- Developed a trading strategy that trades breakouts on the daily timeframe with a lookback period dependent on volatility and a trailing stop-loss.
- Utilized QuantConnect and NumPy to create a Trading Bot using Python and applied this strategy to SPY.
- Backtested strategy, testing parameters for stop-loss and trailing stop-loss, and saw an 86.7% ROI over last 5 years.
Backtest results from 08/01/2018 to 08/01/2023 on "SPY" with $100,000 initial portfolio size.
