Short-Term Trading Strategies That Work: A Quantified Guide to Trading Stocks and ETFs (2009) is a practical trading manual by Larry Connors and Cesar Alvarez. It presents statistically tested short-term and swing-trading systems for stocks and exchange-traded funds (ETFs), emphasizing data-driven rules rather than subjective analysis.
Over an empirical backtest sample comprising 249 audited executions, this model achieved a cumulative net return of +535.0% (+5.8% compound annual growth rate). Trade execution efficiency registered a 81.1% win rate (demonstrating robust directional accuracy), paired with an outstanding profit factor of 3.24. Downside risk analysis records a maximum historical drawdown of -8.4% (exceptional downside capital preservation and controlled variance), while current drawdown stands at 0.0% from recent peak equity. Risk metrics reflect an annualized Sharpe ratio of 7.26 (exceptional risk-adjusted alpha) alongside an R² statistical fit score of 0.98 (98% consistency, indicating high equity curve linearity with controlled dispersion).
The quantitative profile demonstrates verifiable historical edge and balanced risk distribution suitable for systematic asset allocation.Strategies: 0
