SMIO strat — Strategy by Nico_TM
By Nico_TM
Performance Metrics
- Author: Nico_TM
- Symbol: AMEX:UVXY
- Timeframe: 1 day
- Net P&L: +476,590.01 USD (+476.59%)
- Win Rate: 33.6%
- Profit Factor: 1.081
- Max Drawdown: 3,691,168.20 USD (88.09%)
- Total Trades: 116
- Sharpe Ratio: 0.095
Description
SMIO strat with longer input which rounds off the trends. The strat is based on when SMIO hits over 0 it sends a buy signal and when it goes under it sends a short signal. The SMIO input was changed from 20, 5, 5 to 35, 15, 15.