i am searching all the time for new systems/ideas for my current Fr and ToM, which are running well and made a nice profit this first 6 months (50 %), now no trades because of seasonality (which is a good idea right now).
I found and tested a new system, based on Turnaround Tuesday but modified and tested a lot. Target was a system with only few parameters, very robust, reliable and with less drawdown. What i really like is the performance during heavy drawdowns like 2008 an 2020.
Based on this equity curve i will now test different strategies using options. This will take a while, because i will be on holiay in August and start testing after being back.
What you see on the top: numbers of systems running at the same time, mostly 1 or 2, below: underwater equity, SPX and equitycurve of 3 sytems.
system was tested from 2004 to 2022, rest out of sample
I found and tested a new system, based on Turnaround Tuesday but modified and tested a lot. Target was a system with only few parameters, very robust, reliable and with less drawdown. What i really like is the performance during heavy drawdowns like 2008 an 2020.
Based on this equity curve i will now test different strategies using options. This will take a while, because i will be on holiay in August and start testing after being back.
What you see on the top: numbers of systems running at the same time, mostly 1 or 2, below: underwater equity, SPX and equitycurve of 3 sytems.
system was tested from 2004 to 2022, rest out of sample