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 a down day; and The close is above the 200-day moving average; and Yesterday’s close was the fifth in a row up; and Yesterday’s close…
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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): But at the close of 5th last trading day of the month; and Sell N days later. Results Below is the table if we hold for N…
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…
Instrument/asset S&P 500 (SPX) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): The lowest volume over the last 10 days; and Ends on a 10-day high; and RSI(5) is higher than 70. Results Trading performance if exit after N-days…
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): RSI(2) is above 90; and The close is below the 200-day moving average. The trading edge behaves slightly differently depending on the close in relation to the…
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): RSI(2) is above 95; and IBS is above 0.9; and The close is above the 200-day moving average. The trading edge behaves slightly differently depending on the…
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): Five days in a row with lower lows and highs. Results Since SPY’s inception in 1993, it has only happened 63 times. Below is the table if…
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): SPY opens at a 20-day high; and Ends lower with an IBS reading below 0.25. Results Trading performance if we exit after N-days since SPY’s inception…
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 Monday after Thanksgiving is a down day. Results Trading performance if exit after N-days (100 000 and compounding): There are not many trades, but as you…
