A Multi-Timeframe CAC 40 Trend Strategy with ATR Entries and Timed Exits

Summary

The document presents an intraday CAC 40 strategy built around trend filters across several timeframes, from seconds to tens of minutes. It calculates position size from capital and price, then uses one-minute ATR crossovers to trigger long entries when a shorter-term trend filter is positive and short entries when it is negative. A fixed stop and profit target are supplemented by many day- and time-specific restrictions, target adjustments, and exits based on stochastic or RSI signals.

The author claims a large gain over a short interval in early 2025, but the post supplies no independent verification, transaction-cost analysis, drawdown data, or broader sample results. The dense schedule of date- and time-dependent rules may reflect instrument-specific tuning and raises overfitting concerns. The strategy is therefore best read as an example of a complex rule-based system, not evidence that the reported result will generalize to live trading.

Key ideas

• The system combines trend direction from multiple chart intervals with one-minute ATR crossovers for entry signals.
• Position size is calculated from capital and price, and trades use stop-loss and profit-target rules.
• Time-of-day and weekday filters restrict entries and adjust exits, with stochastic and RSI conditions providing additional exit signals.
• The author reports a short-period gain, but provides no independent validation, cost breakdown, or evidence across other market periods.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.