TS: Rate of Change

442% strategy
performance

412% buy&hold
performance

41% percentage
of winning trades

4.43 reward to
risk ratio

2.67% average
position return

-21.03% drawdown

A long strategy created by Kevin Shah on TrendSpider. Tested at Shallow (2,000 candles) of AAPL, 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 Rate Of Change (20, close) Crosses ↗ 0

Any of the following: # "Exit"
  D Rate Of Change (20, close) Crosses ↗ 30
  D Rate Of Change (20, close) Crosses ↘ 0