Quarterly Trading Strategy (Rules, Backtest, Performance)

Today, we show you the performance data of a quarterly trading strategy that boasts substantially better risk-adjusted returns than buy and hold:  Buy and hold returns 7.2%, while our quarterly trading strategy compounds at 9.8% if we adjust for much less time invested compared to buy and hold.  We remind you today’s backtest is just…

Traders Dynamic Index Trading Strategy – (Backtest, Rules, Setup, Performance)

Traders Dynamic Index Trading Strategy – (Backtest, Rules, Setup, Performance)

Trading indicators generally work best when combined rather than being used individually. However, in this case, we will introduce an indicator designed to function as a comprehensive trading system on its own: Traders Dynamic Index trading strategy. The Traders Dynamic Index is an all-inclusive indicator primarily composed of the RSI and Bollinger Bands. This raises…

E-mini S&P 500 Futures Trading Strategy (Backtest, Rules, Example)

E-mini S&P 500 Futures Trading Strategy (Backtest, Rules, Example)

One of the most frequently traded futures contracts, the E-mini S&P 500 futures tracks the popular S&P 500 index, which is an index of the 500 biggest stocks in the US stock market. Just as the S&P 500 index is considered the benchmark of the US equity market, the E-mini S&P 500 futures strategy is…

Python and MACD Trading Strategy: Backtest, Rules, Code, Setup, Performance

Python and MACD Trading Strategy: Backtest, Rules, Code, Setup, Performance

Python is one of the most popular programming languages in finance. It is widely used for data analysis, machine learning and, of course, backtesting trading strategies. Today we will show you how to calculate and backtest a MACD, Moving Average Convergence/Divergence (MACD), trading strategy using Python. As you will see, it doesn’t take a computer…