A backtested short swing trading strategy built for XLP – the ETF tracking consumer staples. Uses five entry variables and two for exit. The average holding time is 2.7 days.
✅ 210 trades ✅ 0.3% average gain per trade ✅ 69% win rate ✅ Profit factor: 2.1 ✅ 2.1% annual return (CAGR) ✅ Only 6% market exposure ✅ Risk-adjusted return: 36% ✅ Max drawdown: -6%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
