Through The Stratosphere On The @NQ by Jay A. Leavitt, PhD
A system that gives you exceptional results is a keeper. But when you come up with one that gives even better results, it becomes a “keeper to the power of two.” Find out how this author came up with this stellar strategy.
In my November 2017 STOCKS & COMMODITIES article, “Trading The Tech Emini With The Leavitt Convolution,” I discussed my tech emini strategy, which showed a low percentage of time in the market, extremely low drawdown, and equally high yield.
Since then I’ve worked on what I call the stratosphere (STRAT) strategy, which hits tech emini (I’ll refer to that strategy as “TASC”) out of the ballpark and into the, you guessed it, stratosphere. And it doubles its RINA, which is a trade-based statistic that measures the efficiency of a trading system ...