Kaspareits Swingtrading-Strategie für Berufstätige: 100 Trades

Finance-focused summary (swing trading strategy & backtest results)

Core concept / instruments & setup

• Market/instrument (walkthrough/backtest): NQ Futures
  • Described as analogous to a “Nasdaq 100” / Nestic 100.
• Chart timeframe: 4-hour
• Operator cadence: 2–3 chart glances per day, < 5 minutes/day (implies checking shortly after bar close).

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Indicators / tools mentioned

• Bill Williams Fractals (Williams Fractals)
• Larry Williams PercentR / Percent Range (called “Williams Perennial Air” in subtitles)
  • Oscillator zone described as roughly [-100, 0]
  • Thresholds:
    • Overbought: above -20
    • Oversold: below -80
• Donchian Channel
  • Period set to 3 (high/low of the last 3 candles)
• Anchored VWAP (variant)
  • Anchored at a swing point using a fractal:
    • anchor placed at a fractal low/high
  • Rationale: price reaction frequently occurs near the anchored level (described as breakeven-area behavior).

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Step-by-step framework (as described)

Long (buy) logic — “original Alex/Kasper approach”

1. Determine uptrend using:
   • Fractals structure + Williams PercentR confirming persistent direction.
2. Valid swing low:
   • A red fractal appears, and PercentR is at/near oversold (≤ -80)
   • This can occur at the same time or shortly before.
3. Set anchor for anchored VWAP:
   • When structure shows higher highs / higher lows, anchor VWAP at the last valid low.
4. Wait for pullback toward VWAP:
   • Price touches/approaches the anchored VWAP.
5. Entry trigger conditions (during pullback):
   • PercentR falls below -80 again
   • The new correction low is higher than the previous one
     • otherwise the uptrend is considered broken.
6. Order type & exits:
   • Entry: buy stop at the Donchian Channel (period 3) top (top of last three completed candles)
   • Stop-loss: below the correction low
   • Take-profit: 2× risk (TP set at double the risk)

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Short (sell) logic — reversed

1. Downtrend:
   • Lower highs / lower lows via fractal structure and PercentR.
2. Set anchor for anchored VWAP:
   • Anchor at the last valid high (green fractal) where PercentR > -20
3. Wait for pullback to anchored VWAP
4. Trigger conditions:
   • PercentR rises above -20 during the pullback
   • New correction high stays below the previous high (trend not broken)
5. Order type & exits:
   • Entry: sell stop at the bottom edge of the Donchian Channel
   • Stop-loss: above the correction high
   • Take-profit: 2× risk

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Key implementation constraints / TradingView limitations (practical)

• Free TradingView limitations (as mentioned):
  • Only two indicators can be loaded.
  • Replay starts only from the daily chart for this use case.
• Workaround: TradingView Essential
  • Requirement stated: place at least one trade every three months.
  • Cost estimate: ~€168/year.
• Note: the video author later mentions moving to TradingView Premium.

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Backtest performance & risk metrics (100-trade study)

“100 trades” simulation details

• Start point referenced: December 17, 2015
  • ~11 years of data used to accumulate 100 trades (rough estimate: ~5 trades/year per symbol).
• Fees: not included
  • described as low due to assumed liquidity (a subtitle artifact references “like Nestlé,” while the instrument is NQ Futures).

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Results — Version 1 (original rules / more interpretation)

• Win rate: 43%
• Average risk-reward: about 1 : 1.9
• Risk per trade: 2%
• Total profit: over 50%
• Maximum drawdown (MDD): 15.6%
• Longest losing streak: 6 consecutive trades
• Benchmark/extrapolation mentioned:
  • Based on Lewis’ earlier claim (60–65% success with 2:1 risk-reward), expectation was roughly 80R → 160% over 100 trades.
  • Actual results were about one-third of that.

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Critiques / weaknesses identified by the analyst (Lewis vs. interpretation issues)

1. Donchian trigger ambiguity
   • “Last three candles” definition can be unclear relative to:
     • when price re-enters VWAP
     • and when oscillator conditions are satisfied
   • Example of potentially unfavorable entry: September 14, 2016
2. Anchoring ambiguity
   • Same setup may be valid or invalid depending on which swing low is used as the VWAP anchor.
   • Conclusion: anchored VWAP isn’t the decisive element; instead it’s trend direction + oscillator threshold during pullback.
3. Strategy can miss regime moves
   • In long trends, price may run for weeks without returning to anchored VWAP, so the strategy may stay out.

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“Improved version” (restructured rules to reduce interpretation)

• Modification concept: Swap roles—use an explicit HH/LL direction filter to define trend, then use oscillator/trigger for timing.

• New trend filter:

  • Higher High / Lower Low indicator
    • subtitles referenced as “Lones on the Blue” / “High High Low Low”
    • settings: left/right candles = 10 (to match fractal behavior)

• Entry trigger tools:

  • PercentR still governs oscillator state.
  • Donchian Channel (period 3) mentioned as a possible start.
  • Also mentioned: UTBot and Beautybard Alerts from Quantum Nomet
    • only Bar mode activated per subtitle.

• Additional risk management rule:

  • Move stop to break-even once risk-reward reaches 1:1:
    • “If the trade reaches a risk-reward ratio of one, move stop to break even.”

• Exit logic details:

  • Long:
    • TP at 2R (“attack profit at 1:2”)
    • then break-even after reaching Z / 1R (wording implies a threshold consistent with break-even rule)
  • Short:
    • re-entry at next candle open after sell-signal
    • TP at Z2
    • move stop to breakeven at Z (consistent with break-even rule)

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Results — Version 2 (improved rules)

• Win rate: 51% (up from 43%)
• Average risk-reward: ~1 : 2
• Risk per trade: 2%
• Profit: 108% (about double Version 1)
• Maximum drawdown: just under 10% (down from 15.6%)
• Longest losing streak: 4 trades
• Gap to original aspiration:
  • Still not reaching the earlier cited ~160%, but closer than Version 1.
• Additional note:
  • 25 trades ended at break-even
  • these were not counted in the author’s win/loss count.

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Timing / operational recommendations (as stated)

• Practical check windows after bar close:
  • 3:30 pm (session start)
  • 7:30 pm (4 hours later)
• Expectation:
  • On average, a signal ~ once per month.

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Disclosure / disclaimers

• No explicit “not financial advice” disclaimer appears in the provided subtitles.

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Tickers / instruments / assets explicitly mentioned

• NQ Futures (Nasdaq-100 futures; described as “Nestic/Nestic 100” equivalent)
• TradingView (platform; not an investment instrument)

No other specific tickers (stocks), ETFs, bonds, commodities, or crypto tickers are clearly stated.

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Presenters / sources mentioned (at end)

• Alex from Kasper Trading (strategy originator/presenter)
• Bill Williams (indicator: Williams Fractals)
• Larry Williams (indicator: PercentR / oscillator)
• Lewis (tester/commenter referenced; discussed/defended parts via comments; also referenced as testing across symbols)
• TradingView (platform source for indicators/limits; not a person)
• Quantum Nomet (mentioned as a possible source for Beautybard Alerts)
• UTBot (mentioned as a trigger tool)