ARE YOU LOOKING FOR AN EDGE?
One that's still standing after 17 years?
As you’re probably aware, most strategies fail soon after release. It’s an unfortunate truth — but Key Breakout hasn’t. I released it in 2009, and I continue to trade it today, unchanged.
17 YEARS • 1 VARIABLE • 0 TWEAKS
To my knowledge, Key Breakout is one of very few commercially released mechanical strategies still profitable this long after release. A mechanical strategy that hasn’t required a single variable tweak since its release 17 years ago.
And more importantly, it offers an unmatched level of transparency. To my knowledge, Key Breakout is the only commercially available strategy with 17 years of positive out-of-sample performance that lets traders watch the vendor actually trade the methodology themselves — me, through my Daily Study Guide — trading it with real money, in real time, across 24 of the most liquid futures markets, spanning eight diverse sectors: indices, currencies, interest rates, energy, metals, meats, softs and grains.
Last updated: Friday 4th September, 2026.
Seeing is believing.
However, Key Breakout isn’t perfect. It suffers drawdowns, and it will leave you bruised, frustrated and exasperated at times. But if you have the discipline to follow its rules without pause and without deviation, there’s every chance you’ll enjoy the new equity highs it has continued to make since 2009.
It’s rare to come across a strategy this resilient, with 100% transparency and only one variable. Yes, you read that correctly — one variable. A single variable I’ve never tweaked in the 17 years since its release. And I believe it’s this simplicity, this single-variable design, that is the secret behind its success: its success in making new equity highs since release, its success in demonstrating robustness — the one attribute every trader wants in a strategy.
I’m not surprised by its resilience, because Key Breakout has the hallmarks of a robust strategy. There’s no data mining, since it can be traded across any market. And there’s no excessive curve-fitting, since it relies on just one single variable. If you’re looking for an edge, I believe you’ve found it in Key Breakout! :o)
Hi I’m Brent Penfold, and welcome to my site.
In a nut shell I trade futures, help educate others to trade and I’m a futures adviser to wholesale clients.
As a trader I trade global index, currency and commodity futures. To put your mind at ease I’d like to say straight up that I’m not an Educator masquerading as a “trader”. No. I am a trader first and foremost. I run this educational and advisory business as an opportunity to occupy my time during the day. Believe it or not trading doesn’t take much time or effort once you have found your edge. This “day job” keeps me busy and its a good business.
If you’re here looking for that “perfect” and “painless” mechanical trading strategy then I’m sorry to disappoint you because I don’t have one, and nor do I believe they exist. However, I do believe there is a tremendous advantage in following a system which has a statistical edge. Although my models aren’t “perfect” and “painless” and will leave you bruised at times, I do believe they have an edge. An edge a disciplined and consistent trader can exploit.
By way of background I first traded futures in 1983.
Since then I have gained first-hand experience in all facets of futures whether it be trading, educating, presenting, designing strategies or advising. The result of all this is that my site contains over 40 plus years of practical experience so whether you are new to trading or a veteran, I hope you’ll find something of interest and value on IndexTrader.com.au.
Many thanks for visiting my site and I hope you can take the time to have a good look around. If you have any questions please do not hesitate to send me an email (see CONTACT).
Successful Money Management
Brent Penfold
Futures Trader & Advisor
Director, Brent Penfold Futures Pty Ltd.