Castleharp
Newbie
- Messages
- 6
- Likes
- 0
The concept
Trade long/short in very liquid US stocks.
Every day generate approx 0-10 trades.
Average holding period 10-15 days.
Risk per trade set at 4%.
Targeting a daily win ratio of 50% with a 2:1 reward/risk ratio.
Trades entered using days Volume weighted Average price (VWAP)
Trades closed also using VWAP
Aim
For each days trading to generate an average positive return of 0.06% to -0.08%.
Purpose
To demonstrate R/R is more important than win rate. Can make decent return even if wrong half the time.
Starting trade date 1 August
Comments welcome, thanks.
Trade long/short in very liquid US stocks.
Every day generate approx 0-10 trades.
Average holding period 10-15 days.
Risk per trade set at 4%.
Targeting a daily win ratio of 50% with a 2:1 reward/risk ratio.
Trades entered using days Volume weighted Average price (VWAP)
Trades closed also using VWAP
Aim
For each days trading to generate an average positive return of 0.06% to -0.08%.
Purpose
To demonstrate R/R is more important than win rate. Can make decent return even if wrong half the time.
Starting trade date 1 August
Comments welcome, thanks.
Last edited:
