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Adx Trend Filter

ADX trend strength filter: only trade strong trends, skip choppy markets

3Y
Total Return
+0.0%
3Y
Sharpe Ratio
0.00
3Y
Max Drawdown
0.0%
3Y
Win Rate
0.0%
3Y
Alpha
-65.4%
3Y
Comp. Score *
0.00
Risk Parameters
Max Allocation0.0%
Stop Loss5.0%
Take Profit5.0%
Max DD Tolerance0.0%
Rebalanceweekly
Execution Guidance
Order TypeLimit
Entry RuleBuy 0.5% below market in uptrend.
TimingSAFE TO BUY. *
ScalingEnter in 3 tranches over 1-2 weeks.
Positions — Vol-Adjusted Sizing
SymbolActionVol Stop LossTake ProfitSizeLinks