Table of contents:
ToggleS&P 500 (SPY)
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:
Performance gets better if we add an RSI filter: RSI(5) must be below 60:
If we exit after 5 days we get the following equity curve:
Many traders fear a bear market would be really bad for their trading. Is this true? Should you trade during a recession? What does the data say? There are ways to exploit a bear market during a recession. A big part of that is understanding how the market behaves. We have in multiple other articles…
Italy is one of the most beautiful countries in the world, and it certainly has one of the best foods. However, they have struggled to grow their economy and, accordingly, their stock market. The Italian stock market is currently trading in the same spot it was in 1998. This is more than 25 years of…
Instrument/asset Long Term Treasuries (TLT) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Today is the last day of the month – go short at the close. Results (You must take into consideration that TLT pays a dividend on…
Instrument/asset S&P 500 (SPY) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): The month is December; and The calendar day is more than; and The close is at least 1% lower than yesterday’s close. Results Trading performance if exit…
What are the worst days of the year for trading stocks? Let’s find out and test from the year 2000. We did a backtest where we optimized the month and trading day to find the WORST trading days for the S&P 500 from the year 2000. We remind you that the TRADING day is different…
The lower highs and lower lows pattern signals a downtrend. Is this likely to continue or reverse? What is the meaning of a lower highs and lower lows pattern? In almost all markets, the lower high and lower low pattern signals a short-term reversal. We develop multiple lower high and lower low trading strategies. The…
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