# King Of Slopes

## Edge

King Of Slopes är en short strategi som handlar OMXS30. Under högvollatila perioder så kan den tar en kort position på måndagar och onsdagar vid lätt överköpta nivåer.

## Exit

Strategin stänger sin position vid vinst eller senast om 5 dagar efter att positionen har tagits.

## **Backtest av modell**

**Långtids test sen 1993 med EOD data**

<figure><img src="/files/ad2YMovDZh5p3Y46Ab7d" alt=""><figcaption></figcaption></figure>

<figure><img src="/files/Bx0o7YUMktRjxGW73iXM" alt=""><figcaption></figcaption></figure>

**Test sen 2005 med intradags data.**

<figure><img src="/files/bletVkuEoP2mh0DZQ92a" alt=""><figcaption></figcaption></figure>

<figure><img src="/files/4ww8F9ABDh0QPyPh0oXu" alt=""><figcaption></figcaption></figure>


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