It took me more than 2 years to analyze and backtest over 50 futures markets. But then eventually, I came to the conclusion that only 26 markets are good enough to fit the Delta Strategy. I was looking for high hit rates, high profits, and of course low risks. I did my backtests in futures and the underlying is always a future, but all signals will work for CFDs, options and certificates as well.
The initial idea of the Delta Strategy was to find trades that would have a hit rate of at least 75% so it would be easy to trade. As I was backtesting the signals, I almost couldn’t believe it myself. Some signals have never failed and every single trade was a winner. The final Delta Strategy trading system contains only trades that win at least 75% and still some signals win 100%.
I belíeve in the strength of numbers. To build a solid trading strategy you have to have a large number of numbers to analyze. I’ve been analyzing data from 2015 till today to make sure I have enough. My evaluations contain more than 1500 trades that I analyzed and turned into a trading system that – because of more than 75% winner trades – is easy to trade for everybody.
There can be up to two different types of signals in each market → signal A & signal B
The following table shows the number of trades of each signal and it shows the percentage of winner trades. For example, A = 16 and A wins = 100% means that there were 16 trades triggered by signal A and 100% of these trades were winners. The same scheme applies to the B signals. C is just the A and B signals combined. For some markets, there are A and B signals, for some there is only an A signal or only a B signal.
These are dynamic tables and numbers might change from day to day.