Home Strategy Bundles 3 Strategy Bundle of 24-Hour Day Trading Strategies

3 Strategy Bundle of 24-Hour Day Trading Strategies

This bundle consists of three strategies that can be labeled volatility trading strategies. The idea and logic work in a variety of assets.

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In all our bundles, you will find Amibroker code, Tradestation code, and the strategy written in plain English. The strategies are long-only due to the nature of the index.

All three strategies have been published as a monthly trading edge. Please consider becoming a member to get many more trading strategies.

The strategies are long-only.

We don’t give rebates if you already believe you have one of the strategies. We believe the strategies are pretty cheap anyway.

Please check out our other Strategy Bundles.

Here are the details about each strategy (backtested on SPY/ES):

24-hour day trading strategy #1

Below are the equity curve and performance metrics for S&P 500 (SPY):

Strategy and performance metrics:

  • #trades: 456
  • Average gain per trade: 0.41%
  • CAGR: 6.1%
  • Time spent in the market: 6%
  • Max drawdown: 11%
  • Risk-adjusted CAGR: 102%
  • Win rate: 64%
  • Max consecutive losers: 6
  • Max consecutive winners: 15
  • Profit factor: 1.9
  • Sharpe Ratio: 2.2

24-hour day trading strategy #2

Below are the equity curve and performance metrics for S&P 500 (SPY):

Strategy and performance metrics:

  • #trades: 392
  • Average gain per trade: 0.49%
  • CAGR: 6.2%
  • Time spent in the market: 5%
  • Max drawdown: 7%
  • Risk-adjusted CAGR: 123%
  • Win rate: 65%
  • Max consecutive losers: 7
  • Max consecutive winners: 13
  • Profit factor: 2.9
  • Sharpe Ratio: 2.3

24-hour day trading strategy #3

Below are the equity curve and performance metrics for S&P 500 (SPY):

Strategy and performance metrics:

  • #trades: 2417
  • Average gain per trade: 0.34%
  • CAGR: 4.5%
  • Time spent in the market: 5%
  • Max drawdown: 10%
  • Risk-adjusted CAGR: 83%
  • Win rate: 60%
  • Max consecutive losers: 5
  • Max consecutive winners: 12
  • Profit factor: 1.7
  • Sharpe Ratio: 1.7

24-hour day trading strategy #4 (all three strategies combined)

Below are the equity curve and performance metrics for S&P 500 (SPY) for all three strategies:

Strategy and performance metrics:

  • #trades: 946
  • Average gain per trade: 0.33%
  • CAGR: 10.1%
  • Time spent in the market: 12%
  • Max drawdown: 15%
  • Risk-adjusted CAGR: 83%
  • Win rate: 62%
  • Max consecutive losers: 7
  • Max consecutive winners: 14
  • Profit factor: 1.8
  • Sharpe Ratio: 1.9

All three strategies combined for Nasdaq 100 with leverage (QLD):

Strategy and performance metrics:

  • #trades: 556
  • Average gain per trade: 0.75%
  • CAGR: 24.4%
  • Time spent in the market: 12%
  • Max drawdown: 26%
  • Risk-adjusted CAGR: 191%
  • Win rate: 60%
  • Max consecutive losers: 9
  • Max consecutive winners: 18
  • Profit factor: 2.0
  • Sharpe Ratio: 1.9
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