The Saturn Strategy: Harnessing Profits Amidst Market Uncertainties – A Six-Year Retrospective

Updated: Jul 27, 2023

One effective method to evaluate a strategy's effectiveness is to assess its year-over-year performance over an extended period. The "Saturn Swing Strategy" is an exclusively long-oriented approach that has showcased impressive net profits from 2017 to the present, all while maintaining a relatively minimal maximum drawdown.

Here's a detailed breakdown of the Saturn strategy's performance since 2017:

Trading Asset: 1 NQ contract
Timeframe: 2-hour bars
Position: Only takes long trades
Performance Over 6 Years: A total net profit of $390K against a maximum drawdown of -$20K.
Return Over 6 Years: 390% return on a starting capital of $100K
Win Rate: 49%

Saturn Strategy, 2017 - present

While the strategy's achievements are praiseworthy, understanding its adaptability amidst varied market conditions is essential. Over the past six years, the financial landscape has presented a myriad of challenges and opportunities. This includes the unsettling 2020 COVID crash, its remarkable recovery, the enduring bull market of 2021, and the bearish phase of 2022.

Delving deeper into the Saturn strategy's performance, we find that it has consistently yielded net profits every year since 2017. Notably, 2018 posed significant challenges, primarily attributed to the Nasdaq index's erratic sideways movement during the initial three months of that year. Nevertheless, the strategy emerged resilient, concluding 2018 with a net profit of $24K. From 2020 onward, the strategy consistently registered an impressive annual net profit range of $70K to $90K.

If the index continues its favorable trajectory in 2023, this year might witness the strategy's pinnacle performance. Supporting this optimism is the strategy's current Profit Factor for 2023, which stands at an all-time high of 4.5 since the start of the backtest in 2017.

Saturn Strategy, 2023