McClellan Oscillator Strategy by sparrow_hawk_737
By sparrow_hawk_737
Performance Metrics
- Author: sparrow_hawk_737
- Symbol: AMEX:SPXL
- Timeframe: 1 day
- Net P&L: +92,774,783.79 USD (+92,417.38%)
- Win Rate: 70.2%
- Profit Factor: 36.224
- Max Drawdown: 1,036,218.15 USD (20.10%)
- Total Trades: 47
- Sharpe Ratio: 0.261
Description
Mar 23, 2021Buy and sell programs when 5 day EMA goes above and below zero, respectively.Useful for LEVERAGED ETF trading such as SPXL, TECL, FNGU, etc. Not so much for general portfolio holdings. Apr 3, 2021Release NotesChanging the strategy to use exponential moving average crossovers.Apr 3, 2021Release Notes...Apr 3, 2021Release NotesAdd option to de-lever exposure when volatility is high. Apr 3, 2021Release NotesChange volatility to use closeApr 8, 2021Release NotesIncreased profit and loss a lot .... Apr 22, 2021Release NotesImprove PnL by changing RANA moving averages. Apr 27, 2021Release NotesImprove PnL moreMay 3, 2021Release NotesAdd roll yield to help filter sell signals Sell everything in the middle of October before US presidential elections. May 4, 2021Release NotesAdd IWM > SMA(20) buy signal