Alpha strategy - simple version

Apple Inc.NASDAQ

Description

⋅ Jul 30, 2016 2:32 PM

This Strategy goes long when Sharpe Ratio is > 1 and Alpha against the S&P500 is generated. It exits when conditions break away. en.wikipedia.org/wiki/Alpha_(finance). Use on daily or 5min.

Comments

BreathingAmplitude

⋅ May 26, 2021 3:56 PM

You will get a higher ROI with a hold strategy. 11 trades in 15 years does not need an indicator ;_0

JayP2577

⋅ Sep 11, 2017 11:19 AM

does this repaint?

BreathingAmplitude

⋅ May 26, 2021 3:57 PM

@JayP2577, yes

lostsoul131991

⋅ Aug 2, 2016 5:13 PM

does this repaint ? anyone tried it ?

Niklaus

⋅ Jul 30, 2016 2:41 PM

Its designed for momentum stock and etfs to capture outperforming periods