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Recruitment of participants ADX + RSI Trading Strategy

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

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Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
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Organizer:
Dron
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Settlement fee for participation:
11 USD

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  1. Dron

    Dron Well-Known Member
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    #1 Dron, 25 January 2024
    Strategy 72: ADX + RSI Trading Strategy

    The strategy works for stock market indices, even bonds.

    Performance metrics (Nasdaq 100 – QQQ):
    • No. of trades: 245
    • Average unleveraged gain per trade: 1.15% (2.3% for winners and -2.3% for losers)
    • Win ratio: 74%
    • Profit factor: 2.4%
    • CAGR: 11.5% (assuming no leverage and not including dividends)
    • Exposure/time in the market: 15%
    • Risk-adjusted return: 77% (CAGR divided by time spent in the market (0.15))
    • Max. drawdown: -22%
    The equity curve (log scale):

    [​IMG]
     
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