SPY: ATR-band crash exit

241% strategy
performance

194% buy&hold
performance

40% percentage
of winning trades

4.91 reward to
risk ratio

2.58% average
position return

-25.70% drawdown

A long strategy created by TrendSpider on TrendSpider. Tested at of SPY, 4 hours.

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SPY ATR Band algo

Chart type the strategy tested at: Bars. Market data: regular session. Trade by: open. Backtest results as of .

Entry Conditions

All of the following: # Close above EMA(5)
  240min Chart(close) > 240min EMA(5,bars)

Exit Conditions

All of the following: # Below KC lower & SMA200
  240min Chart(close) < 240min KELTERCHANNEL(50,EMA,14,3,bars),low
  240min Chart(close) < 240min SMA(200,bars)