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The 4 years USA Presidential Cycle Trading strategy

Category: Strategies By: Doctrading Created: May 15, 2016, 5:56 PM
May 15, 2016, 5:56 PM
Strategies
4 Comments
The 4 years USA Presidential Cycle Trading strategy

Hello everyone,
Here is a well-known strategy, and very effective.
We buy a US index in the 3rd year of the presidential cycle, and sell the following year.
Actually, indices (such as Dow Jones, S&P500) raise because periods of presidential campaigns, whose promises make indices to grow.

I had to adapt some dates with the symbols ” >= ” , because there are days when September 30 for example is not a business day.
The strategy is profitable nearly each time.
The test was launched since 1982, but actually by launching the strategy in 1932, it is almost always positive (just 2 short years with low losses ).

// CYCLE PRESIDENTIEL USA
Defparam cumulateorders = false

//TAILLE DES POSITIONS
N = 2 // à adapter selon DJ, S&P500, etc.


// CYCLE PRESIDENTIEL DE 4 ANS
ANNEEDEBUT = 1982

IF year >= (ANNEEDEBUT + CYCL) and month >= 09 and day >= 25 THEN
buy n shares at market
ENDIF

IF year >= (ANNEEDEBUT + CYCL + 1) and month >= 12 and day >= 25 THEN
sell at market
CYCL = CYCL + 4
ENDIF

Download
Filename: CYCLE-PRESIDENTIEL-USA.itf
Downloads: 146
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Comments

air
air
10 years ago
#

Good job. 

Doctrading
10 years ago
#

Hello,

Yes, it is daily timeframe.

CKW
CKW
10 years ago
#

 Thanks Doctrading for sharing

Is this Daily Time frame?

 

gianlox
10 years ago
#

This did not expect .. :-)

 

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