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.
