3 Volatility Strategies To Get You Started Trading Volatility – (Trading Strategy Bundles)

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Quantified Strategies – 3 Volatility Strategies

In all our bundles you will find both Amibroker code, Tradestation code, and the strategy written in plain English. The strategies are long-only due to the nature of the index.

• 2 strategies are not published anywhere on our website
• One strategy is in our monthly edge membership.

These strategies are long-only due to the nature of the index backtested.

Please check out our other Strategy Bundles.

Here are the details about each strategy (backtested on SPY/ES):

Volatility strategy 1

• #trades: 202
• Average gain per trade: 0.92%
• CAGR: 6.2%
• Time spent in the market: 10%
• Max drawdown: 23%
• Risk-adjusted CAGR: 62%
• Win rate: 82%
• Max consecutive losers: 3
• Max consecutive winners: 13
• Profit factor: 2.6
• Sharpe Ratio: 2.3

Volatility strategy 2

• #trades: 296
• Average gain per trade: 0.77%
• CAGR: 7.8%
• Time spent in the market: 14%
• Max drawdown: 16%
• Risk-adjusted CAGR: 54%
• Win rate: 76%
• Max consecutive losers: 4
• Max consecutive winners: 11
• Profit factor: 2.7
• Sharpe Ratio: 2.3

Volatility strategy 3

• #trades: 252
• Average gain per trade: 0.,8%
• CAGR: 6.8%
• Time spent in the market: 9%
• Max drawdown: 15%
• Risk-adjusted CAGR: 72%
• Win rate: 79%
• Max consecutive losers: 2
• Max consecutive winners: 14
• Profit factor: 2.9
• Sharpe Ratio: 2.7