This strategy is based on the « Turtle soup+1 » trading system developed by Larry Connors. It consists in detecting a bullish (bearish) signal among the last 20 candles of a Japanese candlestick.
There is a bullish signal if
There is a bearish signal if
We have added the following conditions to make the signal more relevant
In the case of a bullish signal :
In the case of a bearish signal :
WARNING:
ACCOR | 95,57 | 100,00 | |
AIR LIQUIDE | 98,34 | 100,00 | |
AIRBUS | 98,76 | 100,00 | |
ALCATEL-LUCENT | - | 100,00 | |
ALCATEL-LUCENT | 97,25 | 100,00 | |
ALSTOM | 99,95 | - | |
ALSTOM | - | - | |
ARCELORMITTAL SA | 94,49 | 88,74 | |
AXA | 98,44 | 99,71 | |
BNP PARIBAS ACT.A | 100,00 | 100,00 | |
BOUYGUES | 98,75 | 96,77 | |
CAPGEMINI | 98,21 | 100,00 | |
CARREFOUR | 92,63 | 99,67 | |
CREDIT AGRICOLE | 99,71 | 100,00 | |
DANONE | 99,46 | 100,00 | |
DEMO | 100,00 | 100,00 | |
EDF | 94,66 | 100,00 | |
ESSILOR INTL. | 91,37 | 100,00 | |
ESSILORLUXOTTICA | 100,00 | - | |
KERING | 99,25 | 100,00 | |
L'OREAL | 98,68 | 97,30 | |
LAFARGEHOLCIM LTD | 96,27 | - | |
LEGRAND | 93,92 | 100,00 | |
LVMH | 92,21 | 100,00 | |
MICHELIN | 98,90 | 100,00 | |
ORANGE | 94,87 | 100,00 | |
PERNOD RICARD | 97,40 | 100,00 | |
PEUGEOT | 97,57 | 100,00 | |
PUBLICIS GROUPE SA | 95,61 | 100,00 | |
RENAULT | 92,85 | - | |
SAFRAN | 99,62 | 99,17 | |
SAINT GOBAIN | 100,00 | 96,00 | |
SANOFI | 98,48 | 97,50 | |
SCHNEIDER ELECTRIC | 100,00 | 100,00 | |
SOCIETE GENERALE | 99,35 | 100,00 | |
SOLVAY | 98,41 | 86,95 | |
STELLANTIS NV | - | - | |
TECHNIP | 99,89 | 100,00 | |
TECHNIPFMC | 100,00 | - | |
TOTAL | 100,00 | - | |
TOTALENERGIES | 100,00 | 33,07 | |
UNIBAIL-RODAMCO | 100,00 | - | |
VALEO | 94,07 | 100,00 | |
VEOLIA ENVIRON. | 100,00 | 100,00 | |
VINCI | 99,44 | 100,00 | |
VIVENDI SE | 98,46 | 100,00 |
Methodology applied :
The methodology applied to calculate the efficiency of a strategy is as follows:
This efficency is displayed in %.