3 Volatility Strategies To Get You Started Trading Volatility – (Trading Strategy Bundles)

Last Updated on September 19, 2022 by Quantified Trading

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 both Amibroker code, Tradestation code, and the strategy written in plain English. The strategies are long-only due to the nature of the index.

  • 2 strategies are not published anywhere on our website
  • One strategy is in our monthly edge membership.

These strategies are long-only due to the nature of the index backtested.

Please read this before you buy:

  • 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: oddmund at quantifiedstrategies dot com.

 

Please check out our other Strategy Bundles.

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

Volatility strategy 1

Strategy and performance metrics:

  • #trades: 202
  • Average gain per trade: 0.92%
  • CAGR: 6.2%
  • Time spent in the market: 10%
  • Max drawdown: 23%
  • Risk-adjusted CAGR: 62%
  • Win rate: 82%
  • Max consecutive losers: 3
  • Max consecutive winners: 13
  • Profit factor: 2.6
  • Sharpe Ratio: 2.3

Volatility strategy 2

 

Strategy and performance metrics:

  • #trades: 296
  • Average gain per trade: 0.77%
  • CAGR: 7.8%
  • Time spent in the market: 14%
  • Max drawdown: 16%
  • Risk-adjusted CAGR: 54%
  • Win rate: 76%
  • Max consecutive losers: 4
  • Max consecutive winners: 11
  • Profit factor: 2.7
  • Sharpe Ratio: 2.3

Volatility strategy 3

Strategy and performance metrics:

  • #trades: 252
  • Average gain per trade: 0.,8%
  • CAGR: 6.8%
  • Time spent in the market: 9%
  • Max drawdown: 15%
  • Risk-adjusted CAGR: 72%
  • Win rate: 79%
  • Max consecutive losers: 2
  • Max consecutive winners: 14
  • Profit factor: 2.9
  • Sharpe Ratio: 2.7

Here you can find more trading strategy bundles

 

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