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My best strategy going into 2020 was my "Weekly PANDA Strategy" 

I've made many posts about my best strategy "The Panda Strategy" it was a consistent performer that wasn't too shabby. When the strategy was stress-tested with the recent COVID-19 panic selling, the exit was slow to react. The strategy fell well short of my expectations reacting too slowly.

The Panda Weekly Strategy was quickly shelved for maintenance  

Up until COVID hit my Panda Strategy was a stellar performer - the idea behind the strategy is still valid but in its current form slow too exit. I have been working hard to sharpen how it picks downturns quicker - it's been a frustrating and annoying process & my coding effort over the last eight months wasn't rewarded as expected. Maybe it's not that I'm annoyed with myself rather it's "frustration" that I couldn't find a more responsive weekly exit.

Repurposed

The Panda Strategy has been repurposed as a "Daily" strategy. Backtesting has shown periodicity is not a concern as the entry strategy is valid across multiple time frames.

Trading the "Panda Strategy" 

The Panda strategy entry condition stays the same but the exit strategy has a reworked that quickens "fivefold" eliminating my major concern. I now have two daily strategies. As I'm no longer making daily reports of "Duc-VIX Strategy" - the Daily Panda will be something new to report on. Live trading of my repurposed "Daily Panda Strategy" has a portfolio limited of $100k just in case it falls short of the backtesting results.

The Daily Panda Strategy started last week 

To keep the thread active & fresh I'm prepared to post daily updates so others can follow its progress. I've made a ton of posts about the entry condition of the Panda Strategy saving me from explaining it all again. (Search: Panda - posts by Skate if interested) The exit strategy is primarily a wide trailing stop with a looping volatility exit as an absolute fail-safe.

Skate.