Performance Results as at 31 Oct 2019
A medium term trend trading suite of 12 systems designed for CADJPY 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 19.4 days per trade and comprise Donchian breakout 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