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 from 1993 until today (sell after N-days):
The results are better if the last day of the month is a down day:
If we exit after 3 trading days we get the following equity curve:
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…
A trend reversal is a change in the direction of the price trend of an asset. This change in direction can be to the upside or downside. The trend reversal strategy is any analysis or trading technique a trader uses to identify the end of one trend and the beginning of another. Trend-reversal strategies can…
Market timing is not easy, and if you get it wrong, it might lead to poor compounding (in the long run). We did a backtest to show what happens when you: One backtest removed the ten best days from 1960 until today for S&P 500 (replaced with zero performance that day), and the other…
IWM is the ticker symbol for iShares Russell 2000 ETF, which is one of the main ETFs that track the Russell 2000 index. The ETF provides a way to invest in the index and gain exposure to small-cap U.S. stocks. IWM (Russell 2000) Trading Strategies The Russell 2000 stock market index may not be getting…
Technical indicators help us analyze stocks to know how to trade them, but they focus on the external price action of individual stocks. While this is not bad in itself, knowing the general market sentiment is equally important. This is where the Arms Index comes in. But what is the index about? The Arms index…
Cryptocurrency trading has become increasingly popular in recent years, and Bitcoin, as the pioneer and most widely recognized digital currency, is at the forefront of this seemingly financial revolution. Traders are constantly seeking strategies to capitalize on the volatility of Bitcoin’s price, and the Moving Average Convergence Divergence (MACD) is one that immediately comes up…
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