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A high win rate trading strategy
A SIMPLE Trading Strategy With A 91.03% Win Rate
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We have 200 free trading strategies similar to this one on our website. Perfect for, Tradingview, Python, Tradestation, or Amibroker traders.
Join us as we explore a simple and effective trading strategy with a 91,03% win rate!
Our Triple RSI Trading Strategy is designed to take advantage of pullbacks in a long-term rising trend. It is a high win rate trading strategy that has worked for many years now.
With a focus on the S&P 500 (SPY) and its entry and exit rules, this strategy is easy to follow and has proven to be successful since 1993.
With an average gain per trade of 1.4% and a focus on investing only a few days per trade, this strategy is perfect for those looking to capitalize on short-term market fluctuations while minimizing risk.
Join us as we dive into the world of trading and discover a new way to invest in the stock market.
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Chapters
0:00 91.03% Win Rate
0:24 What is the strategy about?
1:03 Trading Rules
2:04 Trade Examples
2:21 Tradelist Matrix
2:36 Backtest Results
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RISK DISCLAIMER
Quantified Strategies (SIA Lofjord) is not an investment advisor. The content and information provided are educational and should not be treated as financial advisory services or investment advice. Trading and investment in securities involve substantial risk of loss and is not recommended for anyone that is not a trained trader or investor - it shall be conducted at your own risk. It is recommended that you never risk more than you are willing to lose. Leverage can lead to substantial losses. Any use of leverage, margin, or shorting is at your discretion. Quantified Strategies (SIA Lofjord) is not responsible for any losses that occur as a result of its content and information.
Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, Since the trades have not been executed, the results may have under or overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs, in general, are also subject to the fact that they are designed with the benefit of hindsight. No representations are made that any account will or is likely to achieve profit or losses similar to those shown.