A Seasonal QQE and Universal-Indicator Strategy for FTSE 100 CFDs
Summary
This multiday strategy trades the FTSE 100 as an IG Markets CFD on hourly bars. It uses QQE signals crossing the midpoint for entries, with a Universal indicator as a directional filter. Month-specific multipliers adjust long and short position sizes, subject to maximum position limits. The rules exit positions when QQE reaches specified thresholds, trail price by a fixed distance after a favorable move, and include fixed stop and profit levels; losing short positions also have a time-based exit.
The post says testing used a one-euro mini contract with a spread of two over a period from July 2004 to November 2016, but it supplies no performance statistics or detailed validation. It also says the strategy depends on three modified indicators. The seasonal sizing schedule and indicator settings are presented without evidence that they remain effective out of sample, and CFD costs and sizing make results broker- and instrument-dependent.
Key ideas
- Hourly FTSE 100 CFD entries combine QQE midpoint crosses with a Universal-indicator filter.
- Month-specific multipliers vary long and short exposure within stated position caps.
- The rules use threshold exits, trailing stops, fixed stop and target levels, and a time limit for losing shorts.
- The post describes a historical test period but gives no performance metrics or out-of-sample validation.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.