Strategy 1: ATR Swing Trade Nasdaq/S&P 500
Original price was: 199,00 $.99,00 $Current price is: 99,00 $.
The strategy uses ATR as “bands” but additionally uses two other criteria. The strategy works best on the S&P 500 and Nasdaq.
The strategy was our monthly Trading Edge for August 2021.
- No. of trades: 157
- Average gain per trade: 1.8% (2.84% for winners and -2.27% for losers)
- Win ratio: 79%
- Profit factor: 3.61
- CAGR: 13.7%
- Exposure/time in the market: 11%
- Max drawdown: -19.5%
Description
The strategy uses ATR as “bands” but additionally uses two other criteria. The strategy works best on the S&P 500 and Nasdaq.
The strategy was our monthly Trading Edge for August 2021.
- No. of trades: 157
- Average gain per trade: 1.8% (2.84% for winners and -2.27% for losers)
- Win ratio: 79%
- Profit factor: 3.61
- CAGR: 13.7%
- Exposure/time in the market: 11%
- Max drawdown: -19.5%
The equity curve (log scale) on QQQ:





