S&P 500 (SPY)
The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it):
Trading performance if exit after N-days (100 000 and compounding):
A pretty strong negative edge over the next days after a Tweezer Top.
We have coded all candlestick patterns which we sell in our shop.
Volume trading strategy is a trading method that involves analyzing the volume of shares or contracts that are being traded in a particular stock or market. The idea behind this strategy is that high trading volume can indicate strong buying or selling pressure, which can be used to make trading decisions. Successful trading is based…
One famous seasonality in the oil market is the tendency for the oil price to rise on Fridays. Let’s see the Friday seasonality in the oil price. Trading Rules [am4show have=’p2;p3;p58;p59;p130;p138;’ user_error=’Premium Post Access’ guest_error=’Premium Posts’] We buy the day before – Thursday. It seems like just buying on any Thursday’s close is not such…
The stock market has been on fire for the last decade, causing the impression that it reached an all-time high almost every day. However, this is only a perception because all-time highs are quite uncommon. Let’s make an all-time high strategy for stocks. The S&P 500 spent less than a tenth of its time at…
Introduced by the ISM in 1948, ISM Manufacturing Index, or PMI, is a useful resource for assessing the health of the US manufacturing sector. It is one of the key macroeconomic indicators financial market traders monitor on economic calendars because of the impact it can have on various financial markets. Unexpected results can move different…
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,…
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 Monday; and The close is at a 3-day high. Results Below is the table if we hold for N days since SPY’s inception in 1993:…
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