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Recruitment of participants XLP swing trade

Discussion in 'Amibroker' started by Dron, 24 January 2024.

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Recruitment of participants
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199.00 USD
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Dron
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  1. Dron

    Dron Well-Known Member
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    #1 Dron, 24 January 2024
    Strategy 7: XLP swing trade

    he ETF XLP tracks consumer stocks like Wal-Mart, Procter&Gamble, etc. Its movements are different than the main stock indices and XLP is an underrated trading vehicle.

    We have made a strategy that generates signals in XLP based on another relevant ETF.

    This strategy was our monthly Trading Edge for May 2021.

    Facts and figures (XLP):
    • No. of trades: 464
    • Average gain per trade: 0.4% (1% for winners and -1.4% for losers)
    • Win ratio: 73%
    • Profit factor: 1.8
    • CAGR: 8.4%
    • Exposure/time in the market: 35%
    • Risk-adjusted return: 23% (CAGR divided by time spent in the market (0.35))
    • Max. drawdown: -15%
    The equity curve (log scale):

    upload_2024-1-24_23-36-47.png
     
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