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Free strategy of the week · Aug 10

Grid Under Pressure LONG

Long the eiaelectricity utility basket (XLU/NEE/DUK) when US48 daily demand z-score exceeds +2 (heatwave / coldsnap regime). Regulated utilities earn on volume-throughput in extreme-weather windows; the demand shock prints faster than weather forecasts re-rate the names. 30d hold to capture the temperature-event cycle. Z-score uses trailing-30d window; falls back to ctx-computed z if importer's ZScore is null.

Beats market by
+3.36%
over 90 days, vs sector index
Win rate
66%
88 backtested trades

Hypothetical backtested result — not a recommendation. Past performance does not predict future results.

Our default: hold for about a year — beat the market by +9.09% across 73 past trades.
Show all 25 sell rules we tested — including the ones that did worse
Hold 365 days +9.09% 73 trades
Breakeven (arm at +15%) +6.59% 92 trades
-12% stop-loss +5.10% 93 trades
Breakeven (arm at +5%) +4.75% 99 trades
-20% stop-loss +4.74% 92 trades
-8% stop-loss +4.52% 95 trades
Breakeven (arm at +8%) +4.43% 97 trades
200-day MA cross +4.31% 110 trades
Hold 90 days +3.36% 88 trades
Hold 180 days +2.73% 88 trades
+20% take-profit +2.27% 93 trades
+50% take-profit +2.07% 90 trades
100-day MA cross +1.71% 120 trades
+35% take-profit +1.57% 91 trades
50-day MA cross +0.88% 123 trades
Bracket +50% / -25% +0.70% 91 trades
8% trailing stop +0.04% 107 trades
Hold 30 days -0.26% 103 trades
15% trailing stop -0.57% 95 trades
20-day MA cross -0.60% 132 trades
Bracket +20% / -10% -0.62% 97 trades
Bracket +30% / -15% -1.05% 94 trades
ATR-3 volatility stop -1.22% 109 trades
10-day MA cross -1.72% 133 trades
ATR-2 volatility stop -2.12% 122 trades
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