"Wolf" trading strategy
The "Wolf" is a contrarian approach making use of a Bollinger band (orientated on a TEMA instead of the usual simple Moving Average).
The system is almost always positioned. It shows a relatively large drawdown during the days of September 2001.
Parameters (orientated on Fibonacci relations) hold for all market situations in the FESX (and other markets) so far.
(Parameter set is disclosed to tradingcourse subscribers only!)
As this comes without filters and stops the risk of overoptimization is relatively quite small.
Due to the adaptive character of the Bollinger band it should perform well with high or low volatility and high or low trendiness as well.
A modification of this strategy is "Whitefang", which reduces the drawdowns of "Wolf" by using a trendfilter. Net gain is reduced then, however, also.
Wolf strategy, FESX market:
Wolf, equity curve:
Wolf, a closer look:
And an even closer "Wolf":
Short strategy report:
Name of Strategy:

Wolf

Setup:

Contrarian with Bollinger band (TEMA)

Market:

FESX, 19992006, 93 months

Net gain:

€ 73806

Number of trades:

73

Hit ratio:

63.89%

MDD:

€ 12082

ZEN 5%:

3.26

