-93.3%
since 7/31/2018
-34.4%
Ø-Perf. per year
-45.9%
Performance (1yr)
58.4%
Volatility (1yr)
-0.6
Return/Risk
Portfolio chart
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Trading Idea
Two mechanical mommentum-following strategies combined (swing reversal or swing continuation), developed for trading stocks on weekly bar-charts. The daily market activity is analysed and pending orders are placed at the end of the week if an important bar has had developed. The campaigns usually last from 1 to 10 weeks, sometimes with 3-5 add-ons when in continuation mode. The stop-loss is usually fairly close to the entry and is never moved, the exit is at a sell signal. The program has one entry rule, two exit rules and one filter.
Master data
Symbol
WF00AKHFX1
Date created
07/31/2018
Index level
-
High watermark
12.4