Misery index strategy by DynamicSignalLab
By DynamicSignalLab
Performance Metrics
- Author: DynamicSignalLab
- Symbol: BINANCE:BTCUSDTPERP
- Timeframe: 1 month
- Net P&L: +53,206.70 USDT (+5.34%)
- Win Rate: 61.5%
- Profit Factor: 3.499
- Max Drawdown: 19,823.51 USDT (1.94%)
- Total Trades: 13
- Sharpe Ratio: −0.035
Description
Hi all,It's bear market so let's have a look at the misery index. Misery index = inflation(%) + unemployment (%)It's only possible to use this chart on the monthly (as misery index is updated monthly), but just for fun I added a strategy to it. If misery index increases you short and you go long when MI decreases.Enjoyp.s. the band is pretty cool too