Performance Review for Global Algorithmic Trading Software (GATS30) Strategy 4: Global Intraday Swing Trader (June 24, 2024)

Performance Review for Global Algorithmic Trading Software (GATS30) Strategy 4: Global Intraday Swing Trader (June 24, 2024)

Overview

The Global Algorithmic Trading Software (GATS30) Strategy 4: Global Intraday Swing Trader is designed to leverage technical indicators and automated trading rules to optimize trading performance across multiple financial markets. As of June 24, 2024, the performance data shows significant gains and successful trade executions, demonstrating the strategy’s effectiveness.

Key Performance Metrics

  • Gross Profit: $1,588,867.67
  • Gross Loss: $618,132.97
  • Total Net Profit: $970,734.70
  • Profit Factor: 2.57
  • Expected Payoff: $3,406.09
  • Absolute Drawdown: $41,098.52
  • Maximal Drawdown: $198,382.66 (15.87%)
  • Relative Drawdown: 76.32% (189,787.17)

Trade Statistics

  • Total Trades: 285
  • Short Positions (won %): 78 (67.95%)
  • Long Positions (won %): 207 (73.91%)
  • Profit Trades (% of total): 206 (72.28%)
  • Loss trades (% of total): 79 (27.72%)
  • Largest Profit Trade: $216,965.09
  • Largest Loss Trade: -$93,018.02
  • Average Profit Trade: $7,712.95
  • Average Loss Trade: -$7,824.47
  • Maximum Consecutive Wins ($): 36 ($141,656.14)
  • Maximum Consecutive Losses ($): 11 (-$53,157.10)
  • Maximal Consecutive Profit (count): $1,181,100.18 (23)
  • Maximal Consecutive Loss (count): -$198,382.66 (4)
  • Average Consecutive Wins: 8
  • Average Consecutive Losses: 3

Strategy Enhancements

To ensure robustness and continued success, the following elements are integrated into the strategy:

  1. Trend Identification:
    • EMA 25, EMA 50, EMA 100, and EMA 200 for trend determination.
    • Color-coded EMA Zones for visual market structure.
  2. Momentum and Trade Signals:
    • MACD (8, 13, 5) for momentum.
    • ADX above 20 for trend strength.
    • RSI between 30 and 70 to avoid overbought/oversold conditions.
    • Stochastic (14, 3, 3) for entry/exit points.
  3. Risk Management:
    • ATR-based stop-loss.
    • Trailing stops using Dynamic Adaptive ATR (DAATS).
  4. Global Standard Initial Stop Loss (GSISL):
    • 200-period ATR multiplied by 17 to manage rollover spread risks.
    • Manual adjustments during trade progression for stop-loss refinements.

Results Interpretation

The strategy’s high profit factor of 2.57 indicates that the strategy generates more than double the profit for every dollar risked. The significant net profit and high winning trade percentages reflect the robustness of the strategy.

Areas for Improvement

  • Enhancing Sell Strategies: Refining the criteria for short trades to increase their win rate.
  • Trade Execution Timing: Fine-tuning entry points to optimize trade execution.

About the Author

Dr. Glen Brown is the President & CEO of Global Accountancy Institute, Inc., and Global Financial Engineering, Inc. With a Ph.D. in Investments and Finance, Dr. Brown has over 25 years of experience in the financial markets. He is a renowned expert in trading strategies, risk management, and financial education. His innovative approaches and in-depth knowledge have empowered traders and investors worldwide. Dr. Brown’s dedication to continuous learning and innovation shapes the future of finance and investments.

General Disclaimer

Trading financial markets involves risk, and it is important to understand these risks before engaging in trading activities. This strategy and its content are for educational purposes only and do not constitute financial advice. Past performance is not indicative of future results.


Conclusion

The Global Algorithmic Trading Software (GATS30) Strategy 4: Global Intraday Swing Trader has demonstrated significant success. With continual refinements and robust risk management, it presents a compelling tool for optimizing trading performance across various financial markets.

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