Statistical Arbitrage V2 STRAEGY
CandleRobot has the great honor to announce to their customers , at the end of the first quarter of 2022 (Q1), the development of a robust strategy, entitled : Statistical Arbitrage V2.
Statistical arbitrage version 2, is a powerful strategy which consists of detecting the divergence between three high correlated futures contracts. The specificity of this strategy is that it determines the divergence in term of cost and not in term of price. Furthermore, working with these three markets: S&P500 (ES), Russell 2000 (RTY) and Dow 30 (YM) allows to have a more and more stable and efficient signal.
Indeed, statistical arbitrage V2 is intended for big firms, namely, hedge fund and banks or people who have capital.
Finally, the strategy is offered with a bonus which is the CostSpread indicator, which measures the performance of three markets.
If you are interested in the strategy, do not hesitate to contact us.
NB : The strategy was tested by the platform of our partners NinjaTrader 8.
Software : Ninjatrader 8
Capital : 40000$
Matérial: Laptop or Virtual Machine
• E-mini S&P 500 Index Futures (ES)
• E-mini Russell 2000 Index Futures (RTY)
• E-mini Dow 30 Index Futures (YM)
Time Frame : 1mn
Calculate : OnBarClose
BACKTEST – Cumulative Net Profit
Thanks to NinjaTrader, we have built a detailed backtest for our strategy using Strategy Analyser and other tools.
The Cumulative Net Profit curve represents a strictly positive slope. This demonstrates the effectiveness of the strategy.
Our Trading Philosophy
You cannot have right all the time. However, you have to Win more than you lose.
This strategy is exclusively developed by CandleRobot. It is our own idea and it doesn’t exist anywhere. The goal, in fact, is to build a synthetic instrument that is stationary. So, it’s a kind of statistical arbitrage combined with mean reversion.
Therefore, the risk becomes very minimal compared to the profit sought.
Watch the strategy demonstrator video! It shows a trade from signal detection until trade exit!
Don’t hesistate to subscribe and change your way of trading!
Statistical Arbitrage V2 STRATEGY PLANS
SEMI - ANNUAL
2500 $ One Time