Recruitment of participants Long swing trade XLV/XLU

Strategy 24: Long swing trade XLV/XLU

The strategy has three variables for entry and two for exit. It’s a seasonal strategy. Entry is at the open and exit is after 4 or 5 days.

This strategy was our monthly Trading Edge for September 2022.

Facts and figures (XLV):

• No. of trades: 149
• Average gain per trade: 0.78% (1.82% for winners and -1.24% for losers)
• Win ratio: 65%
• Profit factor: 2.7
• CAGR: 4.7% (assuming no leverage)
• Exposure/time in the market: 9%
• Max. drawdown: -6%
• Risk-adjusted return: 49% (CAGR divided by time spent in the market (0.11))

The equity curve (log scale – XLV):