Recruitment of participants Long swing trade Treasury bonds (TLT)

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

    Joined:
    14 September 2019
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    Location:
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    Strategy 30: Long swing trade Treasury bonds (TLT)

    This strategy was our monthly Trading Edge for March 2023.

    Facts and figures (TLT):

    • No. of trades: 227
    • Average unleveraged gain per trade: 0.44% (1.0% for winners and -1.09% for losers)
    • Win ratio: 73%
    • Profit factor: 2.4
    • CAGR: 4.8% (assuming no leverage)
    • Exposure/time in the market: 13%
    • Max. drawdown: -8%
    The equity curve (log scale):

    [​IMG]