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:
This is the equity curve if we exit after one day (24 hours later):
Golden Cross Trading Strategy is famous and a cited phenomenon in the media. In this article, we look at the performance of the Golden Cross in the S&P 500. A Golden Cross involves two moving averages – one short and one long. We use the 50 and 200-day moving averages. A Golden Cross happens when…
As Warren Buffett rightly said: “You need to be fearful when others are greedy, and greedy when others are fearful.” This perfectly applies to the Rubber Band trading strategy, but what is it? The Rubber Band trading strategy is a simple but powerful contrarian/mean-reversion strategy for trading stocks, which is easy to understand and easy…
Want to know about the VIX futures trading strategy? Introduced in 2004, VIX futures offers market participants the ability to trade a liquid volatility product based on the VIX Index — an index that measures implied volatility in the U.S. equity market. VIX is one of the most common barometers of market sentiment. For speculative…
Simple moving average strategy backtestsMoving averages are one of the most commonly used indicators in technical analysis, and the simple moving average is the easiest one to construct. Do you know what it is? Can you make profitable simple moving average strategies in the markets? Backtests indicate that you can use simple moving averages for…
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): TweezerTop (candlestick). Results 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…
Globalization has made it possible for investors to tap into investment opportunities around the world, and as the second largest economy in the world, the Chinese stock market provides opportunities. But what is your China trading strategy? You can also trade Chinese stocks listed on Chinese exchanges, especially the Hong Kong Exchange. However, you would…
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