Includes both the original low frequency strategy along with emergency long and short flips when futures premiums cross above or below set hline points.
-18 trades taken since 2017
-Max draw down < 30%
-14,987% return (150x)
notes:
considering separating these two strategies and building their own tools around them, or maybe even an all encompassing...
useful for entries and exits when paired with the 6h trend catcher. overlay is an exponential representation of the delta, while the lower script is the exact delta.
futures prices are aggregated, need to make some adjustments to smooth the futures prices near expiration
I don’t see 2018 lows being swept without a retest of 210 and as of now that seems to be unreasonably low. Expecting relatively equal lows off the 2018 level to build confidence at that level before its broken down mid to long term
-18 trades taken since 2017
-Max draw down < 30% (use 1.5x Leverage to be conservative)
-4,500% return using 100% account equity / 7,500% using 135% account equity
-90% of the returns happened in 2 trades
