QuickFlip

1,500.00
SKU: N/A Categories: , Tags: ,

Vendor : TradeStudio

Notes : Once you subscribe to the Product. Our support team will reach out you within 24 hours to facilitate the installation of the necessary licenses and software. Feel free to contact us via email ([email protected]) or call us at (+91 8550 828 828) for any further assistance or services you may require.

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Description

What is Quick Flip?

Quick Flip is an interesting short-term trend following trading system for identifying quick turns in the markets and to take faster trend decisions in identifying the short-term support and resistance.

Strategy comes with Buy & sell Indications. Green Arrow indicates Buy Signal and Red Arrow indicates Sell Signal. Green Bars indicate a bullish trend, red bars indicate a bearish trend, and grey bars indicate neutral bars.

The primary objective of the Quickflip trend following system is to capture the positional trends and bring consistency in return and optimal stop loss from the quick flip levels themselves thereby maximizing the overall gain of the portfolio.

What is a Trend Following System?

According to Wikipedia, Trend following or trend trading is a trading strategy which one should buy an asset when its price trend goes up, and sell when its trend goes down, expecting price movements to continue.

Traders who employ a trend-following strategy do not aim to forecast or predict specific price levels; they simply jump on the trend (when they perceived that a trend has been established with their own peculiar reasons or rules) and ride it.

Backtesting Performance

In order to test the system parameters following parameters are used

Parameters Value
Trading Instrument Nifty Futures
Backtesting Timeframe 5min timeframe (Continous Data)
Backtest Length Jan 2011 – May 2022
Strategy Type Volatility based Trend Following (Positional)
Position Size 2 Lakhs (Max Position Value)
Slippage + Commissions 0.02%
Trading Capital RS 4,00,000
Current Trading Margin as of 6th Aug 2021 Rs 1,05,432/Lot or 12.23% NRML Margin
Preferred Execution Type Market Order
Fixed Stoploss 1%
Fixed Target 5.0%
Signals in Futures and Execution in Options Yes Possible
Which Option Strike to Select 4 Strike ITM (Ensure Sufficient Liquidity is available)

Rough Theoretical Brokerage Charges involved in a typical Buy and Sell Transaction with Bank Nifty at 16,000 levels

Parameters Value
Total Turnover Rs 1600000 (Buy Side + Sell Side)
Brokerage Rs 40
STT total Rs 88
Exchange txn charge Rs 35
Clearing charge RS 0
GST Rs 13.5
SEBI charges Rs 1.75
Stamp duty RS 17.45
Total Charges Rs 195.75 (0.011%)
Points to breakeven 3.83 points

Backtesting Results

 

Key Backtesting Performance Metrics

Key Performance Metrics Value
Sharp Ratio 0.76
Max System Drawdown 2.59L (Overall unhedged risk)
Calmar Ratio (CAR/MDD) 0.89
Recovery Factor 9.21
Profit Factor 1.26
Payoff Ratio 2.16
Risk-Reward Ratio 0.90

Trading Parameters

Parameters Values
Length1 100
Length 2 200

 

Equity Curve

Absolute Profit Table

Additional information

Months

1 Month, 3 Months, 6 Months, 1 Year

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