S&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 from 1960 until today:
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): Today is an inside day; and Yesterday was a down day of at least 1%; and Today’s close is higher than yesterday’s. Results Trading performance if exit…
The Holiday effect system in the stock market is a well-known anomaly and seasonality. Is there a way to profit from the holiday effect seasonality? Are there any holiday effects in the stock markets? If so, which holiday is the best? The holiday effect strategy seems to be significant for Independence Day, Thanksgiving, and Christmas….
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…
What Does A Follow Through Day Mean In Trading? As a stock trader, you may likely have asked this question several times: “How do you identify a stock rally?” That might have been the question that led William J. O’Neil to develop the concept of a follow-through day for identifying the onset of a rally…
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): Buy at the close of the last trading day of the month. Results Trading performance if we exit after N-days since SPY’s inception in 1993: Equity curve…
Ray Dalio’s All Weather Portfolio is a pretty well-known portfolio, and for good reasons, in our opinion. Ray Dalio and his team at Bridgewater Associates constructed the All Weather Portfolio to withstand every economic environment (and shocks) possible. What exactly is the All-Weather Portfolio? Which assets are included? How has it performed? What was the…
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