Strategy KST

This strategy is based on the « KST » model developed by Martin Pring.

The setting chosen for this strategy is

  • "short term" for daily charts with following values: 10,15,20,30,10,10,10,15 for the KST and 9 for the trigger line.
  • "medium term" for weekly charts with following values: 10,13,15,20,10,13,15,20 for the KST and 9 for the trigger line.

A bullish signal is detected if

  • The KST is negative
  • The KST crosses its trigger line upward

A bearish signal is detected if

  • Le KST is positive
  • The KST crosses its trigger line downward

Efficieny rate of the strategy KST on CAC40 companies on 30/04/2025

  
ACCOR94,0698,43               
AIR LIQUIDE93,2786,68               
AIRBUS94,4895,10               
ALCATEL-LUCENT - 89,51               
ALCATEL-LUCENT82,8489,51               
ALSTOM89,97 -               
ALSTOM - -               
ARCELORMITTAL SA95,2397,00               
AXA92,3699,10               
BNP PARIBAS ACT.A95,9292,51               
BOUYGUES95,0793,41               
CAPGEMINI90,1873,67               
CARREFOUR91,6892,50               
CREDIT AGRICOLE94,9491,34               
DANONE96,9798,38               
DEMO97,3196,83               
EDF97,866,18               
ESSILOR INTL.97,6880,41               
ESSILORLUXOTTICA93,4983,24               
KERING97,3798,77               
L'OREAL97,4999,84               
LAFARGEHOLCIM LTD94,34 -               
LEGRAND96,5397,38               
LVMH94,4699,38               
MICHELIN93,9192,58               
ORANGE86,6695,66               
PERNOD RICARD96,8750,24               
PEUGEOT90,7196,72               
PUBLICIS GROUPE SA87,1396,44               
RENAULT83,2983,72               
SAFRAN89,9672,20               
SAINT GOBAIN96,0811,87               
SANOFI93,0795,99               
SCHNEIDER ELECTRIC91,4899,04               
SOCIETE GENERALE88,6386,61               
SOLVAY97,0095,92               
STELLANTIS NV100,00 -               
TECHNIP87,4389,97               
TECHNIPFMC100,00 -               
TOTAL91,1780,13               
TOTALENERGIES98,12100,00               
UNIBAIL-RODAMCO90,2395,77               
VALEO79,1797,24               
VEOLIA ENVIRON.96,2893,67               
VINCI89,5298,35               
VIVENDI SE95,4864,80               

Evolution of the efficiency rate of the strategy KST

 

Methodology applied :

The methodology applied to calculate the efficiency of a strategy is as follows:

  • Bullish and bearish signals are calculated every evening when the market is closed.
  • The reference price corresponds to the opening price following the detection of the signal.
  • The gain or the loss is calculated over a period of 40 days following the detection of the signal by taking the highest closing price recorded over the period.
  • This period is reduced in case of detection of an inverse signal.
  • The efficiency rate is calculated by dividing the sum of gains and losses on the sum by the sum of the gains.

This efficency is displayed in %.