New version of ZEUS NAS (changing the timeframe)

The last weeks was so hard for ZEUS NAS, reaching 2.000€ per contract of DrawDown.

Before this situation we already were analysing and trying to enhance the strategy. And we found a way to enhance shorts, while long positions resists to get something interesting that works fine in 2022 and in the rest of available past data.

But before have a fully updated and optimized new version (that will require a considerable validation period too), we released today a ‘fix’ over the current ZEUS NAS V3.0.

And what is this ‘fix’? Well, analysing the trades we found two problems:

  • The entries were rushing ahead of their time
  • The reversal operations (launch long being short on long signal and the inverse) had no good results

And the enhancement finally found was quite simple…..changing the TF from 5 to 10 min the long entries are so so much stable even during this 2022 bearish market. The other change was simply disable the reversal operations.

This is what happened when we launch the same ZEUS NAS V3 version in TF 10 min instead in TF 5 min.

…and this is applying that the indicators for shorts positions use TF 30 min (more ‘slow’) and disabling the reversal operations.

The previous backtests are using the max candles allowed. On next, there is a view of the final result in 200k candles.

The number of operations was specially reduced, and the drawdown too. The strategy now have a lot of more stability on longs (and anyway the shorts continue being secondary in this strategy).

This version had not validation period, but at the same time have no any optimization (there are no variable optimization or change in entries or position handling) This new version was be added this morning in MarketPlace, and will be named “CFDAT ZEUS NAS 5m V3TF10”

Expecting to cut the current losses and drawdown, we believe that this version can do it well if the bearish market continue, and will do it better when a less volatile and bullish market return.

Meanwhile, we continue working on the next version (with enhanced shorts, and let’s see what we accomplish for the long side….maybe we will maintain it as-is if our lab tests continue being favourable!)

See the full product sheet and subscribe at reduced price during the rest of 2022 in the ZEUS NAS product page:

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