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 (SPY) if we exit after N-days since 2000:
The return over the next days is much better than any random day, but the performance doesn’t improve after a few days.
The equity curve for holding one day (24 hours) looks like this:
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…
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’s open is higher than yesterday’s high; and The IBS indicator is lower than 0.2. The trading edge behaves slightly differently depending on the close in relation…
With the tight regulations that followed the 2008/2009 financial crisis, this sector has been stable with steady growth. But let’s see what it has to offer. In this article, we discuss the US financial sector and we show you an example of a financial services trading strategy. The sector is great for trading due to…
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,…
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): RSI(2) is above 90; and The close is below the 200-day moving average. The trading edge behaves slightly differently depending on the close in relation to the…
A deflation trading strategy refers to the methods and techniques you can use to invest and make money during a period of deflation. This includes how to spot the asset to trade, the direction to trade, and how to spread your investments. Examples of deflation trading strategies include buying real assets, like real estate, short-selling…
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