Recruitment of participants Short swing trade XLP

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:
    14 September 2019
    Messages:
    2,929
    Likes Received:
    181
    Trophy Points:
    63
    Gender:
    Male
    Location:
    USA
    Strategy 23: Short swing trade XLP

    The strategy has five variables for entry and two for exit. Entry is at the close and the average holding time is 2.7 days.

    This strategy was our monthly Trading Edge for August 2022.

    Facts and figures (XLP):

    • No. of trades: 218
    • Average gain per trade: 0.3%
    • Win ratio: 73%
    • Profit factor: 2.5
    • CAGR: 2.6% (assuming no leverage)
    • Exposure/time in the market: 6%
    • Max. drawdown: -4%
    The equity curve (log scale):

    [​IMG]