As mentioned previously I am going to spend more time in researching and improving my quantitative trading strategies. So recently I came out with a new momentum strategy for the Singapore stock market. It is still a long only strategy trading on price breakouts among other things like my other few strategies but this is of shorter time frame. It has a probability of winning at about 65% with a CAGR of 20%. Turnover is about 50 trades per year. This strategy is backtested with historical data extending back to 2002.
With the current turbulent market condition due to the escalation of the COVID-19 virus outbreak, it is not really the best of times to roll out a long only strategy but I'm trading for long term so there is no better time to start than now. After all, market always rise in the long run right? Time in the market is better than timing the market right? Currently I am doing forward testing by using the estimation tools in InvestingNote. Those who want to follow my forward testing can do so via InvestingNote. I will also try to post the monthly results in my Facebook page and here in this blog so you can also track the strategy from here.
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In addition, do check out my other strategies that are already trading live.
![[Watchlist] US Stocks caught Trending on System's Radar for Week of 17th Sep 2018](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEjVlw8ePzHYbUGgNe8-I-gEMvS7StYEclF_E7lAhUHjHAXuTh1bUMXAt6Zg1o0qEFZfwIkS7__E3zVLFnLecU05bRmfsVTIxBqnwAsXocCDYCMCKYT3rXnPacIuEnANSsBQV6kHgPYQa8he/s72-c/stock-market-2616931_640.jpg)
![[Watchlist] US Stocks caught Trending on System's Radar for Week of 27th Aug 2018](https://blogger.googleusercontent.com/img/b/R29vZ2xl/AVvXsEhld7TDTlKp433twtL0Ha0L_Aky2PiMKIJCcjTHgd4gZ0AUcAx1Y0R0c4NkdGA8Zru5eDEU4Mnfa2786NG_5UEfTqI2Hh4GQG6gai8q4XeNDMSlKb51xm-O7VwmhIevASVx62B5IC2drPM4/s72-c/stocklist1.jpeg)
Amazing post! thanks for sharing...
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