This strategy blends two complementary approaches—trend following and mean reversion—into one robust system. Backtested on the QQQ ETF, it demonstrates how combining different edges can enhance performance and reduce risk.
✔️ 99 trades ✔️ 4.4% average gain per trade ✔️ 66% win rate ✔️ Profit factor: 3 ✔️ 15% annual return (CAGR) ✔️ 72% market exposure ✔️ Risk-adjusted return: 21% ✔️ Max drawdown: -32%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
