Summary Of Strategy Performance in 2017

This is a summary of Price Action Lab Blog strategy performance in 2017.

All performance results are based on backtests from January 3, 2017 to December 29, 2017 and are net of $0.01 per share commission. There is no leverage, no hidden filters, no look-ahead bias.

Strategies for traders

Strategy Return Max. DD
MR5 (in SPY) +10.3% -1.3%
MR5 (in UPRO) +32.6% -3.8%

Click here for more details and performance charts.

Strategies for longer-term investors and position traders

Strategy Return Max. DD
ADAPT SPY 21.3% -2.6%
ETF4R 13.2% -0.5%

Click here for more details and performance charts.

Strategies for hedge funds 

Strategy Return Max. DD
MRSP100 9.4% -3.6%
MRDOW daily 9.2% -1.2%
MRDOW weekly 14.0% -1.9%
FLUXSP100 14.5% -3.3%
FLUXDOW 9.8% -1.8%
Long/Short DOW 11.3% -3,43%
Long/Short DOW weekly 13.4% -1.3%

Click here for more details and performance charts.

Disclaimer: The strategies are provided as educational trading tools for informational purposes only and do not constitute investment advice. We do not warrant the accuracy, completeness, fitness or timeliness for any particular purposes of any strategy. Under no circumstances the strategies should be treated as financial advice. Before subscribing please read our Disclaimer and Terms and Conditions.

Copyright notice: Any unauthorized copy, reproduction, distribution, publication, display, modification, or transmission of any part of this report is strictly prohibited without prior written permission.

This entry was posted in Trading Strategies and tagged , , , . Bookmark the permalink.

Leave a Reply