Thoughts on this strategy? Results are with 2 ticks slippage and relevant broker commissions per order.
It’s not a mind blowing strategy, but it’s realistic, right?
The past 3 months are much more profitable than the past year. I plan to trade this on a TopStep funded account, so realistically I kinda need to hope it gets off on a good run to escape the max drawdown, but also when I get to a large enough profit I plan to withdraw funds and probably let the account die, ie. As per the backtests drawdowns will likely kill the account, so I’m trying to catch one of the upswings.
Any ideas on how to improve this strategy, or how to identify when it works or not. There already is a volatility filter.