Ranging Trading Strategies (NR7) Since 1990

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Here is a simple but very effective Ranging Trading Strategy using ranges that have been around for a long time. It was first discovered by Toby Crabel back in 1990.

Looking to diversify your trading strategies? The NR7 trading strategy, popularized by Tony Crabel in 1990, could be the answer. This volatility-based strategy enters trades on days with narrow trading ranges (low volatility).

Unlike some strategies that rely on buying weakness, the NR7 approach is unique and potentially valuable in its own right. However, it's important to backtest the strategy and see how it correlates with your existing trading methods.

If you're looking to expand your trading knowledge and want to learn more about NR7 and trading ranges, this video is for you. Our comprehensive guide explains the strategy in detail and provides tips for optimizing your trades. Watch now and see how the NR7 strategy can diversify your portfolio.

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Chapters
0:00 Range Trader
0:18 What is the strategy about?
0:44 Trading Rules
1:00 Trade Examples
1:16 Performance Chart
1:23 Backtest Results
1:40 Can we improve it?

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RISK DISCLAIMER
Quantified Strategies (SIA Lofjord) is not an investment advisor. The content and information provided are educational and should not be treated as financial advisory services or investment advice. Trading and investment in securities involve substantial risk of loss and is not recommended for anyone that is not a trained trader or investor – it shall be conducted at your own risk. It is recommended that you never risk more than you are willing to lose. Leverage can lead to substantial losses. Any use of leverage, margin, or shorting is at your discretion. Quantified Strategies (SIA Lofjord) is not responsible for any losses that occur as a result of its content and information.
Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, Since the trades have not been executed, the results may have under or overcompensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs, in general, are also subject to the fact that they are designed with the benefit of hindsight. No representations are made that any account will or is likely to achieve profit or losses similar to those shown.