Recruitment of participants 3 Swing Trading Strategies (Bundle)

Discussion in 'Amibroker' started by Dron, 25 January 2024.

Stage:
Recruitment of participants
Price:
349.00 USD
Participants':
0 of 20
Organizer:
Dron
0%
Settlement fee for participation:
18 USD
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  1. Dron

    Dron Well-Known Member
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    Strategy 43: 3 Swing Trading Strategies (Bundle)

    The strategies trade from the long side and work on many indexes. The bundle is not eligible for any of the membership strategy selections.

    Performance metrics (S&P 500 – (even better for QQQ)):

    • No. of trades: 587
    • Average unleveraged gain per trade: 0.63% (1.3% for winners and -1.5% for losers)
    • Win ratio: 75%
    • Profit factor: 2.7
    • CAGR: 12.3% (assuming no leverage)
    • Exposure/time in the market: 28%
    • Risk-adjusted return: 44% (CAGR divided by time spent in the market (0.28))
    • Max. drawdown: -23%
    The equity curve when all three strategies are traded as a portfolio of strategies (log scale):

    [​IMG]

     
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