Infinite Alpha - 2010

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

  1. bln

    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%
     
    #1     Mar 13, 2010
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  2. total_keops

    total_keops

    Are there backtest performance data for this fully automated alpha generator?
     
    #2     Mar 13, 2010
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  3. bln

    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.
     
    #3     Mar 14, 2010
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