Last week we discussed seven of our Top 7 Trading Systems for the Nasdaq futures for post-election and into 2025.
This includes the following seven strategies: Gap Continuation 2020
V-Reversal 2024 Long-Short AT 2022 TICK Wave OPV Short Only Momentum Reversal Mirror 2020
We start with the Two Strategy Portfolio: Gap Continuation 2020 V-Reversal 2024 Long-Short
Followed by a Three Strategy Portfolio:
Gap Continuation 2020
V-Reversal 2024 Long-Short
AT 2022
Followed by the Seven Strategy Portfolio: Gap Continuation 2020 V-Reversal 2024 Long-Short AT 2022 TICK Wave OPV Short Only Momentum Reversal Mirror 2020
There are multiple combinations and ways any of these seven strategies can be combined. We also discussed the EVP-1 NQ strategy last week, which is more high frequency. We did not include it in the portfolio selections today.
We analyze the portfolios combined equity curves and drawdown curves as well as the individual reports. The Portfolio Trader allows us to see the combined average traded profit. We used a slippage and commission factor of $25 per round turn trade and still see an average trade profit of $175, going back to January 2020. These results are based on hypothetical performance.
We also dive into the correlation matrix in Multicharts based on hourly, daily, weekly, and monthly results.
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