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Daily trades
The daily strategy employs a systematic approach based on weekly Long/Short bias signals. Positions are initiated at market open and liquidated at market close within the same trading day. Execution occurs only when the bias is unanimously confirmed across all analytical layers.
Methodology:
- - Absence of discretionary technical analysis or timing
- - Pure bias-based decision making
- - Unleveraged positions
- - Walk-forward testing for result validation
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Considerations:
The strategy's performance metrics are inherently influenced by the daily return characteristics of the target FX pair. Consequently, the statistical distribution of results aligns with the short-term return profile of the instrument.
Note:
This strategy serves illustrative purposes and is not optimized for live trading environments. Comprehensive due diligence is essential to mitigate unnecessary risk exposure and potential drawdown periods. The integration of timing and price analysis methodologies can significantly enhance the strategy's probabilistic outcomes.
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Weekly trades
Weekly trades are opened on the first trading day of the week and closed at the end of the last trading day of the week.
Methodology:
- Absence of discretionary technical analysis or timing
- Pure bias-based decision making
- Unleveraged positions
- Walk-forward testing for result validation
Considerations:
Performance metrics for this strategy are influenced by weekly return patterns of the FX pair. The statistical distribution of results reflects the medium-term characteristics of the instrument.
Note:
This strategy serves illustrative purposes and is not optimized for live trading environments. Comprehensive due diligence is essential to mitigate unnecessary risk exposure and potential drawdown periods. The integration of timing and price analysis methodologies can significantly enhance the strategy's probabilistic outcomes.
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Position trades
Position trades are opened on the first day after the bias has been confirmed by every layer. Positions are closed when the bias is no longer confirmed by all layers or its direction inverts.
Methodology:
- Absence of discretionary technical analysis or timing
- Pure bias-based decision making
- Unleveraged positions
- Walk-forward testing for result validation
Considerations:
Due to the variable holding periods inherent in this strategy, performance metrics are less susceptible to the short-term return biases observed in daily and weekly strategies. This approach captures a more diverse range of market conditions and timeframes delivering a more correct trades profile
Note:
This strategy serves illustrative purposes and is not optimized for live trading environments. Comprehensive due diligence is essential to mitigate unnecessary risk exposure and potential drawdown periods. The integration of timing and price analysis methodologies can significantly enhance the strategy's probabilistic outcomes.
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