#125: 4 FUTURES JAPANESE YEN TRADING STRATEGIES
- Tomáš Nesnídal
- Apr 9, 2019
- 1 min read
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.
Comments