12M SMA Timing (HTF-safe, 100% equity) — Strategy by MiroslavZaporozhanov
By MiroslavZaporozhanov
Performance Metrics
- Author: MiroslavZaporozhanov
- Symbol: TVC:SPX
- Timeframe: 1 month
- Net P&L: +4,056,059.27 USD (+356,357.99%)
- Win Rate: 56.3%
- Profit Factor: 5.538
- Max Drawdown: 400,098.35 USD (43.07%)
- Total Trades: 80
Description
Buy when S&P500 closes above 12M moving average. Sell when it closes below it. Monthly only.