High Volatility and Automated Strategies

Have they gained or lost?


Strategy performance in highly volatile markets
How does volatility affect the results of trading strategies? Quite well. We checked our strategies in recent weeks during the peak of volatility due to Coronavirus. It turned out that both trend following strategies and one mean reversion strategy have gained. Of course, this is only a short period with not many transactions, but most of them were profitable!

And now a handful of details. How were the strategies doing from February 15 to April 23.


Advantage Trader
• Profit: $19 250
• Number of Trades: 9


WTI 60 min
Close

Performance Report with Strategy Settings


Advantage Fighter
• Profit: $22 752
• Number of Trades: 25


DAX 60 min
Close

Performance Report with Strategy Settings


Advantage Miner
• Profit: $4 065
• Number of Trades: 18 (100% profitable)


GC 15 min
Close

Performance Report with Strategy Settings


$46 067 in 10 weeks. Not bad :)




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