This package includes 6 interesting strategies on Dax (GX), S&P 500 E-mini (ES), Copper (HG) and Gold (GC). The strategies on the Dax can of course be scaled down to the Dax Mini Future (GXM). In this case, divide the results by 5. The strategies on gold (GC) are possible in the micro. Here you have to divide by 10.
The table below shows the results of the basket with all 6 strategies back to 1/1/2007 (as of 12/16/2022)
The Dax and ES strategies correlate a bit, since both are only long strategies and act overnight.
2 gold strategies are based on a long seasonality towards the end of the week and therefore correlate. This should be taken into account in the RMM.
In the videos I show my approach to strategy development and how I trade the strategies. In 3 additional videos I show what seasonalities are, how I can track them down and convert them into strategies.
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.