Recruitment of participants Long overnight trade in QQQ/NQ/SPY/ES (Nasdaq/SP500)

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. withinwithout;

    (Writing to the backup list is prohibited)

  1. Dron

    Dron Well-Known Member
    Staff Member Organizer

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    Strategy 22: Long overnight trade in QQQ/NQ/SPY/ES (Nasdaq/SP500)

    The strategy has two variables for entry and one for exit. Entry is at the close and the exit is at the close of the next trading day. You hold it for 24 hours only.

    This strategy was our monthly Trading Edge for July 2022.

    Facts and figures (QQQ):

    • No. of trades: 406
    • Average gain per trade: 0.6% (1.9% for winners and -1.44% for losers)
    • Win ratio: 62%
    • Profit factor: 2
    • CAGR: 10.1% (assuming no leverage)
    • Exposure/time in the market: 6%
    • Max. drawdown: -12%
    The equity curve (log scale):

    [​IMG]