Table Of Contents
show
Market
S&P 500
Security
@ES
Profit Factor: 4,2
Avg Trade: $850
Winning Trades: 80%
Trades: 50
Catching Pullbacks In Index Futures
The edge has a very healthy profit factor of over 4 and a winning percentage of 80%. It could probably be a nice start on a swingtrading strategy, since it uses a somewhat unusual logic.
The edge is composed of:
- A Pullback Filter
- A Momentum Filter
- A Regime Filter
- An Indicator-Based Exit
