Keltner Channel Strategy
The Keltner Channel Trading Strategy (Keltner Bands) is a lesser-known sibling of the Bollinger Bands, which are widely used and well-known. Although relatively unknown, Keltner Bands are still included in most software packages.
In this post, we present a strategy for stocks.
We get this equity curve on the S&P 500 (SPY) from inception until today:
There are 288 trades, with a win ratio of 77%, a CAGR of 6.3%, and a time spent in the market of 15%. The profit factor is 2.