Recruitment of participants ADX Trading Strategy

Strategy 67: ADX Trading Strategy

The ADX is a trend indicator, and it normally needs a helping variable. We made an ADX strategy with another variable. The strategy works for stocks, but also for bonds (but less effective).

Performance metrics (QQQ – Nasdaq 100):

• No. of trades: 318
• Average unleveraged gain per trade: 0.96% (1.8% for winners and -2.2% for losers)
• Win ratio: 80%
• Profit factor: 2.6
• CAGR: 13% (assuming no leverage)
• Exposure/time in the market: 17%
• Risk-adjusted return: 75% (CAGR divided by time spent in the market (0.16))
• Max. drawdown: -21%

The equity curve (log scale):