Recruitment of participants Trading For Yield - Swing Trading System

Discussion in 'Amibroker' started by Dron, 26 January 2024.

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  1. Dron

    Dron Well-Known Member
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    Trading For Yield - Swing Trading System

    A simple mean reversion system based on US treasury yields that that shows a win rate of over 75% and a profit factor over 3 in historical simulations.

    US treasury yields are probably the most important cog in the entire global financial system. They affect the level of interest rates within the economy and so impact organisations and businesses at every level.

    Because of this, US treasury yields often act as leading indicators and can be utilised to great effect by discretionary and systematic traders.

    In this PDF report, we present an interesting mean reversion strategy that looks at US treasury yields (specifically five year and ten year yields) in order to trade a watch list of five purposely selected ETFs.

    The result is a system that shows a win rate of over 75% and a profit factor over 3 in historical simulations.

    Not only that, but this system made money every year we tested between 2007 and 2017!

    Based on a sample of 236 trades over 10 years of historical data this system has two other significant factors in its favour.

    First, the system is based on a concept that makes sound economic sense.

    Second, the system operates in an area that very few people are looking at.

    Both of these two factors lend extra credibility and robustness to the model and increase its chances of success.

    Enroll in Trading For Yield today to receive:

    • A complete trading strategy based on an economic rationale
    • Full rules, method and back-test results
    • Fully disclosed trading system source code (Amibroker)
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