Description
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.
Summary
Key performance metrics from 2019 to 2025 include a total return of 1,155.8%, a 53.4% win rate across 1,495 trades, and a compound annual growth rate (CAGR) of 48.8% over 6.36 years. The strategy maintains a Sharpe ratio of 2.35 and a maximum drawdown of 16.2%, reflecting controlled risk relative to typical high-return strategies. Additional risk metrics include a daily Value at Risk (VaR) at 95% confidence of -1.83%, a Sortino ratio of 2.56, annual volatility of 20.0%, and a profit factor of 1.40. The average trade expectancy is $11.85.
The strategy is noted for elite performance, ranking in the top 1% of systematic momentum strategies, and demonstrates statistical significance with over 1,495 trades. It is market regime agnostic, showing strong results across volatile and bear market conditions, and exceeds benchmarks such as the Renaissance Medallion fund’s 35-40% CAGR.
This algorithm is suitable for investors familiar with systematic trading risks and capable of managing potential losses.
Discussion
Customer reviews
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