I mentioned that I’d replace the SPY ST Model with the Cobra Impulse System here. This post is just to follow up the current progress.

The design consists of 3 part:

  1. Simply buy and hold without stop loss like Non-Stop Model which is suitable for position traders.
  2. Long only mode.
  3. Short only mode.

The general idea is there’s always half position simply buy and hold without stop loss to avoid premature exit. And the other half position follows the long and short mode to do the swing trade for improved performances.

The initial visual back test is here, you may need a very wide screen to see the whole picture, LOL. The project hasn’t completed yet, but should be workable now.