Infinite Alpha - 2010

Discussion in 'Journals' started by bln, Mar 13, 2010.

  1. bln


    Journal and performance tracking thread for Infinite Alpha

    Style: Swing Trading, unidirectional (trades in the direction of the main trend)
    Method: Fully systematic with manual EOD entry execution, Profit target and Stoploss automatic intraday
    Instrument: TNA (stock indicies)
    Holding period: 10-15 days
    Profit target: Fixed +20%
    Stoploss: Fixed -15%
  2. Are there backtest performance data for this fully automated alpha generator?
  3. bln


    Backtest of all trades since the start in April last year.

    361% return in 11 months on 10 trades, 9 wins and 1 loss. 90% win ratio.