Performance Results as at 31 Oct 2019
A short term trend trading suite of 5 systems designed for USDJPY on the H4 timeframe. Can be used for single use or as part of a more diversified portfolio. The suite of systems collectively offer an average hold of 1.7 days per trade and comprise moving average crossover techniques designed to provide an uncorrelated suite of trend trading styles. Stops are applied with no profit target.
- Created: 20 Aug 2019
- In Sample Test Period: 1 Jan 2006 to 31 Dec 2012
- Out of Sample Test Period: 1 Jan 2013 to Current