FTSE Santa - Late Dec 12d (Optimised Exit) — Strategy by 1929TRA
By 1929TRA
Performance Metrics
- Author: 1929TRA
- Symbol: IG:FTSE
- Timeframe: 1 day
- Net P&L: +12,679.38 GBP (+12.68%)
- Win Rate: 86.7%
- Profit Factor: 35.156
- Max Drawdown: 718.42 GBP (0.69%)
- Total Trades: 30
Description
Simple Santa Rally Strategy. Once a year, in late December, it waits for a sensible (non-spiky) day to get long FTSE, then either stops out around −4%, gets trailed out in profit if it rallies, or exits after about 12 trading days.