A backtested swing trading strategy using two simple variables for short entries, with fixed holding periods. Built and tested on TLT – the ETF tracking long-duration U.S. Treasury bonds.
✅ 211 trades ✅ 0.47% average gain per trade ✅ 12% win rate ✅ Profit factor: 1.8 ✅ 4.3% annual return (CAGR) ✅ 26% market exposure ✅ Risk-adjusted return: 16% ✅ Max drawdown: -13%
You’ll get the full trading rules – ready to test and validate. Some example code for popular platforms is included. Want it? Just ask.
