Recruitment of participants Combining long and short strategies

Strategy 47: Combining long and short strategies

Not eligible for any of the membership strategy selections.

This product offers a steep discount for two bundles: Strategy Bundle 1 (long strategies) and Strategy Bundle 3 (short strategies). Below is the performance metrics of combining both bundles:

Performance metrics (S&P 500, (SPY/@ES), Consumer staples (XLP), and Semiconductors (SMH)):

• No. of trades: 589 (from 2005)
• Average unleveraged gain per trade: 0.63% (1.4% for winners and -1.6% for losers)
• Win ratio: 72%
• Profit factor: 1.9
• CAGR: 19% (assuming no leverage and no dividends)
• Exposure/time in the market: 37%
• Risk-adjusted return: 53% (CAGR divided by time spent in the market (0.37))
• Max. drawdown: -23%

The equity curve (log scale):