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'% day losers' strategy?

Hi Tech,

I’d prefer the whole world doesn’t know what I’m doing, so I’m reluctant to say too much, however it is a portfolio based, mean reversion approach. Currently long only, using 2 oversold indicators, daily timeframe.
 
I’d prefer the whole world doesn’t know what I’m doing, so I'll just post it here!!

Ha Ha!!
 
I’d prefer the whole world doesn’t know what I’m doing, so I'll just post it here!!

Ha Ha!!

If he did post it there's a fair chance it would get totally ignored, very few people here are open to anything new...and particularly anything that involves a falling SP...even if that fall is only for a couple of days.
 
Hi Tech,

I’d prefer the whole world doesn’t know what I’m doing, so I’m reluctant to say too much, however it is a portfolio based, mean reversion approach. Currently long only, using 2 oversold indicators, daily timeframe.

Any numbers on it.
IE
Winners/Losers
Drawdown
Etc
 
Any numbers on it.
IE
Winners/Losers
Drawdown
Etc

Winning Trades approx. 70%

Win/Loss approx. 1:1 (however max. losing trade is much larger than max. winning trade, but the average is close to even)

Max System Drawdown: depends on dates you pick, etc, but worst I’ve seen on any run has been 30%.
 
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