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pedrodmalves

Systematic Momentum strategy v 1.0

pedrodmalves  
Oscillators Volatility Trend Analysis investment long-only ETF index systematic strategy risk-reward
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oscillator volatility trendanalysis investment long-only etf index systematic strategy risk-reward
Systematic Momentum strategy v 1.0

This is a long-only strategy optimized taking into consideration the underlying's momentum and volatily.

Long story short it opens positions when the momentum is highest and the risk is lowest and closes the same position when the risk-to-reward is no longer optimal.

How to use:

-> To be used on an Index or a tracker ETF

-> Position sizing should be set up to 100% of the portfolio

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