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Nightclub
15 Year backtest results



Strategy
This is a conservative counter trend strategy.
The backtest had exceptional results on 'long only' trades, so we only execute 'buys' on Stabilitas.
The entries is automated and is triggered when GBPCAD ( a very range bound currency) moves out of range according to specific criteria.
Only one position is opened for profit. ( 0.01 for example)
If the profit is not achieved another position ( same size as the 1st position ; 0.01) is opened with the objective to breakeven.
If breakeven does not happen, and price moves against us, a final position is opened at 3 x the original size ( 0.03) with the objective to breakeven.
Expect returns of around 2% pm. The safety stop is set at 5%. ( Back test setting)
The trade size can be doubled up to produce 4% with a safety stop at 10%.
In the backtest we only had one event in 15 years where the safety stop was reached
Although our forward test data is limited, this strategy offers an exceptional risk : reward ratio and is suited for conservative minded clients.
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