S&P 500 (SPX)
The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it):
Trading performance if exit after N-days (100 000 and compounding):
Few observations, but it indicates a strong upward bias.
Keltner Bands Trading Strategy (Keltner Channels) is a lesser-known sibling of the Bollinger Bands which are widely used and pretty famous. Despite being rather unknown, Keltner Bands are still included in most software packages. In this article, we take a look at Keltner Bands to see what it is, how they are calculated, how they…
Today we are presenting three free mean reversion strategies. They were partially published on this website a few years back, and today we make some minor adjustments and present their performance on different ETFs. Furthermore, we discuss why mean reversion works and which markets are best for mean reversion trading strategies, and also some historical…
There are many factors that quants and algorithmic traders use when they develop trading strategies. Some of them are value, quality, size and, the one we will be backtesting today, momentum. Momentum is an investing factor that aims to benefit from the ongoing trend of a stock or asset. A stock that has been rising…
As the year is drawing to a close, you might have heard about an end-of-year stock market rally. Is this seasonality true, fiction, or myth? The end of year rally is no myth or fiction: research shows that stocks tend to rally and go up at the end of the year. We already know that the…
Some stocks, and indeed some stock market sectors, are known for their relatively stable prices and little intraday fluctuations. Some traders and investors prefer such stocks, as they make use of low volatility stocks strategy. Want to know more about the low volatility stock strategy? Low volatility stock strategy involves investing in stocks with lower…
There are countless technical indicators that traders look at. Among the most popular that try to gauge momentum are the RSI and the stochastic indicator. However, today, we will learn about one that is not so well-known: Chande momentum oscillator (trading strategy). The Chande momentum oscillator is a technical indicator that measures momentum through the…
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