Trading the Tides ?

Since beginning this blog a little over a month ago, I've touched upon the tides and trends but have said nothing about trading. Let's delve into that area a little bit here. It seems obvious that if the tides are anywhere near consistent pointing to top and bottoms, we ought to be able to trade with this information. So here's what I 've done.
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My tide data goes back a little over 3-1/2 years to the beginning of 2006. I've downloaded the S&P emini daily price data (open, high, low, close) from Tradestation over that time period and laid it up against the tide turn dates I've developed. Since the eminis trade 24 hours a day, understand that the official beginning of a new day is at 4:15 pm est and runs to 4:15 pm the following day.
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An assumption must be made in order to backtest the data. That assumption being at what price on each turn day one would theoretically be able to either buy or sell the emini contract. For this assumption, I've varied the efficiency of the entry and exit points to examine various equity curves based on these entry/exit points. I start first with what I call a 50% entry/exit. What that means is that on any given tide turn date, a trader would only be able to enter or exit a trade halfway (50%) between the high and low of that particular day. In other words, if the tides indicated a turn next tuesday (which they do), and the trading range for eminis on that day was from 1010 to 1030 and the trade required was to go long, then the trader's best low entry price for that long entry on that day would be 1020, or halfway (50%) between the high and the low of that day. As that long trend and trade played out to the next turn date, his exit long and go short price would again be 50% between the high and the low of the turn date range. So, if the trading range on the reversal turn date is between 1040 and 1052, then the exit long and go short price would be 1046.
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Using an excel spreadsheet to tabulate all the entrys and exits for each turn date, I then calculated an equity curve using a theoretical $5 per trade commission cost. Below is a chart of those results dating back to the beginning of 2006 with an assumed starting account of $25,000.


As you can see, nothing special here. Over almost a four year period, a gain of only about $10,000 on an initial investment of $25,000, or roughly 10% annual return. And some fairly wild swings in equity with undoubtedly large drawdowns along the way. Surely, we can do better than this. Well, we can do much better than this...actually much better by improving the entrys and exits on the turn dates. Keep in mind the equity curve above is based on only being able to get average entrys and exits at prices halfway between the highs and lows of each day. Surely, even a caveman could do better. Mid week, I'll put up some more equity curves based on what a trader should be able to do.