The Smart Factors Momentum Market strategy blends multiple equity factors with a broad market trend filter. The system goes long the market only when both the momentum factor basket and the overall index show positive trends, and exits to cash otherwise.
Entry Criteria: Composite factor momentum and market trend confirmation.
Long/Short: Long only.
Exit Criteria: Exit when factor momentum or market trend turns negative.
Stops: No explicit stop.
Default Values:
CandleType = TimeSpan.FromDays(1).TimeFrame()
[*]Filters:
Category: Momentum
Direction: Long
Indicators: Multiple
Stops: No
Complexity: Intermediate
Timeframe: Medium-term
Seasonality: No
Neural Networks: No
Divergence: No
Risk Level: Medium