+12.9%
Total Return
-15.8%
Max Drawdown
1
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0
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Equity Curve
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About this strategy
This strategy employs a multi-indicator mean reversion approach targeting Nasdaq 100 stocks. It uses index-level RSI (14) and MACD as entry filters—initiating long positions when the index is oversold (RSI ≤ 40) and MACD signal line turns bullish (≥ 0). Individual stock selection is ranked by RSI (14), favoring stronger momentum. Position exits occur on two schedules: weak RSI performers exit every 2 days, and high Bollinger Bands width (volatility spike) exits every 2 weeks. Daily stop-loss (5%) and take-profit (10%) provide risk management. The strategy rebalances weekly with a 10-position portfolio, designed to capture oversold bounces while managing drawdown through multi-timeframe exits
Recent Trades (last 50)
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