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…
David Swensen was the President and Chief Investment Officer of Yale University endowment from the mid-1980s until his death in May 2021. Swensen, along with Dean Takahashi, invented The Yale Model. Let’s take a look at the David Swensen Portfolio (Yale Model). The David Swensen Portfolio is a diversified investment strategy developed by David Swensen,…
IWM is the ticker symbol for iShares Russell 2000 ETF, which is one of the main ETFs that track the Russell 2000 index. The ETF provides a way to invest in the index and gain exposure to small-cap U.S. stocks. IWM (Russell 2000) Trading Strategies The Russell 2000 stock market index may not be getting…
In the book, “Reducing the Risk of Black Swans”, an educational treatise on how to avoid unexpected catastrophic losses, Larry Swedroe presents the Larry Swedroe Portfolio. If you want a way to maximize returns while minimizing risk, the investment approach might intrigue you. But what is the Larry Swedroe Portfolio (30/70, small-cap value)? The Larry…
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…
The largest economy in Latin America, Brazil has a well-established financial market and is the top investment destination in South America. The country has some of the biggest stock and commodity exchanges in the continent, providing opportunities for day trading and swing trading. Want to know about trading in Brazil? Home to Bolsa de Mercadorias…
This article looks at how likely you are to go broke as retired or FIRE. Low interest rates make many pensioners and those who retire early (FIRE) allocate more and more capital to risky stocks. Many tend to forget that a bear market can last for a decade – even longer. What happens to the…
