While backtesting, strategies which seems to be attractive on a certain time period do not produce enough yield on a different time period of the same stock . Consider there was a reasonable upward movement in prices. So is there any all weather friendly strategy which doesn’t disappoint me?
All Weather Investing smallcase | Upto 12.73% returns
In my opinion , primary objective of all-weather strategy is downside protection and capital preservation. It does gives healthy returns as additonal bonous.
Thank you Patil ji… Unfortunately my query is based on technical indicators and multi time frames which worked well on a certain time period but fails to produce enough yield on a different time period… This query is for back test results in algo trading
Why don’t you try “Collar strategy”