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The Swing Model during the most volatile week of the year.
In this guide we will go over a backtesting result of our Swing Model during one of the most volatile week of the year. The week of April 4th to April 11th 2025 after the Reciprocal Tariffs Announcements.
Swing Model during Reciprocal Tariffs 8
Check out the full video explaining the backtest.
Backtesting Assumptions
The backtest has the following assumptions:
Data was taken from MenthorQ Swing Trading Model as of Sunday 04/06/2025. The levels from Sunday are calculated after market close on the previous Friday 04/04/2025.
We then took the Bias given by the model weather Bullish or Bearish and we downloaded the various levels: Upper Band, Lower Band and Risk Trigger.
We then trade at the Open of Monday 04/07/2025.
The exit price uses the next Friday close for 04/11/2025.
We then apply two strategies:
Strategy 1: Long / Short Stock
Long / Short Underlying Stock. We trade the Stock at the open of Monday 04/07/2025.
Entry: Going Long if the Swing Bias was Bullish and Going Short if the Bias was Bearish.
Exit: We close the trade at the close of Friday 04/11/2025
Strategy 2: Selling Credit Spreads
The second type of strategy leverages the Swing Trading Levels and Bias to define our Credit Spreads. These are the assumptions:
If Bias is Bearish we sell a Call Credit Spread using the Upper Band as the level for our Sold Call
If Bias is Bullish we sell a Put Credit Spread using the Lower Bans as the Level for our Sold Put
We define our success rate shows if at the close of Friday the options expire worthless (Out of the Money)
Here you can find the File with the Data and Results.
