A classic long-term trend-following strategy using the 200-day moving average – with a small twist for improved performance. Backtested on the SPY ETF tracking the S&P 500.
✔️ 81 trades ✔️ 6.4% average gain per trade ✔️ 50% win rate ✔️ Profit factor: 2.9 ✔️ 6.9% annual return (CAGR) ✔️ 70% market exposure ✔️ Risk-adjusted return: 9.9% ✔️ Max drawdown: -22% (Buy & Hold: -55%)
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
