This strategy pack includes 7 breakout strategies. Markets traded are Platinum (long and short), Gold (long only), Gasoline (long only), Natural Gas (long and short), Soybeans (long only), Heating Oil (short only) and Crude Oil (short only) . The 2 short strategies in RB and CL are of course correlated and this has to be taken into account in the RMM. The strategies in NG, GC and CL can be scaled down.
The table below shows the results of the basket with the 7 strategies back to 1/1/2007 (as of 12/16/2022).
In the videos I show my approach to strategy development and how I trade the strategies. In 2 additional videos I show what breakouts are and how to track them down.
My strategies are always very simple. I don't want to trade anything complicated and stay as close to the basic effect as possible. From experience I know how far I can go in programming. In general, the following applies: "The more indicators and unknowns you build into the strategy, the more unstable the strategy will become! Keyword: Overfitting!"
I also offer 1 Skype session to answer any questions about the strategies.