The reward for long-term resilience in simple trading strategies - Part II

Marton Trencseni - Sun 16 March 2025 • Tagged with trading, sharpe ratio, win ratio, nasdaq

In this follow-up, I analyze 10 years of data on a select group of stocks to show that while higher take-profit and stop-loss thresholds boost win ratios and Sharpe ratios, longer holding times can lower annualized returns.

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The reward for long-term resilience in simple trading strategies - Part I

Marton Trencseni - Sun 09 March 2025 • Tagged with trading, sharpe ratio, win ratio, nasdaq

In this article, I explore how adopting longer-term, resilient trading strategies with higher take-profit and stop-loss thresholds can deliver more consistent, risk-adjusted performance.

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