#TrendFollowing #TOP10 WK 08 SELL F+X $CNYUSD=X $CHFUSD=X $GC=F $EURUSD=X

2021-02-23
4 Views

TRENDTOP-10-Summaries for F+X
Symbol
SRSI
Sharpe
H30
H30W
SAR
FLIP
Noise
Signal
CNYUSD=X
78
1.70
6
5
0.16
92
1.00
2.00
CHFUSD=X
63
0.46
6
3
1.13
66
1.00
4.00
GC=F
76
-1.11
17
12
1888.18
-32
1.00
6.00
EURUSD=X
100
-1.59
6
3
1.22
32
1.00
6.00

Parameters
SRSI
Sharpe
H3
Historic 30-Day Volatility
H3W
Historic 30-Day Total Return Volatility
SAR
Flip
% of Days in a single trend [-100%…+100%]
Noise
Signal

Links to our research:
Trend Trading Explained (Jun 2020))
Power Assisted Trend Following (Feb 2020)
The Power of Growth Stocks (July 2020)
The Philosophy of Trend Following (Mar 2020)

Stock Links to Yahoo, Google, Marketwatch & Stocktwits:

MarketWatch
YahooFinance
GoogleFinance
StockTwits

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