Daily Trading Edge #42
Instrument/asset
Gold Miners (GDX)
Trading rules
The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it):
- But at the close of OPEX day (option expirations) in December.
Results
Below is the table if we hold for N days:

A pretty strong edge!
If we hold for ten trading days we get the following equity curve:

