Algorithmic Trading Strategies

Our Approach to Trading Strategy Development

At TradingWhale, we believe in the power of data-driven insights and advanced mathematical models to unlock the full potential of trading strategies. Our approach to strategy development is rooted in rigorous quantitative analysis, leveraging cutting-edge algorithms and technology to identify and exploit patterns and market inefficiencies. We continuously refine and optimize these models, ensuring they remain adaptive to changing market conditions and consistently deliver robust returns.

Our strategies are built on the principles of statistical arbitrage and algorithmic trading, where sophisticated computer algorithms execute trades based on patterns discovered within vast datasets.

Central to our philosophy is a commitment to risk management and diversification, which can take many forms. We employ advanced risk control mechanisms to safeguard capital and mitigate potential losses, ensuring that our strategies are resilient across diverse market scenarios.

At TradingWhale, we strive to empower traders with strategies that are not only innovative and effective but also aligned with their financial goals. Through our unwavering dedication to excellence, we provide the tools and insights necessary for our clients to navigate the complexities of the financial markets with confidence.

Strategy Overview

Strategy Number:     001
Strategy Name:         x_TW_v2_SPY
Style:                           Long and Short / Swing
Symbol:
                      SPY
Test Timeframe:       Jan 1, 2009 – Aug 2, 2024   (15+ Years)
Backtested:               Jan 1, 2009 – Aug 2, 2023   (14+ Years)
Forward Tested:       Aug 2, 2023 – Aug 2, 2024   (1 Year)

Backtest Results

Annualized Return (CAGR):     40.85%
Win Rate:
                                   70.81%
Profit Factor:                            2.843
Number of Trades:               
   603
Drawdowns >20%:                   23.5%, 22.21%
Sortino Ratio:                           1.2

Strategy Overview

Strategy Number:     002
Strategy Name:         x_TW_v2_Scaled_SPY
Style:                           Long and Short / Swing
Symbol:
                      SPY
Test Timeframe:       Jan 1, 2009 – Aug 2, 2024   (15+ Years)
Backtested:               Jan 1, 2009 – Aug 2, 2023   (14+ Years)
Forward Tested:       Aug 2, 2023 – Aug 2, 2024   (1 Year)

Backtest Results

Annualized Return (CAGR):     48.77%
Win Rate:                                   70.57%
Profit Factor:                            2.98
Number of Trades:               
   598
Drawdowns >20%:                   27.61%, 32.49%
Sortino Ratio:                           1.168

Strategy Overview

Strategy Number:     003
Strategy Name:         x_TW_v3_mc-int_SPY
Style:                           Long and Short / Swing
Symbol:
                      SPY
Backtested:               Jan 1, 2009 – Aug 16, 2024   (15+ Years)

Backtest Results

Annualized Return (CAGR):     55.21%
Win Rate:                                   71.22%
Profit Factor:                            3.06
Number of Trades:               
   629
Drawdowns >20%:                   28.6%, 37.44%
Sortino Ratio:                           1.2

Past performance is NOT indicative of future performance.

TradingWhale provides trading tools and education. In no way, shape or form do we provide trading advice, nor are our trading signals or strategies to be interpreted as such. By using our signals and strategies you take full responsibility for the results of your own trading. Trading can result in the loss of 100% of your capital.

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