I11L Long Put/Call Ratio Inversion — Strategy by I11L
By I11L
Performance Metrics
- Author: I11L
- Symbol: NASDAQ:NDX
- Timeframe: 30 minutes
- Net P&L: +102,660.59 USD (+102.66%)
- Win Rate: 37.5%
- Profit Factor: 1.647
- Max Drawdown: 12,352.12 USD (7.62%)
- Total Trades: 243
- Sharpe Ratio: 0.37
Description
The Strategy uses the Put/Call Options Ratio Inversaion as a Signal and Implements simple Money Management rules.It is adjusted for the NDX and for the SPX in the 30min Range.The Oscilation has to be finetuned to reflect the correct Reversal point.A good indicator of the correct Reversal Point is a solid range of good backtesting results..