adaeth swing trade/portfolio management

28 ส.ค. 2022

adaeth swing trade/portfolio management
ADAETH daily timeframe
red signal: convert ada to eth
conditions:
1.rsmi above 25 turns red
2. rsi trendline break down
green signal: convert ethto ada
1.rsmi bellow -40 turns green
2. rsi trendline break up
RSMI 13 25 2 12 1 25 0 -40 2 5
rsi/div/trendline 14 10 2 2 10

backtest results:
signal dates
date green red

3/19/2018 1 0
4/24/2018 0 1
7/2/2018 1 0
7/30/2018 0 1
9/13/2018 0 1
1/9/2019 1 0
2/2/2019 0 1
3/7/2019 1 0
4/10/2019 0 1
6/1/2019 1 0
7/15/2019 1 0
10/19/2019 1 0
12/9/2019 0 1
2/6/2020 0 1
3/6/2020 1 0
4/24/2020 1 0
6/13/2020 0 1
9/9/2020 1 0
9/25/2020 1 0
11/22/2020 1 0
12/28/2020 1 0
3/5/2021 0 1
5/11/2021 1 0
6/6/2021 0 1
6/29/2021 0 1
8/8/202 1 0 1
9/9/2021 0 1
11/10/2021 1 0
12/23/2021 1 0
1/27/2022 0 1
3/20/2022 1 0
5/7/2022 1 0
6/24/2022 0 1
8/17/2022 1 0



strategy 1.convert 100% of asset by each signal
start:1000$ (2766ADA+0.926ETH)
(equal to 5533.201422 ADA or 1.851851852 ETH)(ETH price:540)
dollar value max draw down: -70% (298 $)

end: $45,162.69 (4416% profit) equal to 24.0227055 ETH (1197% increase in ETH based value) or 84470.99232 ADA(1427%
increase in ADA based value) ETH price 1880$

strategy 2.convert 50% of asset by each signal
start:1000$ (2766ADA+0.926ETH)
(equal to 5533.201422 ADA or 1.851851852 ETH)(ETH price:540)
dollar value max draw down: -76% (238 $)

end: $14,956.62 (1396% profit) equal to 7.955650591 ETH (330% increase in ETH based value) or 27974.43859 ADA(406%
increase in ADA based value) ETH price 1880$