Recruitment of participants Overnight Edge in Nasdaq

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

Stage:
Recruitment of participants
Price:
199.00 USD
Participants':
1 of 20
Organizer:
Dron
5%
Settlement fee for participation:
11 USD
  • Participants of Joint purchase:
    1. marty1221;

    (Writing to the backup list is prohibited)

  1. Dron

    Dron Well-Known Member
    Staff Member Organizer

    Joined:
    14 September 2019
    Messages:
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    Likes Received:
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    Gender:
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    Location:
    USA
    Strategy 9: Overnight Edge in Nasdaq

    The strategy buys at the close and sells on the next open. The strategy is based on two variables.

    This strategy was our monthly Trading Edge for March 2021.

    Facts and figures (QQQ):

    • No. of trades: 592
    • Average gain per trade: 0.24% (0.85% for winners and -0.73% for losers)
    • Win ratio: 61%
    • Profit factor: 1.7
    • CAGR: 5.7%
    • Exposure/time in the market: 9.5%
    • Max. drawdown: -11%
    The equity curve (log scale):

    upload_2024-1-25_9-12-41.png