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 %.