Hull Moving Average Entries with Scheduled Exits and Fixed Stops

Summary

This strategy uses the 115-period Hull Moving Average to time long entries on Monday: it enters when the closing price is below the average. It schedules a full exit for Wednesday and also defines a fixed take-profit of 1.5% and stop-loss of 0.8%. The published implementation checks a specific morning session, which makes timing dependent on the chart’s timeframe and session settings.

The document explains the rationale for using the responsive Hull average and periodic exits, but provides no performance results or evidence that the rules reduce drawdowns. It identifies risks from sideways markets, rigid exit levels, sudden events, and frequent trading costs or slippage. Suggested improvements include filtering market conditions, adapting stops, avoiding major events, and testing parameter robustness. Its claims about accuracy and risk reduction should therefore be treated as hypotheses rather than demonstrated outcomes.

Key ideas

• Long entries are triggered on Mondays when the close is below the 115-period Hull Moving Average.
• The strategy schedules exits for Wednesdays and specifies a 1.5% profit target and 0.8% stop-loss.
• The published rules include a morning session window, so implementation depends on timeframe and session configuration.
• Sideways conditions, rigid thresholds, sudden events, and trading costs may undermine results.
• The document offers no backtest performance evidence and recommends further robustness testing.

Tags

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