Strategy ICHIMOKU

This strategy is based on the Ichimoku Kinko Hyo system.

  • A bullish signal is detected the Tenkan crosses the Kijun upward and if the Chikou is above the stock price
  • A bearish signal is detected if the Kijun crossed the Tenkan upward and is the Chikou is below the stock price

The signal strength depends on the position of the the Tenkan crossing the Kijun relative to the cloud.

The bullish signal is

  • Weak if the crossover occurs below the cloud
  • Medium if the crossover occurs below inside the cloud
  • String if the crossover occurs above the cloud

The bearish signal is

  • weak if the crossover occurs above the cloud
  • Medium if the crossover occurs inside the cloud
  • Strong if the crossover occurs below the cloud

Efficieny rate of the strategy ICHIMOKU on CAC40 companies on

Evolution of the efficiency rate of the strategy ICHIMOKU

 

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 %.