Gap-and-Go Strategy (2019-2025)
Custom EMA link: https://ctrader.com/products/1130?u=souhailchabat
Institutional-quality systematic trading algorithm targeting NAS100 gap continuation patterns during Regular Trading Hours. Advanced three-bar pattern recognition with intelligent order management.
Performance (2019-2025):
- 1,155.8% Total Return
- 53.4% Win Rate across 1,495 trades
- 48.8% CAGR over 6.36 years
- 2.35 Sharpe Ratio (elite institutional level)
- 16.2% Maximum Drawdown
Risk Metrics
- Daily VaR (95%): -1.83%
- Sortino Ratio: 2.56
- Annual Volatility: 20.0%
- Profit Factor: 1.40
- Average Trade Expectancy: $11.85
Key Differentiators
- Elite Performance: Top 1% of systematic momentum strategies
- Controlled Risk: 16.2% max drawdown vs 30-50% typical for high-return strategies
- Statistical Significance: 1,495+ trades prove consistent edge
- Market Regime Agnostic: Strong performance across 2020 volatility, 2022 bear market, and normal conditions
Exceeds top hedge fund benchmarks including Renaissance Medallion (35-40% CAGR).
IMPORTANT: Past performance does not guarantee future results. Historical returns from 2019-2025 do not predict future profitability. All trading involves substantial risk of loss. Market conditions can change significantly. Strategy suitable only for investors who understand systematic trading risks and can afford potential losses.
