-0.5%
since 12/30/2017
-
Ø-Perf. per year
-
Performance (1yr)
-
Volatility (1yr)
-
Return/Risk
Portfolio chart
DetailsFeed
Trading Idea
This strategy follows a swing trading approach for highly liquid US stocks. The average holding period is 10 days. The strategy will occasionally hedge with a leveraged inverse S&P 500 ETF. The strategy is fully mechanical and based on pattern recognition without any discretionary inputs.
Master data
Symbol
WF0USSWING
Date created
12/30/2017
Index level
-
High watermark
100.2