Recruitment of participants Long oversold and overnight trade in DAX-40 (FDAX)

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

Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
1 of 20
Organizer:
Dron
5%
Settlement fee for participation:
11 USD
  • Participants of Joint purchase:
    1. withinwithout;

    (Writing to the backup list is prohibited)

  1. Dron

    Dron Well-Known Member
    Staff Member Organizer

    Joined:
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    Strategy 31: Long oversold and overnight trade in DAX-40 (FDAX)

    This strategy was our monthly Trading Edge for April 2023.

    The strategy buys at the close (1730 local time) and sells at the open (0900 local time) the next day.

    Facts and figures (FDAX):

    • No. of trades: 202
    • Average unleveraged gain per trade: 0.31% (0.8% for winners and -0.63% for losers)
    • Win ratio: 66%
    • Profit factor: 2.4
    • CAGR: 3.5% (assuming no leverage)
    • Exposure/time in the market: 4.4%
    • Max. drawdown: -4%
    The equity curve (log scale):

    [​IMG]