#125: 4 FUTURES JAPANESE YEN TRADING STRATEGIES
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#125: 4 FUTURES JAPANESE YEN TRADING STRATEGIES

Some markets are really tough to develop viable breakout strategies in.

 

Like Japanese Yen (JY).

 

Yet, it can be done. In our hedge fund, we have developed a few of them (all of them are futures Japanese Yen breakout swing strategies).

 

Let me show you some equity curves (all the equity curves are pure out-of-sample compilation). So you get an idea of what they can look like. These are my 4 favorite ones:

 

 

Notice also the performance beyond the blue vertical line - this is how the strategy has been doing since it was developed.

 

What I really like about the JY market is that we are constantly getting a very high sample size. Around 1,000 trades mostly. This, of course, gives me a lot of confidence.

 

And of course, all of these JY strategies are extremely robust. By that, I mean passing the Robustness Level 3 (a proprietary concept we developed in our hedge fund).

 

Now, again, this was NOT easy to do. We had to have A LOT of patience.

 

But the point is:

 

There’s probably no market in the trading universe that one couldn’t build a great breakout strategy for (ultimately).

 

Some markets just take more time than others. But often the results are totally worth it.

 

Happy trading, 

 

Tomas

 

P.S. All 4 Japanese Yen strategies were built with the framework from the Breakout Strategies Masterclass.

 

 

 

 

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