SPXL Futures Strategy by timtr4d3
By timtr4d3
Performance Metrics
- Author: timtr4d3
- Symbol: AMEX:SPXL
- Timeframe: 1 day
- Net P&L: +464,016.95 USD (+4,381.44%)
- Win Rate: 59.6%
- Profit Factor: 3.071
- Max Drawdown: 24,359.40 USD (39.84%)
- Total Trades: 203
- Sharpe Ratio: 1.03
Description
Jan 11, 2022- Buy/sell signals for SPXL using futures momentum. - For real-time signals at close, use ES1! on 2 minute chart and sign up for real-time cboe mini futures data feed in tradingview. - All buys and sells are at near close of US RTH market at 4pm. - Best to use the script with other breadth signals to decide on trading strategy.- Script is compatible with SPY, SPXL, RSP, QQQ, TQQQ and many other SPX correlated tickers, however it’s primarily developed for SPX.Jan 11, 2022Release NotesUpdated chartJan 11, 2022Release Notesupdated chartJan 11, 2022Release Notesupdated chartJan 11, 2022Release Notesfixing issue with timeframe calculationJan 11, 2022Release Notesupdating chartMay 17, 2022Release Notes- added long and short sides for the strategy