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,


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


Author: Tom Nesnidal (more about me
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