Volatility Strategies Program With Quantified Strategies

This bundle consists of three strategies that can be labeled volatility trading strategies. The idea and logic work in a variety of assets.In all our bundles you will find both Amibroker code, Tradestation code, and the strategy written in plain English. The strategies are long-only due to the nature of the index.2 strategies are not published anywhere on our websiteThese strategies are long-only due to the nature of the index backtested.Volatility strategy 1Strategy and performance metrics:#trades: 202Average gain per trade: 0.92%CAGR: 6.2%Time spent in the market: 10%Max drawdown: 23%Risk-adjusted CAGR: 62%Win rate: 82%Max consecutive losers: 3Max consecutive winners: 13Profit factor: 2.6Sharpe Ratio: 2.3Volatility strategy 2Strategy and performance metrics:#trades: 296Average gain per trade: 0.77%CAGR: 7.8%Time spent in the market: 14%Max drawdown: 16%Risk-adjusted CAGR: 54%Win rate: 76%Max consecutive losers: 4Max consecutive winners: 11Profit factor: 2.7Sharpe Ratio: 2.3Volatility strategy 3Strategy and performance metrics:#trades: 252Average gain per trade: 0.,8%CAGR: 6.8%Time spent in the market: 9%Max drawdown: 15%Risk-adjusted CAGR: 72%Win rate: 79%Max consecutive losers: 2Max consecutive winners: 14Profit factor: 2.9Sharpe Ratio: 2.7