Strategy Designer
|
Bensdorp Inflation Hedge - Mean Reversion Short (Nasdaq 100)
Published by Springroll on 4/23/2024
A Bensdorp bonus hedge system, the sole purpose of which is to produce a hedge in uncertain markets like 2000-2002, 2006-2008, 2011, 2020 and 2022.
Portfolio Settings:
Historical Nasdaq 100
Start from Jan. 2000
100'000 USD Initial Capital
20% per Equity
Margin Factor 2
Max. 5 Open Positions
Source: https://learn.tradingsystems.com/vegas-seminar-2022-12167331245899316735799383111673629443894
A special note: Originally, Bensdorp used the SP100 but removed the healthcare stocks, which is a "selection bias" and should be avoided. That's why I changed to the historical Nasdaq 100.
|
|
|
This view is read-only, and any changes you make to this Published Strategy will not be saved.
Use the Clone button above to create a copy of this Strategy that you can edit.
|
|
Entries
Exits
Conditions
Qualifiers
Drag Building Blocks here to compose your Strategy
Start with a Template:
Moving Average Crossover
Oscillator Oversold
Channel Breakout
3x2 System
Select an Indicator
Thanks to finantic.de for providing their finantic Indicators for use free of charge here on the Web Backtester!
Parameters
Building Block Tips
• Drag Entries and Exits onto the Strategy Designer surface.
• Drag one or more Conditions onto the Entries and Exits to define your trading logic.
• If a Condition uses an Indicator, you can choose any technical indicator, or a price component like open, high, low, close or volume.
• You can drag a Qualifier onto a Condition to change its behavior, such as enforcing that it occurs a certain number of days in a row.