Crude Oil Trading Strategy: Backtest, Settings, Rules, and Performance Analysis

Crude oil is one of the different assets you can dabble into as a trader, but the market is quite difficult to master because of the many factors that affect it. If you must trade it, you will need to have a backtested crude oil trading strategy. The crude oil trading strategy is the buying…

Macro Economy Trading Strategies: Backtest Analysis on a Global Scale

“If trading is like chess, then macro trading is like three-dimensional chess. It is just hard to find a great macro trader.” — Paul Tudor Jones. Many of the world’s biggest hedge fund managers and institutional traders focus on macro economy strategies. What are macro economy trading strategies? Macro trading strategies are investment strategies that…

Trading Edge #17

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…

Martingale Trading Strategy: Video, Rules, Setup, Backtest

There are different strategies for trading the market, such as trend following, price action, scalping, momentum, Martingale, mean-reversion, and so on. All are risky, but the Martingale trading strategy is known for its huge risks. What is this strategy and how does it work? In financial trading, the Martingale trading strategy refers to the idea…

Trading Edge 8

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…

Trading Edge 7

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…

Trading Edge 6

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…

Trading Edge 5

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…

Trading Edge 3

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…