Sale!

S&P500 Bundle – 3 Trading strategies – SALE!

179,00 

SALE! (40% OFF)
3 Trading strategies in S&P500 for the ETF SPY and the E-mini Futures @ES.

Category:

Description

3 Trading strategies in S&P500 for the ETF SPY and the E-mini Futures @ES.

Strategy one has never been published on the website, strategy 2 is a modified version of the monthly trading edge of February 2022, and strategy 3 is a modified candlestick pattern. These strategies are long-only due to the nature of the index backtested.

In all our bundles you will find both Amibroker code, Tradestation code and the strategy written in plain English.

We have put together a “strategy pack” (bundle) of 3 strategies in S&P 500 (SPY or ES). The bundle consists of three strategies that we believe complement each other.

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.

  • Strategy 1 is new and has never been published on the website before
  • Strategy 2 is a modified version of the monthly trading edge of February 2022
  • Strategy 3 is a modified candlestick pattern.

Here are the details about each strategy plus all strategies combined:

Strategy 1

 

Strategy and performance metrics:

  • #trades: 299
  • Average gain per trade: 0.86%
  • CAGR: 8.8%
  • Time spent in the market: 15%
  • Max drawdown: 23%
  • Risk-adjusted CAGR: 57%
  • Win rate: 77%
  • Max consecutive losers: 2
  • Max consecutive winners: 17
  • Profit factor: 2.7
  • Sharpe Ratio: 2.2

Strategy 2

 

Strategy and performance metrics:

  • #trades: 146
  • Average gain per trade: 0.,53%
  • CAGR: 2.6%
  • Max drawdown: 13%
  • Risk-adjusted CAGR: 42%
  • Time spent in the market: 6%
  • Win rate: 77%
  • Max consecutive losers: 2
  • Max consecutive winners: 11
  • Profit factor: 2.5
  • Sharpe Ratio: 2.1

Strategy 3

 

Strategy and performance metrics:

  • #trades: 219
  • Average gain per trade: 0.68%
  • CAGR: 5.1%
  • Max drawdown: 17%
  • Risk-adjusted CAGR: 47%
  • Time spent in the market: 11%
  • Win rate: 73%
  • Max consecutive losers: 4
  • Max consecutive winners: 18
  • Profit factor: 3.2
  • Sharpe Ratio: 2.4

All 3 strategies combined

3 strategies combined SP500 Bundle trading strategies

Strategy and performance metrics:

  • #trades: 522
  • Average gain per trade: 0.69%
  • CAGR: 12.6%
  • Max drawdown: 23%
  • Risk-adjusted CAGR: 49%
  • Time spent in the market: 25%
  • Win rate: 75%
  • Max consecutive losers: 3
  • Max consecutive winners: 13
  • Profit factor: 2.8
  • Sharpe Ratio: 2.1

The annual returns are like these: