On the first image on the left you can see equity curve of
strategy: buy open/ sell close. On the right you can see equity
curve with drow down curve for buy close sell open.
On the second image you can see statistics and market regimes
for buy close/sell open strategy.
I add also graphs for yearly, monthly, weekly and daily
statistics. On graphs there are also comparison between strategy
and index yields. As you can see from market regimes there are only
periods with very low volatility with negative yield (loss).
I will try to program the following : buy-> close[1]/sell
-> open//short ->open/cover ->close. I think it will be
stellar :-)
If somebody interested I can send trade list for further
analysis!
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... and Oscar goes to
Updated Statistics showing the market makes most of its gains on gaps
Posted by iz_bs on 28th of Jun 2017 at 01:07 pm
... and Oscar goes to .... GDX .
On the first image on the left you can see equity curve of strategy: buy open/ sell close. On the right you can see equity curve with drow down curve for buy close sell open.
On the second image you can see statistics and market regimes for buy close/sell open strategy.
I add also graphs for yearly, monthly, weekly and daily statistics. On graphs there are also comparison between strategy and index yields. As you can see from market regimes there are only periods with very low volatility with negative yield (loss).
I will try to program the following : buy-> close[1]/sell -> open//short ->open/cover ->close. I think it will be stellar :-)
If somebody interested I can send trade list for further analysis!