In this video we discuss the Gap Continuation 2020 Trades from September 29, 2024. We go over the hypothetical results as well as the live results. We run NinjaTrader 8 Market Replay for this strategy. We also compare the results in Tradestation and NinjaTrader with a backtest to January 1, 2020.
There are almost 50 trades per year on average which is almost 1 trade per week. The last two months, we have only seen one trade. Not trading momentum or breakout type of strategies when the market is in mean reversion mode is preferred.
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