Zig Zag NQ - In Sample, Out of Sample Parabolic Equity Curve
- Capstone Trading
- Oct 21, 2022
- 1 min read
Zig Zag NQ is a brand new strategy that is calling all the moves right now. It doesn't work prior to May 2021. It was developed between May 2021 and May 2022 and the out of sample performance since then is better than its in sample performance.
This is the type of strategy to trade in a market that moves back and forth or in a zig zag pattern.
This strategy trades differently than most of my other strategies and every time I see a signal, I think, that will be a loser. I've been wrong a lot lately as this strategy is counter intuitive.
I haven't traded it live but am hesitant since it doesn't work prior to May 2021. I may phase in though if it ever hits 2 or 3 losers in a row or a 4k drawdown.
It is included with our Stock Index Portfolio 20.
Comentarios