RetailTraders

Trading Strategies For Retail Traders

Please note: None of the strategies listed in this section has been coded or disclosed in a social trading platform. The strategies are proprietary and were not data mined but instead based on sound hypotheses about price action behavior and formation of anomalies in short-term and longer-term timeframes.

Strategy Trades Timeframe Strategy Type
MR5 SPY (UPRO) Daily Long-only Mean-reversion

The MR5 strategy is not for sale but the signals are offered are part of the Mean-reversion signal service. 

Performance for 2017 as of  close of October 30, 2017

Strategy Net Return* Max. DD Win rate Trades
MR5 (in SPY) +9.1% -1.3% 93.3% 15
MR5 (in UPRO) +17.3% -2.6% 87.5% 16

*Performance is net of $0.01 per share commission with no leverage and it is not annualized.

For the performance of the MR5 strategy since the financial crisis bottom click here.

For 2016 performance of MR5 strategy click here.

Below are results of backtested performance from SPY inception to 12/31/2016. All backtests are based on fully invested equity and commission of $0.01 per share.

 

Parameter MR5 B&H 
CAR 8.74%  9.23%
Return 646%  773%
Max. DD -26%  -55%
Sharpe 0.61  0.50
Sortino 0.95  0.80
Exposure 42%  100%
Win rate 70%  –
Profit factor 1.80  –
CAR/MaxDD 0.34  0.17
Total trades 490  1
Avg. Bars in trades 6  –
Avg. Profit% 1.41%  –
Avg. Loss% -1.89%  –
Avg. Profit/Loss% 0.43%  –

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.