XLP Swing Trading Strategy – Consumer Staples ETF (#8)

Description

A backtested swing trading strategy designed for XLP – the ETF tracking consumer staples like Walmart and Procter & Gamble. Built on two variables, this strategy offers diversification compared to broader indices.

✅ 163 trades
✅ 0.5% average gain per trade
✅ 80% win rate
✅ Profit factor: 2.2
✅ 3.6% annual return (CAGR)
✅ Only 10% market exposure
✅ Risk-adjusted return: 36%
✅ Max drawdown: -10%

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.