The strategy will be published in the German Traders magazin in early 2023. Except that in the article I was using the RSI-5 from the VIX as a filter. Here on the online version I can not use this simple drag and drop filter (on the desktop version you can). The system is also using transaction weight to make a constant decision which stock to buy. Even without the VIX filter the results is looks good. I suggest more testing and some improvements.
The Web Backtester currently uses a Data Range of 10 years of daily data. We'll offer more options here in a future update.
|Metric||Strategy Results||Benchmark Results (SPY)|
|APR (Annualized % Return)||0.00%||0.00%|
|Number of Positions||0.00%||0.00%|
|Average Profit %||0.00%||0.00%|
|Average Bars Held||0.00%||0.00%|
|NSF (Non-Sufficient Funds) Position Count||0.00%||0.00%|
|Maximum Drawdown %||0.00%||0.00%|
The most recent 100 Positions out of 1,234 total are presented here.
|Symbol||Position||Quantity||Entry Date||Entry Price||Exit Date||Exit Price||Bars Held||Profit||Profit %|
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