3 Short Selling Strategies -Trading Strategy Bundles Buy Quantified Strategies

11,454.00

Sale page, Archive, Total size: 207 KBThis short-selling strategy bundle consists of three short strategies. The idea and logic work in a variety of assets, not only the three different below. Entries are on the close or the next open (and the same for exits).The bundle comes with trading rules in plain English and code for Amibroker and TradeStation/EasyLanguage (we also have it in TradingView/Pine Script but we provide no guarantees that it works properly).Short strategy 1The backtest below is done on S&P 500 (SPY or @ES):Strategy and performance metrics:#trades: 125Average gain per trade: 0.72%CAGR: 2.9%Time spent in the market: 7%Max drawdown: 11%Risk-adjusted CAGR: 40%Win rate: 66%Max consecutive losers: 7Max consecutive winners: 16Profit factor: 2.1Sharpe Ratio: 1.7Short strategy 2The backtest below is done on XLP (consumer staple ETF):Strategy and performance metrics:#trades: 220Average gain per trade: 0.3%CAGR: 5.3%Time spent in the market: 5%Max drawdown: 4%Risk-adjusted CAGR: 38%Win rate: 71%Max consecutive losers: 7Max consecutive winners: 20Profit factor: 2.4Sharpe Ratio: 2.1Short strategy 3The backtest below is done on SMH (semiconductor ETF):Strategy and performance metrics:#trades: 188Average gain per trade: 1.24%CAGR: 10.1%Time spent in the market: 11%Max drawdown: 22%Risk-adjusted CAGR: 91%Win rate: 71%Max consecutive losers: 4Max consecutive winners: 19Profit factor: 2.1Sharpe Ratio: 2.1