Recruitment of participants Long swing trade in QQQ/NQ (Nasdaq)

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

Stage:
Recruitment of participants
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Dron
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Settlement fee for participation:
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  1. Dron

    Dron Well-Known Member
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    Strategy 21: Long swing trade in QQQ/NQ (Nasdaq)

    The strategy has three variables for entry and one for exit. Entry is at the close and the exit is at the close one or more trading days later.

    This strategy was our monthly Trading Edge for June 2022.

    Facts and figures (QQQ):

    • No. of trades: 186
    • Average gain per trade: 0.84% (1.99% for winners and -2.19% for losers)
    • Win ratio: 73%
    • Profit factor: 2.3
    • CAGR: 6.4% (assuming no leverage)
    • Exposure/time in the market: 12%
    • Max. drawdown: -19%
    The equity curve (log scale):
    [​IMG]