In this post, we explore the trading strategy “World 1D”, which has demonstrated impressive performance metrics, including a 40% CAGR and a Sortino ratio of 1.8 over a 10 year backtest. This strategy operates within the vast scope of the US and European stock markets, encompassing 7,666 symbols.
On the 1D timeframe with 374 trades on 10 years, this is a chill / low-focus strategy : you don’t need to be constantly behind the screen. The signal can be retrieved from our twitter or Telegram group as explained here : Join our free channels for all LIVE trading signals
The results are presented in this first post and the building of this strategy will be presented in the next posts.
StrategyEvaluate Input Parameters
| Parameter | Value |
|---|---|
| strategy_buy | “bband1a&psar0a” |
| strategy_sell | “ichimoku4a+psar0a” |
| score_weights | [ 0.8639 0.1958 0.7538 0.4276 0.8997 4.8526 19.6621 0.0699 -0.2922 0.0433 -0.3241 -1.0477 -0.3469 2.8314] |
| negative_cash | False |
| date_start_simulation | 2015-02-02 00:00:00+00:00 |
| date_start | 2014-01-20 00:00:00+00:00 |
| date_end | 2025-10-03 00:00:00+00:00 |
| base_currency | CHF |
| initial_cash | 100000.0 |
| position_target_w | 0.1 |
| position_target_hard_limit | 10000000.0 |
| bar_size | 1 day |
| nbar_back_for_stop | 0 |
| trailing_stop | 24.0 |
| stop_limit | False |
| nbar_freeze | 2 |
| enable_freeze_global | False |
| position_max_w | 0.25 |
| max_new_position_per_bar | 3 |
| max_workers_outer | 8 |
| max_workers_inner | 8 |
| seed_portfolio (screening_mode) | False |
| nb_symbol | 7666 |
| logfile | /app/strategy_evaluate-260106_165705-1.log |
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