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Recruitment of participants Futures Trading Strategy F103: WEEKDAY SEASONAL STRATEGY, @ES,D

Discussion in 'Tradestation' started by Dron, 24 January 2024.

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Dron
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  1. Dron

    Dron Well-Known Member
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    #1 Dron, 24 January 2024
    Futures Trading Strategy F103: WEEKDAY SEASONAL STRATEGY, @ES,D

    The strategy works best for @ES.D and is a mean reversion strategy.
    The backtest uses Tradestation data from CME on continuous and back-adjusted data and local exchange hours (0930-1600 NYT). It buys and sells at the close.

    The equity curve (@ES.D):

    [​IMG]

    Performance metrics (@ES.D):

    [​IMG]
     
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