Reverse Momentum Strategy
Uses intraday momentum extremes to predict a reversal in short term trend. It will generate entry levels at either the close or limit orders away from the market. Take profit levels have targets predetermined and stops are based on an ATR metodology.
Approximate Trades per week 6 Approximate Annual Return 30
Monthly Fee $0 Annual Fee $0
Signals Performance Stocks Forex Options All
Avg Monthly P&L 0% -3.6553% 0% -3.6553%
Closed Signals 0 15 0 15
Risk Reward Ratio 0 0 0 0
Efficiency Ratio 0 -1.3699 0 -1.3699
Open P&L 0% 0% 0% 0%
Current Month Close P&L 0% 0% 0% 0%
SFO Rating 0 0 0 0
Avg Signal Open Time 2 d 15 h 2 d 15 h
Total Closed P&L 0% -7.3105% 0% -7.3105%
Avg Signals per Week 0 2 0 2
Profitable Signals 0% 0% 0% 0%
Average P&L 0% -0.4874% 0% -0.4874%
Total Used Margin 0 0 0 0
Months Active 0 0 0 0
SFO Rating with Inactive 0 0 0 0