GNASD‑Enhanced GASBET framework on the M30 timeframe with uniform statistical and final triggers ensures you capture only the most significant index movements, net of costs.
6. Standard Breakeven Percentage
To simplify execution, you can use a single uniform break-even percentage for all index CFDs. By averaging the individual BE % values:
Average BE % = (Ρ BE %i / N) ≈ 32.88%
Rounding to the nearest whole number gives a standard break-even percentage of 33%. This means you would shift your stop to breakeven once price has moved 33% of that index’s M30 DAATS range.
Adaptive Breakeven Triggers for Index CFDs on M30 Part 2
1. Population Volatility: GNASD
- Mean DAATS (μ): 44,277.74
- Population SD (σ): 35,178.97
- GNASD (σ ÷ N): 35,178.97 ÷ 19 ≈ 1,851.52 DAATS‑units
2. Outlier Move Trigger
Trigger_stat = GNASD × 4.236 ≈ 1,851.52 × 4.236 = 7,843.06 DAATS‑units
3. Cementing Profit with Cost Floors
- Observed Spread Range: 80–3,000 points (May 16, 2025)
- Average Spread ≈ (80 + 3,000) ÷ 2 = 1,540 points
- Broker Min‑Stop = 150 points
- Cost Floor = 1,540 + 150 = 1,690 points
Trigger_net = 7,843.06 + 1,690 = 9,533.06 DAATS‑units
4. Final Trigger Schedule — M30 Index CFDs
This table lists each index with the statistical trigger (Trigger_stat), the final break-even trigger (Trigger_net), and the break-even percentage relative to its average M30 range.
| Index | Symbol | DAATS | Stat Trigger | BE Trigger | BE % |
|---|---|---|---|---|---|
| Australia 200 | #AUS200 | 18,620 | 7,843.06 | 9,533.06 | 51.19% |
| FTSE China A50 | #ChinaA50 | 33,430 | 7,843.06 | 9,533.06 | 28.53% |
| China H Shares | #ChinaHShar | 61,607 | 7,843.06 | 9,533.06 | 15.47% |
| Euro Stoxx 50 | #Euro50 | 14,641 | 7,843.06 | 9,533.06 | 65.12% |
| France 120 | #France120 | 18,620 | 7,843.06 | 9,533.06 | 51.19% |
| France CAC 40 | #France40 | 25,172 | 7,843.06 | 9,533.06 | 37.88% |
| Germany 40 (DAX) | #Germany40 | 66,854 | 7,843.06 | 9,533.06 | 14.27% |
| Germany 50 | #Germany50 | 12,476 | 7,843.06 | 9,533.06 | 76.44% |
| Germany Tech 30 | #GerTech30 | 16,520 | 7,843.06 | 9,533.06 | 57.72% |
| Holland 25 (AEX) | #Holland25 | 32,616 | 7,843.06 | 9,533.06 | 29.24% |
| Hong Kong 50 | #HongKong50 | 100,302 | 7,843.06 | 9,533.06 | 9.50% |
| Japan 225 | #Japan225 | 135,994 | 7,843.06 | 9,533.06 | 7.01% |
| Spain 35 (IBEX 35) | #Spain35 | 46,368 | 7,843.06 | 9,533.06 | 20.56% |
| Swiss 20 (SMI) | #Swiss20 | 43,965 | 7,843.06 | 9,533.06 | 21.68% |
| UK 100 (FTSE 100) | #UK100 | 20,619 | 7,843.06 | 9,533.06 | 46.26% |
| US 2000 (Russell 2000) | #US2000 | 7,961 | 7,843.06 | 9,533.06 | 119.70% |
| US 30 (Dow Jones) | #US30 | 100,739 | 7,843.06 | 9,533.06 | 9.46% |
| US NASDAQ 100 | #USNDAQ100 | 69,584 | 7,843.06 | 9,533.06 | 13.70% |
| US S&P 500 | #USSPX500 | 15,189 | 7,843.06 | 9,533.06 | 62.79% |
5. Conclusion
By incorporating a representative average spread of 1,540 points (range: 80–3,000) plus a 150-point minimum stop, the adjusted break-even trigger ensures all trading costs are covered before stop relocation. This raises the final trigger to 9,533.06 DAATS-units, capturing only truly significant index movements.
6. Standard Breakeven Percentage
Average of individual BE % values yields ≈21.53%, rounded to a standard 22% break-even trigger for simplicity.
About the Author
Dr. Glen Brown, President & CEO of Global Accountancy Institute, Inc. and Global Financial Engineering, Inc., brings over 25 years of expertise in algorithmic trading and risk management. He is the architect of GATS and mentor to professional traders worldwide.
Risk Disclaimer
This article is for educational purposes only and does not constitute financial advice. Trading carries risks, and past performance is not indicative of future results. Consult a qualified advisor before trading.