SPY Predator #38

livetest


Strategy Description:

SPY Predator is a long-only predictive short-term trading strategy on SPY US equity. The strategy continuously estimates the trend of S & P index and makes trade decisions that yield the highest potential profit. It is a low-to-mid frequency strategy with holding period ranging from hours to days. It might carry positions overnight. Implement on trading account without leverage. A portfolio level stop loss of 4%.

Asset Class:

Trading Instruments:

Supported Brokers:

Trading Requirements:



Cumulative Return:



Transactions on --:


Timestamp Symbol Buy/Sell Price






Performance

  • Score --
  • Trading Days --
  • Sharpe Ratio --
  • Sortino Ratio --
  • Volatility --
  • Ann. Return --
  • Max. Drawdown --

Estimated Annual Income

  • Initial Capital (HK$)
  • Algo Subscriber --
  • Algo Provider --
  • Total --

Exposure

  • Long --
  • Short --
  • Cash --

Asset Allocation