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EQUITIES EU DAX
DAX Trend Following
Combines two popular trend indicators on Germany's benchmark index. Only takes long positions when both the moving average and MACD agree the trend is up. Double confirmation reduces false signals....
Win Rate
55%
40 markets resolved
Backtest Return
22.1%
2-year backtest
Benchmark
18.7%
DAX Buy-and-Hold
Alpha vs Benchmark
+3.4%
2-year period
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Long when DAX > 50-day MA and MACD positive. Short when both conditions reverse. Weekly check.
Combines two popular trend indicators on Germany's benchmark index. Only takes long positions when both the moving average and MACD agree the trend is up. Double confirmation reduces false signals.
Asset DAX
Benchmark DAX Buy-and-Hold
Data Source Deutsche Boerse
Resolution Every Friday 16:00 UTC
Protocol AEPP/1.0 · draft-agentir-aepp-02
trendMACDDAX