Russell 2000 Death Cross Trading Strategy: Backtesting and Returns Analysis

ByOddmund Groette

A Russell 2000 Death Cross occurs when the 50-day moving average of the Russell 2000 index crosses below its 200-day moving average. This is often seen as a bearish signal, but a new study by Rob Hanna on his blog QuantifiableEdges suggests otherwise. Let’s look at the Russell 2000 death cross trading strategy. Rob Hanna…

Russell 2000 Rebalancing Trading Strategy (Backtest and Analysis)

ByOddmund Groette

Russell 2000 rebalancing at the end of June is an important event. It’s important because it leads to potential imbalances, but more importantly, the Russell 2000 has shown abnormal outperformance over these few days. The seasonality and effect are so strong it seems to be a tradeable Russell 2000 rebalancing trading strategy. In this article,…