Equity Growth System · Stocks
Clear signals
before the US open
Equity Growth System S — the S&P 100 precision trader: fully rule-based, backtested since 1 January 2000.
Equity Growth System M — the S&P 500 extension: a larger universe and more diversification across the systems.
Equity Growth System L — the Nasdaq 100 complete package: combines sizes S and M and adds further strategies and stocks from the Nasdaq 100.
Equity Growth System XL — the same approach, tailored to larger accounts. We agree the framework together.
Draw on decades of experience from professional traders – without the news rush, without hours of staring at charts, without emotion. The signals arrive before the US open. You release every order manually yourself.
Anyone with more capital available can take more opportunities: up to 8 simultaneous positions from a distinctly broader stock universe. You release every order manually yourself.
The full build: up to 13 simultaneous positions in total, spread across three of the most important US indices. You release every order manually yourself.
For larger accounts we agree universe, position count and risk framework individually – the rule set stays the same. You release every order manually.
Monthly or yearly · semi-automated, you release every order · runs with your TWS
Backtest performance
Backtest 3 January 2000 to 14 October 2026 · hypothetical values, not real trading – and not a reliable indicator of future results.
Size XL
No standard backtest, because there is no standard fit. We set universe, position count and risk framework together – and discuss the figures for it directly with you.
The same systems as in size L – only tailored to a larger account.
What this is really about
You do not need an opinion on the market.
Titan follows its rule set – no matter what you think about today’s market. It decides by rules which stocks qualify and when a signal appears. You do not have to read the market – you have to release the order.
No forecast · no interpretation · no spur-of-the-moment call
- 01Data
- 02Rule set
- 03Signal
- 04Your release
The system decides which trade qualifies. Whether it is triggered is your call.
Explained on video
The Equity Growth System in ten minutes
Oliver Sparing, Head of Trading at TradeNeon, explains the rule set, execution in Lab of Trades and the three sizes. The figures shown are historical backtests, not a guarantee of future results.
Backtest performance
More than two decades, several crises
How the rule set would have behaved since the year 2000 – through the dotcom bubble, the 2008 financial crisis and the 2020 Covid crash. Each size stands on its own: above, the equity curve; below it the drawdown, that is, the distance from the previous high. The two belong together – a curve without its setbacks tells only half the story. Pick a period and the figures recalculate with it.
01
Size S
S&P 100 · up to 3 positions
Fully rule-based, exclusively stocks from the S&P 100. The compact position count keeps smaller capital from spreading too thin.
Account size$20,000–50,000
3 Jan 2000 – 14 Oct 2026
Short periods show a snapshot. How robust a rule set is only becomes visible across many market phases – which is why „since 2000“ is the figure we ask to be measured by.
Backtest · hypothetical values, not real trading
02
Size M
+ S&P 500 · up to 8 positions
All the signals from size S, plus further strategies for more diversification and up to five additional stocks from the broader S&P 500. More simultaneous positions spread the capital more finely.
Account size$50,000–100,000
3 Jan 2000 – 14 Oct 2026
Short periods show a snapshot. How robust a rule set is only becomes visible across many market phases – which is why „since 2000“ is the figure we ask to be measured by.
Backtest · hypothetical values, not real trading
03
Size L
+ Nasdaq 100 · up to 13 positions
Sizes S and M together, extended by further strategies and up to five Nasdaq 100 stocks – the full build across three US indices.
Account size$100,000–250,000
3 Jan 2000 – 14 Oct 2026
Short periods show a snapshot. How robust a rule set is only becomes visible across many market phases – which is why „since 2000“ is the figure we ask to be measured by.
Backtest · hypothetical values, not real trading
Size XL deliberately does not appear here: it is tailored individually, so there is no standard backtest. Universe, position count and risk framework – and the figures that go with them – we discuss directly with you.
All values are backtest results: the rule set applied to historical price data since 1 January 2000, calculated from daily returns. Hypothetical values including standard IB fees, not real trading. The rule set is unchanged since it was developed. During development a period of one to two years was deliberately held back, which the rule set never saw („out of sample“); on top of that the systems are traded for real. Data as at 14 October 2026. Historical results are not a reliable indicator of future results.
What hypothetical results cannot do
Simulated results do not represent actual trading. Because the trades were never executed, the calculation may have under- or over-compensated for the impact of real market conditions, such as a lack of liquidity. Every rule set is also designed with knowledge of the past. We make no promise with these figures that any account will achieve similar profits or losses.
How it worksHow it worksHow it worksSize XL · How it works
Rules instead of gut feeling
A fully rule-based trading system: the signal is fixed before the open, the entry happens at the open – you put it into your TWS with one click.
Focus on quality
Only stocks from the S&P 100 are traded – the largest and most liquid companies in the US.
Compact and clear
At any moment a maximum of 3 positions are held at the same time.
No intraday timing risk
Entry at the open – no timing risk during the trading day.
Everything from size S – plus its own system on the S&P 500. Signal before the open and entry at the open stay the same.
Everything from size S
All the benefits of size S – plus five further positions from the broader S&P 500.
Finer diversification
More stocks held at once spread the capital more widely across the universe.
No intraday timing risk
Entry at the open – no timing risk during the trading day.
The systems from S and M – plus a third one on the Nasdaq 100. Three rule sets across three US indices.
The complete combination
The full combination of sizes S and M – all signals, all universes.
Technology on top
Additional exposure to the largest US technology stocks through the Nasdaq 100.
Maximum spread
Up to 13 positions at once, spread across three US indices.
In size XL you trade the same rule set as in sizes S to L – only tailored to a larger capital base.
Same rule set
Signal before the open, entry at the open, release by click – size changes none of it.
Tailored in conversation
We set universe, maximum position count and risk framework together – to your specifications.
No standard price
XL is not an off-the-shelf product. We discuss the terms directly – write to us briefly about what you have in mind.
Which size suits you?
Each size adds another system
| S | M | L | XL | |
|---|---|---|---|---|
| Systems included | S&P 100 | S&P 100 + S&P 500 | S&P 100 + S&P 500 + Nasdaq 100 | individual |
| Positions held at once | 3 | 8 | 13 | individual |
| Account size | $20,000–50,000 | $50,000–100,000 | $100,000–250,000 | above $250,000 |
| Sharpe ratio | 1.43 | 1.61 | 1.55 | – |
| Avg. annual return | 23.5% | 25.2% | 26.5% | – |
| Max. drawdown | 17.9% | 19.4% | 18.3% | – |
The number means open positions at the same time – not trades per day. Tap a size or use the switch, and the whole page adjusts to S, M or L.
Requirements
What you need
Lab of Trades runs on your computer and on your own broker account. Check these four points before you start – the video walks you through the setup in three minutes.
A computer running Windows, Mac or Linux
You install Lab of Trades on it like any other program.
A broker account with the Trader Workstation (TWS) and US stock trading enabled
With Interactive Brokers or one of its resellers.
API access enabled in the TWS
A checkbox in the Trader Workstation settings. The video shows where to find it.
During trading hours: computer on, TWS and Lab of Trades open
Without a running TWS the software cannot build an order. This also applies with Remote Control: it connects to exactly this computer.
More step-by-step guides are on the tutorials page.
For the Equity Growth System, you also need
- A willingness to hold positions overnight – trades typically run one to ten days, so there is overnight risk
Price
Equity Growth System
Choose your size
You pick the size yourself – by your trading volume. The system grows with you: M contains everything in S, L contains everything in M – each tier adds universe and strategies. Every size is available monthly or yearly – twelve months for the price of ten.
Available in the European Economic Area, Switzerland and the United States. Availability by country
Size S
S&P 100
$99
per month · cancel monthly
- max. 3 positions at once
- Account size $20,000–50,000
- Signal before the open, release by click
Size M
+ S&P 500 · contains S
$149
per month · cancel monthly
- max. 8 positions at once
- Account size $50,000–100,000
- Signal before the open, release by click
Size L
+ Nasdaq 100 · contains S and M
$249
per month · cancel monthly
- max. 13 positions at once
- Account size $100,000–250,000
- Signal before the open, release by click
Larger account? Ask about the XL package.
Beyond a certain size no off-the-shelf product fits any more. We then tune universe, position count and risk framework to you – the rule set stays the same. Write to us briefly about what you have in mind and we will find an individual solution.
The accessory · Remote Control
Your system runs even when you are not at your computer
The signal is fixed before the US open, and trades can be sent to the TWS well before it. No computer to hand? No problem: with Remote Control you steer your Lab of Trades from wherever you are, by smartphone.
Remote Control is the add-on to a booked Titan trading system – for an even simpler transfer of positions to the TWS. Your computer with Lab of Trades and the TWS keeps running: Remote Control connects to it and releases the orders under the conditions set there.
$9 per month · or $90 per year
Next step
Each size adds another system. You choose how many.
S trades the S&P 100. M adds its own S&P 500 system, L one more on the Nasdaq 100. You choose by your trading volume – monthly or annual.
- Size SS&P 1001 system
- Size M+ S&P 5002 systems
- Size L+ Nasdaq 1003 systems
Does the system trade for me on its own?
No – deliberately not. The software works out the signals and prepares every order; you give the release yourself by click. Nothing is executed without you.
What separates sizes S, M and L?
Size determines the universe, the underlying strategies and the maximum position count: S trades strategies on the S&P 100 with up to 3 positions, M adds the S&P 500 (up to 8), L adds the Nasdaq 100 on top (up to 13). Every size contains the smaller ones in full.
How long does a position stay open?
Typically one to ten trading days. That makes the Equity Growth System a swing system and not day trading: positions are held overnight, and you carry the risk of an opening gap – after quarterly figures or news outside trading hours, for instance. The position limits given are positions held at the same time, not trades per day.
Does the system trade growth stocks?
No – the name describes no investment style. The system selects on rules from the members of the S&P 100, S&P 500 and Nasdaq 100; whether a stock counts as growth or value plays no part in the rule set.
When do the signals arrive – and do I have to be at my computer then?
The signal is fixed a few hours before the US open; you then have to release the orders manually and send them from Lab of Trades to the TWS. The entry then happens at the US cash open – by that point you no longer need to be at your computer.
How do the figures and the chart come about?
Both come from the same backtest: the rule set applied to historical price data since 1 January 2000. The equity curve is indexed to 100 and scaled logarithmically so that early and late years read equally well; below it sits the drawdown, that is, the distance from the previous high at each point. These are hypothetical values including standard IB fees, not real trading – and not a reliable indicator of the future.
The strategies are not over-optimised. Our team has been trading these approaches live on real-money accounts for many years.
Which broker do I need?
Titan works together with the Trader Workstation (TWS) – that is where your prepared orders land for release. It works with any broker through which you use the TWS: Interactive Brokers itself as well as brokers that build on the TWS.
How long am I tied in?
You can subscribe monthly and cancel monthly – directly in your customer account. Alternatively there is the yearly subscription: twelve months for the price of ten.
Is this investment advice?
No. Titan is a technical tool with a fixed rule set – it knows neither your personal situation nor does it make recommendations for you. You take the decision on every order.
Important notice: historical performance and backtest results are not a reliable indicator of future results. Trading stocks carries risks, including the loss of the capital deployed.