Previously we have written about the Turnaround Tuesday Strategy and the Monday/Tuesday trade strategy in Nasdaq (QQQ). How has this strategy performed lately? Pretty good. I’ve been trading this strategy, with these trading rules: Trading Rules [/am4show] This is all there is to it. In the previous article, the exit criteria were when higher than…
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….
The internal bar strength is defined as follows: (close-low)/(high-low). This indicator is very useful on mean revertive trading instruments, like for example XLP. This article contains a simple but quite effective trading strategy using the internal bar strength indicator: The internal bar strength trading strategy (This article was first published in January 2018. Thus, 5…
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,…
SPY is very mean revertive and RSI is a mean revertive indicator. Does this mean that RSI works on SPY? In this article, we test an RSI SPY trading strategy. It turns out that our hypothesis is correct: the RSI works well on SPY. Even better, we improve the strategy by adding one extra indicator….
What happens after an extraordinary big fall in SPY? Volatility trading strategies can be very profitable – both long and short. Let’s find out and test by using some simple variables. To measure a big fall we use the average difference between the high and the low over the last 25 days. We made the…
Does volume matter in SPY? I’m trading SPY, but until now I have not paid any attention to the volume. Let’s test a simple SPY volume trading strategy. Volume probably matters in SPY because a lot of SPY trading is hedging. I trade SPY every day in my day trading simply for hedging purposes. So…
The S&P 500 has shown strong mean reversion tendencies for many decades. One reason for this is the tailwind in the form of 0.04% average return from the close until the next day open, so-called night trading, the lowest hang fruit in the tock market. This article looks at the performance of the overnight session…
A while back I wrote about a day trading strategy in SPY. This one works pretty well on XLP as well, with some modifications: The high and low divergence mean reversion trading strategy The strategy is like this in plain English: Trading Rules [am4show have=’p2;p3;p58;p59;p130;p138;’ user_error=’Premium Post Access’ guest_error=’Premium Posts’] Calculate a 25 day average…
Consumer Stocks XLP Day Trading Strategy This was a long headline, which probably won’t catch many readers. Anyway, the trading strategy has proven to perform well in the past but in the last years up to 2021, it has been rather flat. In trading, boring is good. The strategy is tested on the ETF with…
