The books... not free though
Strategy type
252 strategies of the momentum type. The highest profit factor is 20.54, from RSI Trend Breakout Long on Silver 1 hour.
| Strategy | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|
| RSI Trend Breakout Long | 20.54 | 438 | 59.13 | 564,475 | -6,219 |
| Momentum RMI Reversal Long | 16.53 | 110 | 78.18 | 579,233 | -35,884 |
| DPO SMA Crossover With MACD Filter | 16.29 | 475 | 1.26 | 1,032,210 | -105,570 |
| Twelve Minus Two Momentum | 12.00 | 52 | 61.54 | 38,440 | -8,990 |
| Linear Regression Momentum Pivot | 9.58 | 1,606 | 4.42 | 2,383,220 | -167,590 |
| MACD Histogram Zero Cross Reversal | 9.12 | 893 | 1.46 | 1,149,270 | -133,510 |
| RSI EMA Cross With Candle Stop | 6.89 | 3,044 | 2.46 | 2,638,450 | -174,090 |
| MACD Histogram Long With RSI | 6.06 | 152 | 84.21 | 54,545 | -11,142 |
| MACD Threshold Long Signal | 5.57 | 706 | 20.82 | 148,665 | -32,474 |
| Volume Flow Momentum Reversal | 5.19 | 63 | 34.92 | 363,312 | -43,189 |
| Trend RSI Cross With ADX Filter | 5.01 | 387 | 27.13 | 181,973 | -10,236 |
| MACD Level Crossover Long | 4.83 | 241 | 2.90 | 5,278 | -940 |
| MACD Level Cross Long | 4.70 | 246 | 2.44 | 5,215 | -1,270 |
| Composite Z-Score Momentum | 4.52 | 621 | 1.61 | 488,830 | -121,520 |
| Triple Filter Momentum Entry | 4.26 | 893 | 3.47 | 890,480 | -114,900 |
| KDJ J Line Momentum Long | 4.17 | 6,135 | 5.49 | 4,005,500 | -334,460 |
| Lagged Momentum Long | 3.93 | 155 | 42.58 | 54,675 | -23,902 |
| Typical Price RSI Trend Filter | 3.83 | 103 | 47.57 | 15,273 | -2,736 |
| KDJ J Line Trend Long | 3.77 | 3,892 | 23.69 | 431,158 | -46,093 |
| Leading Lagging Stochastic Swing | 3.69 | 1,064 | 34.96 | 572,728 | -22,492 |
