Well and here, in connection with the previous post about the estimated growth of the MICEX, decided to develop a trend-following strategy for Russian stocks. Actually, I already have a small mini-portfolio, which I sometimes quote in posts, but it is simply intended to hold a very long time in all phases of the market, whether it's a bullish phase or a violent collapse. And here I decided to play by the system. Since in the future a bullish MICEX market is expected, then, in my opinion, strong stocks will grow better, which are still growing. I.e, if it grows, then we assume that growth will continue. And this is exactly the principle of trend-following strategies.. At first I tried to create something for weekly timeframes, similar to my long-term system for stocks from the Nasdak100 index, but in the end I settled on the day, since the profitability and drawdowns on history are obtained, after all, more attractive.
The following promotions will be monitored (48 PCS):
Historical test of the portfolio of the above stocks over the past 15 years:
The principle of the strategy is simple — if it grows (height, certainly, conditional), then growth will continue, buy at the market at the opening of the next session. After the purchase, set the tracking stop and wait for it to work. No take profit.
It is supposed to divide the portfolio into ten parts. Buy a company for a tenth of a deposit without leverage. I.e, ten companies in total can be bought at the same time. Already bought Aeroflot, BSP-ao and Urkalij-ao:
Tomorrow I buy Akron and LSR-jsc:
