makes 50M/year.
• US Equity market capacity 500M
Average holding period is 12 hours
Average signalduration is 4.5 hours giving ample entry time.
Average daily traded volume per single security ... EFTA00611831
Trade statistics
SignalDuration Histogram: moan 4 hours
10 20
Holding Period Histogram: mean 12 hours
8
0 5 10 15 20
Hours
EFTA00611832
Return Streaks and Draw Downs