backtest

Monitoring last post about small edge dashboard. Brent. OOS

Long and short. Simple rules. One ticker

Sep 19, 2024 •

Autocorrelation. Brent. 2023-2024

Trades 120, %Win 63, Avgtrade 0,39$

Aug 2, 2024 •

DT by Mike Chalek. Brent. 2001-today

Trades 679, %Win 45, Avgtrade 0,37$, AvgWin 1,62

Jul 13, 2024 •

Intraday. Index RTS. 2005-2021

Trades 3106, %Win 54, Annual Return 7.8%

Jul 12, 2024 •

4 up days. Index RTS. 2005-2021

trades 137, %Win 62, Annual Return 3,11%

Jul 11, 2024 •

Big Jump. Index RTS. 2006-2021

Trades 339, %Win 55, Annual return 8,1%

Jul 10, 2024 •

Seasonal Trading. Index RTS.

In-sample 2001-2005. Out-of-sample 2006-2020.

Jul 9, 2024 •

Oldman. Index RTS.

%Win 44, MaxDD -5,4%, Pf 2

Jul 8, 2024 •

Jurik CFB. Index RTS. 2005-2020

Trades 2626, %Win 48, MaxDD -13,2%

Jul 7, 2024 •

Friday effect. Brent Crude Oil. 2016-today

Trades 432, %Win 60, AvgTrade 0,19$

May 26, 2024 •

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