Buy When S&P 500 Hits New Intraday High? (Exploring Intraday High Breakout Trading Strategy)
Rob Hannah has published a potential strategy on his blog Quantifiable Edges. The strategy buys when the S&P 500 makes a new high. I put a twist to it and made the following strategy: Trading Rules [am4show have=’p2;p3;p58;p59;p130;p138;’ user_error=’Premium Post Access’ guest_error=’Premium Posts’] Today’s intraday high must be higher than the previous day’s five-day high….
