This is a continuation of Thursday’s TLT post and will kick off a number of studies I will profile that may provide the basis for a robust, risk adverse quantitative model for trading TLT. The idea here is to assemble a basket of non-correlated trading tactics focused on TLT that may or may not deliver concurrent buy and sell signals but that, in the final analysis, will feature low drawdowns and a consistently upslope equity curve.
Two years ago I published a series of Trade Station studies for IWM and the QQQQs which I termed my “Dirty Dozen”. These current studies are in a similar vein although market conditions have mutated since then and parameters have been added, adjusted and refined in an attempt to accommodate those dynamics. In the past I freely posted the TS code for these systems, but that will not occur in this go – around.
This Spring I intend to make a consolidated basket of system code available to the retail market including the long awaited Project Z and its new spin off Project Zero and this series of posts is merely an attempt to introduce traders to the underlying assumptions and variables within the systems basket. Today’s system highlights a system I term the ”3 Day Tripper” and tomorrow I’ll explore it’s unique strengths and weaknesses.
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