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 were already analysing and trying to enhance the strategy. And we found a way to enhance shorts while long positions resist getting something interesting that works fine in 2022 and the rest of the past data.

But before having 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 more stable even during this 2022 bearish market. The other change was simply to disable the reversal operations.

This is what happened when we launched the same ZEUS NAS V3 version in TF 10 min instead of 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 used the max candles allowed. Next, there is a view of the final result in 200k candles.

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

This version had no validation period, but at the same time, have no optimization (there are no variable optimization or change in entries or position handling). This new version was 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 continues, and will do better when a less volatile and bullish market returns.

Meanwhile, we continue working on the next version (with enhanced shorts, and let’s see what we accomplish in 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 a reduced price during the rest of 2022 on the ZEUS NAS product page:

Leave a Reply