Does your trading pass the seasonality test? — Strategy by DasanC
By DasanC
Performance Metrics
- Author: DasanC
- Symbol: NYSE:SPGI
- Timeframe: 1 week
- Net P&L: +38,782.54 USD (+38.78%)
- Win Rate: 66.0%
- Profit Factor: 1.682
- Max Drawdown: 14,697.36 USD (13.47%)
- Total Trades: 53
- Sharpe Ratio: −0.114
Description
Are you consistently beating the standard "Buy and Hold" benchmark?Check your performance against the next most common strategy:Buy at the start of the holiday season and close in the new year.By default, the strategy starts with $100,000 and risks 25% of the account on each swing trade.Commission is set to be 0.5% of each trade.You can tweak the direction of trades by adjusting the first setting.Tweak the holding period by changing the Entry and Exit months.Red plot: Balance of accountOrange plot: Equity of account