Table of contents:
ToggleS&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:
Performance gets better if we add an RSI filter: RSI(5) must be below 60:
If we exit after 5 days we get the following equity curve:
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…
WilliamsVixFix indicator was invented back in 2007 when the well-known trader and “indicator innovator” Larry Williams wrote an article in Active Trader about VIX and how you can create your synthetic VIX for any security you like. The aim of Williams was to create a “synthetic” VIX reading for other instruments than the S&P 500,…
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