Recruitment of participants Long swing trade GLD (gold)

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

Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
0 of 20
Organizer:
Dron
0%
Settlement fee for participation:
11 USD
  • (The main list is still empty)

    (Writing to the backup list is prohibited)

  1. Dron

    Dron Well-Known Member
    Staff Member Organizer

    Joined:
    14 September 2019
    Messages:
    3,012
    Likes Received:
    183
    Trophy Points:
    63
    Gender:
    Male
    Location:
    USA
    Strategy 32: Long swing trade GLD (gold)

    This strategy was our monthly Trading Edge for May 2023. It works for GLD and multiple other assets (perhaps even better).

    Facts and figures (GLD):

    • No. of trades: 157
    • Average unleveraged gain per trade: 0.59% (1.4% for winners and -0.96% for losers)
    • Win ratio: 65%
    • Profit factor: 2.5
    • CAGR: 4.9% (assuming no leverage)
    • Exposure/time in the market: 9.4%
    • Max. drawdown: -14%
    The equity curve (log scale):

    [​IMG]