I have just included a new trading system called ETF Pullbacks for the course Hedge Fund Trading Systems Part Two.
This is a very simple mean reversion system with a high win rate of over 70% and an average trade duration of 7 days.
It trades a selection of 25 liquid ETFs and is based on eight years of out-of-sample performance. It is also provided with full Amibroker code.
Members of Access All Areas get complimentary access to this new system.
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Joe Marwood is an independent trader and the founder of Decoding Markets. He worked as a professional futures trader and has a passion for investing and building mechanical trading strategies. If you are interested in more quantitative trading strategies, investing ideas and tutorials make sure to check out our program Marwood Research.
This post expresses the opinions of the writer and is for information or entertainment purposes only. It is not a recommendation or personalised investment advice. Joe Marwood is not a registered financial advisor or certified analyst. The reader agrees to assume all risk resulting from the application of any of the information provided. Past performance, historical or simulated results are not a reliable indicator of future returns and may not account for real world settings. Financial trading is full of risk and margin trading can lead to financial losses totalling more than what is in your investment account. We take care to present accurate analysis but mistakes in backtesting and presenting of analysis regularly occur. Please read the Full disclaimer.
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