If you answered yes to any of the above questions, the NDX100 Momentum Stock Portfolio is a perfect fit for you.
This system has an average profit per trade of 9.33% and a CAR of 13.36%
End of Day dividend adjusted data for Stocks in the Nasdaq100.
If employing a monthly rebalance the system had a 16% Maximum DD during the sample period.
The system produces an average of 41 trades per year with a maximum number of open positions capped at 25.
Open positions are held for an average length of 4 months.
Standard Bollinger Bands, ROC% and ATR indicators are all that you require.