We finally did it… What a week!
Yes, last week was an important one for our hedge fund.
Because we finally started implementing a new generation of trading strategies! :-)
Well, don’t expect anything miraculous.
It is still the same framework we’ve been using since the very beginning (the same process I share in the Breakout Strategies Masterclass).
But this time, we decided to EXTEND THE TRADING HOURS.
Simply said, many futures markets are very comfortably tradable outside of their regular trading hours.
This wasn’t the case 4-5 years ago when we started creating our very first generation of hedge fund strategies. But a lot has changed since then and it’s very pleasing to see how much more volume and volatility we can now see outside of regular trading hours!
So, we decided to take advantage of it.
This is what we did:
|1.||I went through all the futures market charts. I had a look at average volume and average volatility on 1-minute bars.|
|2.||Then I created a “map” for every market, outlining extended hours with enough volatility and liquidity for our hedge fund.|
|3.||Many markets proved to be a perfect fit for a session starting and ending a few hours earlier / later than the regular trading hours.|
|4.||So, we launched our automated process and started creating breakout strategies for these new, extended sessions.|
(Note: The criteria for a hedge fund are obviously different than for a retail trader. For a retail trader, the extended sessions could possibly be even longer with many markets, as a retail trader doesn’t need the liquidity of a hedge fund).
And we are seeing some BEAUTIFUL results!
To give you a sneak peek, here are a few compiled Out-Of-Sample equity curves, with a double-OOS validation at the very end.
The first one is ES (emini S&P 500) 90 min timeframe:
And here is Soybeans 80 min. timeframe:
And here Crude Oil, 80 min. timeframe:
All of them passed the super-tough Robustness-level 3 too (the proprietary concept I share in the Breakout Strategies Masterclass as well).
So, I’m super excited to have these in the portfolio! :-)
And if you haven’t started experimenting with extended trading sessions yet, I encourage you to do so. It’s pretty fun and there is a lot of potential!
(And btw if you’re already a Breakout Masterclass student, I just added an important update from our latest Hedge Fund research, which will make your live trading performance literally THRIVE. So definitely don’t forget to watch it!)
Stay safe and happy trading!
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