Infinite Alpha - 2010

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Journal and performance tracking thread for Infinite Alpha

Style: Swing Trading, unidirectional (trades in the direction of the main trend)
Method: Fully systematic with manual EOD entry execution, Profit target and Stoploss automatic intraday
Instrument: TNA (stock indicies)
Holding period: 10-15 days
Profit target: Fixed +20%
Stoploss: Fixed -15%

 

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Are there backtest performance data for this fully automated alpha generator?

 

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Backtest of all trades since the start in April last year.

361% return in 11 months on 10 trades, 9 wins and 1 loss. 90% win ratio.