Performance Results as at 31 Oct 2019

A short term trend trading suite of 8 systems designed for GBPJPY on the D1 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 6 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: 22 Aug 2019
  • In Sample Test Period: 1 Jan 2000 to 31 Dec 2010
  • Out of Sample Test Period: 1 Jan 2011 to Current

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