Recruitment of participants Double Indicator Swing Trade in Nasdaq (works on S&P 500 as well)

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 5: Double Indicator Swing Trade in Nasdaq (works on S&P 500 as well)

    The strategy uses the often ignored ADX indicator. The indicator is valuable, but not on a stand-alone basis. We have developed an ADX strategy together with another indicator.

    Facts and figures (QQQ):

    • No. of trades: 271
    • Average gain per trade: 1.1% (2.1% for winners and -2.5% for losers)
    • Win ratio: 76%
    • Profit factor: 2.6
    • CAGR: 12.1%
    • Exposure/time in the market: 17%
    • Risk-adjusted return: 73% (CAGR divided by time spent in the market (0.16))
    • Max drawdown: -27%
    The equity curve (log scale) in QQQ:

    upload_2024-1-24_23-17-24.png