Recruitment of participants Two Indicator Swing Trade Strategy In the S&P 500/Nasdaq

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

Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
3 of 20
Organizer:
Dron
15%
Settlement fee for participation:
11 USD
  1. Dron

    Dron Well-Known Member
    Staff Member Organizer

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    Strategy 4: Two Indicator Swing Trade Strategy In the S&P 500/Nasdaq

    The strategy uses the widely used IBS indicator, but we added a second indicator to improve the strategy.

    Facts and figures (QQQ):

    • No. of trades: 225
    • Average gain per trade: 1.3% (2.4% for winners and -2.0% for losers)
    • Win ratio: 74%
    • Profit factor: 2.9
    • CAGR: 12.3%
    • Exposure/time in the market: 14%
    • Risk-adjusted return: 87% (CAGR divided by time spent in the market (0.14))
    • Max drawdown: -19%
    The equity curve (log scale) in QQQ:

    upload_2024-1-24_23-13-37.png