3 Trend Following Strategies (Bundle #7)
Backtested on the S&P 500
These strategies are based on long-term trend-following signals. The average holding time is about 2.5 years per trade.
All 3 strategies are backtested on the S&P 500 (the cash index, which excludes dividends). Combined, these strategies have performed better than buy-and-hold, with lower drawdowns.
The strategies come with descriptions in plain English, Amibroker code, and TradeStation code.
The strategies were published on our website between 2012 and 2016.
Price: 199 USD
All Three Strategies Combined
Performance
- No. of trades: 22
- Average gain per trade: 33.1%
- Win ratio: 77%
- Profit factor: NA
- Annual returns (CAGR): 7.7% (buy and hold: 7.5%)
- Exposure/time in the market: 81%
- Risk-adjusted return: 9.5% (CAGR divided by time spent in the market (0.81))
- Max drawdown: 35% (buy and hold: 55%)
Please read this before you buy:
- The strategies have been backtested, but there is no way to know whether they will perform just as well in the future. Please read our full disclaimer.
- Most of the strategies are new and have not been published anywhere else.
- Some might be part of our Monthly Trading Edges.
- We don’t give rebates if you already believe you have one of the strategies. We believe the strategies are pretty cheap anyway.
- Ask us if you are unsure: support at quantifiedstrategies dot com.