New purchase Fundraising for purchase Frequently asked questions Notification
  1. New purchase

    15.12.2024: NoBS Daytrading 2024 DOM Scalping

    15.12.2024: Peak Algo Course Packet

    15.12.2024: Deep Dive Calendars & Diagonals Class – SJG Trades

    15.12.2024: Im_liquidator - Mentorship - Course

    15.12.2024: Prop Firm Masterclass - 700K Funded Trader Course

    15.12.2024: Dan Cheung - WChampFX - Course

  2. Collection of contributions

    15.12.2024: Im_liquidator - Mentorship - Course

    15.12.2024: Dan Cheung - WChampFX - Course

    15.12.2024: Bull versus Bear

    15.12.2024: ON Trade Numerology Station

    15.12.2024: Awesome Scalper Pro EA V23.00 MT4 (no DLL)

    15.12.2024: MZpack Strategies w Divergence for NinjaTrader 8

  4. 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 Golden Cross Trading Strategy

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

Tags:
Stage:
Recruitment of participants
Price:
99.00 USD
Participants':
0 of 12
Organizer:
Dron
0%
Settlement fee for participation:
9 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:
    2,940
    Likes Received:
    181
    Trophy Points:
    63
    Gender:
    Male
    Location:
    USA
    #1 Dron, 25 January 2024
    Strategy 62: Golden Cross Trading Strategy

    The Golden Cross indicator is a trend-following that has worked (historically) on many assets.

    Performance metrics (S&P 500):
    • No. of trades: 33
    • Average unleveraged gain per trade: 14.9% (21.2% for winners and -4.8% for losers)
    • Win ratio: 75%
    • Profit factor: 8
    • CAGR: 6.5% (assuming no leverage and no dividends)
    • Exposure/time in the market: 69%
    • Risk-adjusted return: 9.5% (CAGR divided by time spent in the market (0.69))
    • Max. drawdown: -33%
    The equity curve (log scale):

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