Trading Edge 58
Instrument/asset
S&P 500 (SMH)
Trading rules
The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it):
- Two days in a row where the low is higher than the high the day before.
Results
Trading performance if exit after N-days (100 000 and compounding since inception):

The results are surprisingly positive, but there are few trades.
If we exit after 10 days, we get the following equity curve:

