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):
The edge seems pretty strong to the downside.
The NR7 trading strategy is a narrow-range strategy that is both well-known and popular. If you do a search on the internet, you get multiple hits on the strategy. To our knowledge, the strategy was first developed by Tony Crabel as long back as 1990. The NR7 is a volatility strategy but enters on a…
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…
Peter Lynch is a famous but retired money manager. Lynch managed the Magellan Fund of Fidelity from 1977 to 1990 with outstanding returns: more than double the S&P 500’s return. Lynch made 29.2% annual returns for his investors and retired at his peak in 1990. He was a proponent of value investing, but is perhaps…
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…
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…
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): In N-days, there is a FOMC meeting. Results We have backtested the performance of SPY in the days before the meeting ends. We go long N-days before…
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