ARE YOU LOOKING FOR AN EDGE?
One that's still standing after 17 years?
As you’re probably aware most strategies fail on their release. It’s an unfortunate truth. 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.
To my knowledge, Key Breakout stands alone as the only commercially available mechanical strategy that hasn’t required any variable tweaking since its release 17 years ago.
And more importantly, it provides 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 allows traders to watch the vendor actually trade their own methodology (me, through my Daily Study Guide) . Trading it with real money, in real time, across 24 of the most liquid futures markets covering eight diverse sectors including: indices, currencies, interest rates, energy, metals, meats, softs and grains.
Last updated: Monday 27th July, 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. Key Breakout has only one variable. A single variable I’ve never tweaked in 17 years since its release. And it’s this simplicity, being a single variable model, that I believe is the secret behind its success. Its success in enjoying new equity highs since release. Its success demonstrating its robustness. The number attribute all traders want in their strategy. And I’m not surprised by its resilience because it has the attributes of a robust strategy. There is no data mining as it can be traded across any market. And there is no excessive curve fitting since it only contains one single variable. If you’re looking for an EDGE, then I believe you have 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.