Russell 2000 Rebalancing Strategy – IWM (#66)
199,00 $
Description
An annual seasonal trading strategy that capitalizes on the rebalancing effect in the Russell 2000 index – backtested on the IWM ETF and futures data.
✔️ 25 trades
✔️ 1.4% average gain per trade
✔️ 68% win rate
✔️ Profit factor: 3
✔️ 1.4% annual return (CAGR)
✔️ 2% market exposure
✔️ Risk-adjusted return: 69%
✔️ Max drawdown: -6%
You’ll get the full trading rules – ready to test and validate.
We offer full trading code in TradingView/Python, Amibroker, Tradestation, and NinjaTrader. If your code platform is not here, message us, and we will fix it
Additional information
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