SixPack
Learn how easy it is to build automated trading strategies using Build Alpha's point and click interface. No programming necessary.
611
What is 611? The six-one-one is simply six strategies that all trade the S&P500 eMini futures. Each strategy has only one rule and only holds each trade for one day.
These robust, time-tested strategies offer unique insights into how the overall market may be maneuvering. Often times these strategies will enter right as the market prepares for a mean reversion move or quick trade. They can even be aggregated or looked at as individual voters to give overall market detail.
They also serve as excellent edges to build upon as all alert subscribers and Build Alpha software license holders will get full source code and the rule to each of these strategies.
Below I’ve posted an equity curve from 2003 to 2017 for each. I have also demonstrated how these strategies generalize onto the other equity index futures markets (Nasdaq, Dow, and Russell). Finally, there is each strategy’s performance compared to buy and hold benchmark.
It is unlikely these strategies are curve-fit as they only hold for one day and have one rule each, but it does not hurt to look at performance on other markets as an additional validation step and against the benchmark to make sure these are worth the effort (which they have been!).
1. The Lows
2. 8 Legs
3. Four Loco
4. Ratio
5. IBR
6. Square Root
Each strategy only uses one rule based on price action. Alerts can be received via email and/or text message. These are included with every Build Alpha license.
For more information please contact David@buildalpha.com