Recruitment of participants Swing Trade Nasdaq/S&P 500 (volatility bands)

Strategy 1: Swing Trade Nasdaq/S&P 500 (volatility bands)

The strategy uses volatility bands but additionally uses two other criteria.
The strategy was our monthly Trading Edge for August 2021.

Facts and figures (QQQ):

• No. of trades: 180
• Average gain per trade: 1.67% (2.7% for winners and -2.3% for losers)
• Win ratio: 80%
• Profit factor: 3.3
• CAGR: 12.9%
• Exposure/time in the market: 11%
• Risk-adjusted return: 16% (CAGR divided by time spent in the market (0.11))
• Max drawdown: -19.5%

The equity curve (log scale) on QQQ: