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 the day before the monthly job report; and The close must be above the 200-day moving average. Results Trading performance if we exit…
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 Tuesday; and The close is lower for two days in a row. Results Trading performance if exit after N-days: This is the equity curve if…
Instrument/asset S&P 500 (SPY) Trading rules Yesterday, the following trading rules kicked in: (The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it)): Close must be lower 7 or more days of the last 10 days; and Today’s volume is the heaviest of…
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 the lowest range in 3 days; and The 5-day RSI is below 40. Results Trading performance if exit after N-days (100 000 and compounding since…
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): Today is the highest close in 25 days; and It’s the lowest volume over the last 25 days. Results Trading performance if exit after N-days (100 000…
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): Today is Tuesday in Thanksgiving week; and Exit on the Wednesday before Thanksgiving. Results Trading performance if exit after N-days (100 000 and compounding since 1960): The…
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): Today is Tuesday in Thanksgiving week; and Exit on Black Friday. Results Trading performance if exit after N-days (100 000 and compounding since 1960): It seems like…
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 lowest volume over the last 10 days; and The close is below the 200-day moving average; and The close is lower than the day before. Results…
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 lowest volume over the last 10 days; and The close is above the 200-day moving average; and The close is higher than the day before. 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): The lowest range over the last 3 days; and Today is an inside day; and The close is below the 200-day moving average. Results Trading performance if…
