Last Updated on June 19, 2022 by Quantified Trading
I have been backtesting swing trading (holding positions 1-5 days) for many years. But because I have done fairly well in day trading, I didn’t really put a lot of effort into swing trading. I never really started. But when my day trading got sour in 2011, I was kind of “forced” to try it out. I did some serious backtesting in 2012 and started 100% in February 2013. So far the result has been more than satisfactory. Cumulative return in the period was 12.78%:
This is so good I don’t expect it to continue…
Here are all my trades in a bar graph in chronological order:
The average gain per trade before commissions is 0.13%.
Going forward I will put more into this account. I trade fairly liquid instruments, so increasing size should not deteriorate it, I hope.
Most of my trading is in ETF’s, and some in stocks. I do a lot of trades, and holding time is short, max 5 days but usually just one day overnight. I did 1043 trades in the first 6 months. I believe in making many trades and keeping positions small instead of using things like stop-loss or profit targets. I record every trade I make to look for patterns. Most of the strategies are from the blog I write. I don’t want to reveal my stock trading strategies, only ETF’s I “reveal”.