Recruitment of participants Long holiday swing trade S&P 500 (SPY)

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

Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
2 of 20
Organizer:
Dron
10%
Settlement fee for participation:
11 USD
  1. Dron

    Dron Well-Known Member
    Staff Member Organizer

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    Strategy 27: Long holiday swing trade S&P 500 (SPY)

    This strategy was our monthly Trading Edge for December 2022.

    Facts and figures (SPY):

    • No. of trades: 118
    • Average gain per trade: 0.45% (1.% for winners and -0.8% for losers)
    • Win ratio: 70%
    • Profit factor: 2.7
    • CAGR: 1.7% (assuming no leverage)
    • Exposure/time in the market: 2%
    • Max. drawdown: -5%
    The equity curve (log scale):

    [​IMG]