Dolphin Trading Strategy

$77.00 / month with 1 month free trial

US Index ETF Mean Reversion Strategy

Description

Short holding period with a very high win rate!

Dolphin is a short term mean reversion model portfolio which trades the US ETF QLD, which represents a 2X movements in the Nasdaq 100 index. It generates buy and sell signals after US trading hours have completed, and publishes them for execution the following trading day. All orders can be placed out of market hours. It features a high win rate, a short holding period and lower market risk than trend following approaches. Subscribe to the Dolphin model portfolio and gain access to daily signals published each weekday. Access the model information via the website and have the signals sent direct to your email inbox. Model portfolio updates are provided for educational and informational use only. Please make note of the disclaimer displayed at the foot of this page.

Strategy signals can be used directly with The Smart Stock Trade Automation Engine

Key Features
  • Short term mean reversion approach
  • Trades QLD
  • Trades daily
  • High win rate
  • Short holding period
  • Smooth consistent returns

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Performance Charts

Portfolio Equity


Open Equity Drawdown


Annual Returns


Average Monthly Returns


Profit Table


Portfolio Closed Equity


Closed Equity Drawdown


Trade Duration v P&L

 

 

Dolphin Features
Dolphin aims to produce smooth consistent gains profiting from a reversion to the mean, with a short term holding period, low turnover and a high win rate.

Approach Short Term Mean Reversion
Direction Long only
Stock Universe QLD ETF (2X Nasdaq 100 Index)
Liquidity Filter Not required
Trend Filter Not required
Volatility Filter Seeks periods where short term volatility is high and expected to fall
Oversold Filter The strategy identifies areas where the ETF has been sold off hard in the short term
Limit Order Entry Entry orders are placed overnight, ahead of the next day’s action, using Limit On Close (LOC) orders. There are up to 3 scaling entries, all LOC.
Overbought Filter A dynamic profit target is used as an exit signal
Time Stop None
Max Positions The system only holds a single ETF at any one time
Position Size The 3 entries are sized at 40%, 20% and 40% of a full position size respectively.

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