# Turtle Trading

This strategy is based on the Turtle Trading method created by Richard Dennis and William Eckhardt.

It is a simple trend following strategy based on breakouts.

## Rules

1. If the asset (e.g., SPY) exceeds its highest high over the past 20 days, enter a long trade.
2. Exit the trade when the asset drops below the lowest low over the past 10 days.

## Parameters

**High Period**: The period over which to determine whether price has exceeded the highest high for entering a trade. (Default: 20)

**Low Period**: The period over which to determine whether price has dropped below the lowest low for exiting a trade. (Default: 10)

## Backtest Results

### SPY

![SPY Analysis](https://static.moshington.com/images/strategies/turtle-trading/spy-analysis.png)

![SPY Summary](https://static.moshington.com/images/strategies/turtle-trading/spy-summary.png)

### QQQ

![QQQ Analysis](https://static.moshington.com/images/strategies/turtle-trading/qqq-analysis.png)

![QQQ Summary](https://static.moshington.com/images/strategies/turtle-trading/qqq-summary.png)

---