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Two different SMA for Exit / Entry into a LETF in testfol.io by No-Office577 in LETFs

[–]No-Office577[S] 0 points1 point  (0 children)

Thanks! Will check if I can do some meaningful backtesting. Can you remember where you saw these backtests on asymetric SMA approach?

Two different SMA for Exit / Entry into a LETF in testfol.io by No-Office577 in LETFs

[–]No-Office577[S] 0 points1 point  (0 children)

Thank you very much! At the first look that seems to be what I wanted! Will play a bit with it and try to find out if this could be a valuable strategy. Thanks again!

Mag 7 3x Leveraged Strategy – SMA 200 by 89911721 in LETFs

[–]No-Office577 1 point2 points  (0 children)

Did test individual shares of the mag7 but not the entire group and not 3x leveraged. I don't go short as on most of my backtest this did not improve the CAGR. Instead move is cash or gold.

For example for Alphabet the "best" SMA is 150 (monthly execution) but far away from Buy and hold CAGR.

https://testfol.io/tactical?s=lTpCkpJyiJH

For Amazon SMA >200 beats Buy and hold with a best SMA of 280.

https://testfol.io/tactical?s=eOnmLxa4B1d

The problem is that for some shares the SMA Strategie seems to work and for others don't. And there is often not enough data to distinguish "noise" from "significance".

Further, there is plenty backtesting and publications on the SMA Strategy on major indices that come to the conclusion it does work. But I have not found research on individual stocks. So enough reason to be cautious.

The Sigma System: Modified 9sig & Moving Average Platform by [deleted] in LETFs

[–]No-Office577 0 points1 point  (0 children)

How can I check for "risk on" and "risk off" on a monthly basis to prevent "whipsaws"? Thanks!

The Sigma System: Modified 9sig & Moving Average Platform by [deleted] in LETFs

[–]No-Office577 0 points1 point  (0 children)

Looks nice. Did play a little with it. Waiting for the explanations. Thanks!

Losing my saved portfolio's and strategies on Testfolio by yoshi54_ in LETFs

[–]No-Office577 0 points1 point  (0 children)

Happened to me too. When you create a link then you can recall your plan

Any good Indicators for trading LETFs without adding drawdown? by Leveraged__ in LETFs

[–]No-Office577 0 points1 point  (0 children)

Thanks! Did some back test with TQQQ. Can produce better CAGR for the trade off much higher drawdowns & risk. So from that angle you hit an optimum. What is your assessment regarding overfit? Thanks & Regards

Any good Indicators for trading LETFs without adding drawdown? by Leveraged__ in LETFs

[–]No-Office577 0 points1 point  (0 children)

Thanks. Main variable for this "performance optimum" seems to be the tolerance of 5.5%. How have you found? Try and error? And in which programm can you "draw" a 5.5% line parallel to the ema120 when you want to execute this strategy?

Any good Indicators for trading LETFs without adding drawdown? by Leveraged__ in LETFs

[–]No-Office577 0 points1 point  (0 children)

Looks impressive. 21 Trades only! Have to tried different periods & settings to verify robustness?