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