A short-only swing trading strategy backtested on the IWM ETF tracking the Russell 2000 index – designed to capitalize on market pullbacks with minimal exposure. This was our monthly trading edge for April 2024.
✔️ 167 trades ✔️ 0.6% average gain per trade ✔️ 65% win rate ✔️ Profit factor: 2.3 ✔️ 3.9% annual return (CAGR) ✔️ 4% market exposure ✔️ Risk-adjusted return: 86% ✔️ Max drawdown: -11%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
