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Improving DAX Cobra CT V with the Money Management Algorithms

Posted by David Bean on

Cobra CT V DAX is an "old" strategy. We released it several years back, we take a look at this strategy, the Money Management Algorithms related to this strategy and a new version of Cobra CT V DAX. Cobra CT V is a very basic strategy that enters trade by going long on dips. The "dip window" has been later in the day. When we first released this strategy, there were many first hour dip buying opportunities. The market has become more of a gap continue and then reverse later in the day rather than earlier in the day. The new window is from 11am EST - 2 pm EST instead of the first hour.

The DAX is correlated with US Stock index futures and trades from 2 am EST until 4 pm EST. The video and results are shown below.

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