Backtest of Mountain Trading - NDX Rotation Strategy
Strategy Logic
Strategy Logic
The model trades the Nasdaq 100 holding a maximum of 5 positions at once. Positions are held one (1) month. Positions are sold at market open if stop loss has been hit or max holding time has been reached. On average there are 5 to 7 positions per month if system is actively trading stocks. During periods of market uncertainty when stocks are out-of-favor (based on the strategy criteria) all positions are sold and the entire portfolio is moved into cash or a cash equivalent (gold, bonds, etc.)
Strategy Watchlist
Nasdaq 100
Money Management
20% of equity per position, no margin, 5 symbols held max
About the Strategy Developer
Gary has been investing for 20 years, actively for the past 10. He's spent the last 5 years developing his own strategies and developing his own backtesting software. Gary is currently trading this system with his own money, live. He has it fully automated -- his backtesting software generates the trade signals daily and sends them to the Alera Portfolio Manager to execute the trades with IB via their API.
Backtest Assumptions
Strategy Metrics
Charts