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

Last Updated on June 19, 2022 by Quantified Trading

This bundle consists of three strategies that can be labeled volatility 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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