TS: Hist. Vol. Ratio

78.52% strategy
performance

-64.21% buy&hold
performance

82% percentage
of winning trades

1.76 reward to
risk ratio

5.68% average
position return

-4.88% drawdown

A long strategy created by Kevin Shah on TrendSpider. Tested at 1,000 candles of U, Daily.

You can import this strategy into your TrendSpider account. Don't have TrendSpider? Create an account first, then import the strategy.

Chart type the strategy tested at: Candles. Market data: regular session. Trade by: open. Backtest results as of .

Entry Conditions

All of the following: # "Entry"
  D Historical Volatility Ratio (6, 100, 365, close) Crosses 1.5

Take Profit	Exit if gained more than 4%.
Trailing Stop	Trailing stop at 2%.
# Candles Passed	Exit after 3 candles, for any PnL.