New purchase Need an organizer Fundraising for purchase Frequently asked questions Notification
  1. New purchase

    11.12.2024: [System] Zephyrus Force

    11.12.2024: Master the Art of Making Unlimited Money with Facebook’s Hottest Content Monetization Tool

    11.12.2024: (HOT Method) Make $3k-$5k/month with this new Facebook CPM method.

    11.12.2024: Mean Machine

    11.12.2024: METHOD: Semi-passive Income. Flip Websites 500x and more

    11.12.2024: ON Trade Numerology Station

  2. Need an organizer

    11.12.2024: Master the Art of Making Unlimited Money with Facebook’s Hottest Content Monetization Tool

  3. Collection of contributions

    11.12.2024: [System] Zephyrus Force

    11.12.2024: ON Trade Numerology Station

    11.12.2024: Simpler Trading - How Kody Turned $2k into $30k without Risking His Own Money

    11.12.2024: Indicement MT4 V2.0(no dll)

    11.12.2024: CyNeron MT4

    11.12.2024: CHAMPION TRADER COURSE

  5. If you are in the main list of these purchases, please make a payment immediately !!!

    * Follow the links below to test yourself in these sections

    Expert advisors, trading robots, MT4 experts

    Forex Indicators MT4

    Binary Options Robot

Recruitment of participants Bollinger Band Trading Strategy (SPY, QQQ, XLP, TLT)

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

Tags:
Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
0 of 20
Organizer:
Dron
0%
Settlement fee for participation:
11 USD

  • (The main list is still empty)

    (Writing to the backup list is prohibited)

  1. Dron

    Dron Well-Known Member
    Staff Member Organizer

    Joined:
    14 September 2019
    Messages:
    2,929
    Likes Received:
    181
    Trophy Points:
    63
    Gender:
    Male
    Location:
    USA
    #1 Dron, 25 January 2024
    Strategy 41: Bollinger Band Trading Strategy

    A short-term trading strategy that is based on Bollinger Bands.

    Performance metrics (SPY – S&P 500):
    • No. of trades: 508
    • Average unleveraged gain per trade: 0.53% (1.3% for winners and -1.8% for losers)
    • Win ratio: 75%
    • Profit factor: 2.1
    • CAGR: 8.9% (assuming no leverage)
    • Exposure/time in the market: 24%
    • Risk-adjusted return: 36% (CAGR divided by time spent in the market (0.16))
    • Max. drawdown: -23%
    The equity curve (log scale):

    [​IMG]
     
(You must log in or sign up to post here.)