Recruitment of participants Swing Trade Nasdaq/S&P 500 (volatility bands)

Discussion in 'Amibroker' started by Dron, 24 January 2024.

Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
2 of 20
Organizer:
Dron
10%
Settlement fee for participation:
11 USD
  • Participants of Joint purchase:
    1. marty1221, 2. bluepencil;

    (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:
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    Gender:
    Male
    Location:
    USA
    Strategy 1: Swing Trade Nasdaq/S&P 500 (volatility bands)

    The strategy uses volatility bands but additionally uses two other criteria.
    The strategy was our monthly Trading Edge for August 2021.

    Facts and figures (QQQ):

    • No. of trades: 180
    • Average gain per trade: 1.67% (2.7% for winners and -2.3% for losers)
    • Win ratio: 80%
    • Profit factor: 3.3
    • CAGR: 12.9%
    • Exposure/time in the market: 11%
    • Risk-adjusted return: 16% (CAGR divided by time spent in the market (0.11))
    • Max drawdown: -19.5%
    The equity curve (log scale) on QQQ:

    upload_2024-1-24_22-51-27.png