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