A hybrid strategy that combines a long-term trend-following approach with a short-term mean reversion component. Backtested on both SPY and QQQ ETFs, with a stronger equity curve for SPY. Trades are entered at the close (or optionally the next open for slightly better results).
✔️ 237 trades ✔️ 1.8% average gain per trade ✔️ 51% win rate ✔️ Profit factor: 3.2 ✔️ 14% annual return (CAGR) ✔️ 79% market exposure ✔️ Risk-adjusted return: 17% ✔️ Max drawdown: -50% (SPY: -21%)
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
