This is a short term setup with rules that have stood the test of time. All entry prices are sent out to subscribers the night before and exit rules are clearly defined. An automated email alerts subscribers when trade entries are initiated during the trading day. The trade setups typically last 2-3days and have high win rates with a high expectancy.
Sharpe Ideas – These are performance measures based on all trades.
- Variant 1 has a 77.3% win rate since 1991, on average 65 trades per year, the median monthly trade amount is 4 trades. Winning trades averaged 11.3% return , the average losing trade lost -7.2% the net average of all trades is a 7.1% profit.
- Variant 2 has a 85.9% win rate since 1991, on average 75 trades per year, the median monthly trade amount is 6 trades. Winning trades averaged 9.7% return , the average losing trade lost -7.1% the net average of all trades is a 7.4% profit.
- Sharpe Shorts have a 93.2% win rate since 1991, on average 8 trades per year, the median monthly trade amount is 3 trades. Winning trades averaged 14.7% return , the average losing trade lost -4.4% the net average of all trades is a 13.2% profit.
It would be nearly impossible to take every trade that the system has recorded for example in October 2008 there was 480 trades and in August 2011 there was 366 trades! During months when the major indices get to very oversold levels the system would have a very large number of positions on at the same time and it would be impossible to know how much money to put in each position.
If you invest in 1 position at a time the system is very simple to trade. Below are the results of trading the Sharpe idea setup based on staying invested in only 1 position at a time. From the year 2003 to the end of 2012 the system would have turned $10,000 into $3,050,350 , this is a 78.9% annualized growth rate.
Below are performance measures based on only 1 position at a time.
For a list of all trades since 2003 , click here.
For details and tips on trading this strategy, click here.
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