You are currently accessing the institutional-grade blueprint for Volatility Strategies Program With Quantified Strategies. Instant digital deployment and lifetime access are guaranteed immediately upon transaction clearance.
This bundle consists of three strategies that can be labeled volatility trading strategies. The idea and logic work in a variety of assets.
In all our bundles you will find both Amibroker code, Tradestation code, and the strategy written in plain English. The strategies are long-only due to the nature of the index.
- 2 strategies are not published anywhere on our website
These strategies are long-only due to the nature of the index backtested.
Volatility strategy 1
Strategy and performance metrics:
- #trades: 202
- Average gain per trade: 0.92%
- CAGR: 6.2%
- Time spent in the market: 10%
- Max drawdown: 23%
- Risk-adjusted CAGR: 62%
- Win rate: 82%
- Max consecutive losers: 3
- Max consecutive winners: 13
- Profit factor: 2.6
- Sharpe Ratio: 2.3
Volatility strategy 2
Strategy and performance metrics:
- #trades: 296
- Average gain per trade: 0.77%
- CAGR: 7.8%
- Time spent in the market: 14%
- Max drawdown: 16%
- Risk-adjusted CAGR: 54%
- Win rate: 76%
- Max consecutive losers: 4
- Max consecutive winners: 11
- Profit factor: 2.7
- Sharpe Ratio: 2.3
Volatility strategy 3
Strategy and performance metrics:
- #trades: 252
- Average gain per trade: 0.,8%
- CAGR: 6.8%
- Time spent in the market: 9%
- Max drawdown: 15%
- Risk-adjusted CAGR: 72%
- Win rate: 79%
- Max consecutive losers: 2
- Max consecutive winners: 14
- Profit factor: 2.9
- Sharpe Ratio: 2.7
Trading foreign exchange and algorithmic assets on margin carries a high level of risk and may not be suitable for all investors. Past performance does not guarantee future results.
