ATCOTrader (@atcotrader) 's Twitter Profile
ATCOTrader

@atcotrader

Systematic trading with a discreationary touch.

ID: 1715356114114564096

calendar_today20-10-2023 13:15:51

484 Tweet

75 Followers

81 Following

ATCOTrader (@atcotrader) 's Twitter Profile Photo

Breakout strategy with two entry conditions and with regim filter. CAGR 17,67% Max DD -18,61% (Tested on survivorship-bias free data which was 11618 stocks in total.) Not as good as Niv Goren backtest of Kullamägi breakout, but I'm getting closer I think.

Breakout strategy with two entry conditions and with regim filter.

CAGR 17,67%
Max DD -18,61%
(Tested on survivorship-bias free data which was 11618 stocks in total.)

Not as good as <a href="/hackertrader/">Niv Goren</a> backtest of Kullamägi breakout, but I'm getting closer I think.
ATCOTrader (@atcotrader) 's Twitter Profile Photo

EP strategy on daily timeframe CAGR 17,55% Max DD 14,67% Tested on survivorship-bias free data from 2015 to 2025. 1% risk per trade in simulated portfolio, meaning compounding effect is included. Slippage and commission included.

EP strategy on daily timeframe

CAGR 17,55%
Max DD 14,67%

Tested on survivorship-bias free data from 2015 to 2025.

1% risk per trade in simulated portfolio, meaning compounding effect is included.

Slippage and commission included.
Nick Schmidt (@nickschmidt_) 's Twitter Profile Photo

No serious trader celebrates a win. It’s just another trade… part of the process. If your timeline is celebrating, that’s a red flag and you’re following the wrong people.