SSO Opus 5.5 Swing 15m

153% strategy
performance

111% buy&hold
performance

40% percentage
of winning trades

4.89 reward to
risk ratio

0.96% average
position return

-12.50% drawdown

A long strategy created by TrendSpider on TrendSpider. Tested at of SSO, 15 min.

You can import this strategy into your TrendSpider account. Don't have TrendSpider? Create an account first, then import the strategy.

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

Entry Conditions

All of the following: # Trend + ADX filter + Setup A or B
  15min SMA(50,bars) > 15min SMA(200,bars)
  15min ADX(10,bars) > 20
  Any of the following: # Setup A or Setup B
      All of the following: # Setup A: breakout + volume
          15min Chart(close) > 15min RANGE(14,bars),high (1 candles ago)
          15min VOLUME(20,SMA,bars),volume ≥ 15min VOLUME(20,SMA,bars),sma by at least 100 %
      All of the following: # Setup B: VWAP cross + RSI + volume
          15min VWAP_ANCHORED(day to date,true,no bands,bars) Crosses ↗ 15min Chart(close)
          15min RSI(14,bars) > 50
          15min VOLUME(20,SMA,bars),volume ≥ 15min VOLUME(20,SMA,bars),sma by at least 50 %

Exit Conditions

Stop Loss	Exit if lost more than 3.5% (after candle closes).
Take Profit	Exit if gained more than 15% (after candle closes).
# Candles Passed	Exit after 25 candles, only if PnL < 0%.
# Candles Passed	Exit after 60 candles, only if PnL < 1%.
Trailing Stop	Trailing stop at 7% (after candle closes).