Looking for strategy that follows the trend

Couple simple definitions applicable for any time frame:

Trend following system - price goes in certain direction, you enter the SAME direction and hope that price will go further in that direction.

Mean reversion system - price goes in certain direction, you enter the OPPOSITE direction and hope that price will revert.

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My signal International ETF follows the trend. In an uptrend it mechanically positions sizes up and in an downtrend it goes to a larger position of cash. The strongest month of this year March it beat the S+P-500 by a full percent.

The difficulty currently is yesterday I had 2 ETF’s that split. That threw a wrench in C2 and the calculation is way off. After repeated attempts thru the help email nothing is yet fixed. Please take a look at the signal in a couple of days. Maybe by then it will be fixed.

YOu can take a look my intraday trend strategy.

Thanks
Amarish

Thanks a lot to everyone -I’m doing my dd’s on systems that provided…

Hey Paul,

My strategy follows the intraday trend - see below:

-Paul

Hey Paul,

Not sure if you are still on C2 but have a look at my system, I think it could spark your interest. https://collective2.com/details/113662886

My system is even called trend following. :slight_smile:

Let me know if you have any questions about it.

It is good to see strategies which emphasize high avg. win to avg. loss ratios rather than high win ratios. These are the strategies which almost always win out in the long run over those which start with high win ratios. Unfortunately, C2 in its prominent statistical display seems to emphasize high win ratios without even showing avg. win to avg. loss ratios.

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I do consider all of my strategies at some level to be trend following, but more particularly:

Traditional trend following systems come with a drawdown that is well beyond what the market on Collective2 can handle. Thus, why high win rate players and less sustainable systems are the most to be introduced. That’s a point that Karl brought up, and it’s a good one.