Recruitment of participants Double Seven Trading Strategy (Improved – 80% win ratio)

Strategy 84: Double Seven Trading Strategy (Improved – 80% win ratio)

The strategy is inspired by Larry Connors’ Double Seven Strategy, but we have changed and improved the trading rules.

Performance metrics (for S&P 500 – SPY):

• No. of trades: 352
• Average unleveraged gain per trade: 0.65% (1.3% for winners and -1.8% for losers)
• Win ratio: 80%
• Profit factor: 2.4
• CAGR: 7.6% (assuming no leverage and including dividends)
• Exposure/time in the market: 27%
• Risk-adjusted return: 27% (CAGR divided by time spent in the market (0.27))
• Max. drawdown: -14%

The equity curve (log scale):