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): IBS is lower than 0.2; and The close is above the 200-day moving average; and TLT’s IBS is above 0.8. 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): Today is the before the monthly job report (which is released on the first Friday of the month; and Today’s close is higher than yesterday’s close; and…
Instrument/asset Gold (GLD) 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 The 5-day RSI is above 50; and Yesterday was an outside day. The trading edge behaves slightly differently depending on the close…
Instrument/asset Gold (GLD) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Today’s low is higher than yesterday’s high; and Yesterday’s 5-day RSI was below 40. Results Below is the table if we hold for N days since GLD’s inception:…
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…
Instrument/asset Semiconductors (SMH) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): The close is at least 0.5% higher than yesterday’s close; and TLT’s close is at least 0.5% lower than yesterday’s close; and The lowest volume over the last…
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): Open is higher than yesterday’s open; and Open is lower than yesterday’s close; and Close is lower than yesterday’s close; and Close is lower than yesterday’s open….
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…
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 below the 200-day moving average. Results Trading performance if we exit…
Instrument/asset Gold (GLD) 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 outside day; and The IBS is lower than 0.4; and The 5-day RSI is above 50. The trading edge behaves slightly differently depending on the…
