Do automated strategies that can generate consistent profits really exist? worth?

MarkBrown · Oct 16, 2024

TrAndy2022 said:
If you only want to reduce the drawdown a lot by not reducing the average returns too much, the easiest what you can do on a longterm base is just to apply the 10 month or 200 day moving average on the SP500. If it closes below then you exit your long position, if it goes again above you go entry long again. With that you can cut your drawdown almost by half, somewhat in that region, without reducing your returns too much in the longterm. And now you have a better sharpe algo strat made just with one easy input. It is also backtest on many decades or even centuries to be an effective and working momentum strategy. Even there is scientifiy study showing that it works on global commodities applied over the last 800 years based on the Global Financial Data database (which has all the required past data). It can be that easy.
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since you gave a good one i will contribute a good one - if the nyse advancing issues are greater than thirteen hundred then take long signals only after dips otherwise take shorts.

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Do automated strategies that can generate consistent profits really exist? worth?

MarkBrown