[idea] Third Copper System #idea #copper #101tradingideas

101 Trading Ideas:

Trade Relationships

An End-of-Day Copper System:

Illustrates the idea of trading the relationship of two markets – in this case trading momentum after a big move when supported by a concurrent move in the Dollar

Buy Rules

Close of Copper > Close 13 days ago + (square root 13 * daily standard deviation)  //square root of time to estimate 13 day std dev

Close of the Dollar < Close 13 days ago

 Sell Rules

Close of Copper < Close 13 days ago – (square root 13 * daily standard deviation)  //square root of time to estimate 13 day std dev

Close of the Dollar > Close 13 days ago

Exit Rules

Exit in 9 days

Results, 2006-p:

59/89 wins/trades: 60%

Avg trade: $0.055

z score: 3.13

profitable 9 of 11 years

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