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):
Below is the table if we hold for N days:
If we hold for 2 days we get the following equity curve:
The largest economy in Latin America, Brazil has a well-established financial market and is the top investment destination in South America. The country has some of the biggest stock and commodity exchanges in the continent, providing opportunities for day trading and swing trading. Want to know about trading in Brazil? Home to Bolsa de Mercadorias…
Today we will look at a strategy published by Michael Gayed in his paper An Intermarket Approach to Beta Rotation: The Strategy, Signal and Power of Utilities. Gayed’s paper is among the most downloaded papers on the SSRN website. The strategy consists of a weekly rotation system between the SPY and XLU based on the…
Some stocks, and indeed some stock market sectors, are known for their relatively stable prices and little intraday fluctuations. Some traders and investors prefer such stocks, as they make use of low volatility stocks strategy. Want to know more about the low volatility stock strategy? Low volatility stock strategy involves investing in stocks with lower…
What does gold trading mean and what about Gold Trading Strategies? Gold, along with crude oil, is one of the world’s most widely traded raw materials. It is undoubtedly the most popular precious metal, both financially and culturally. Gold Trading Strategies and Gold trading is speculating on gold market prices to make a profit. This…
Let’s say you are a wealthy person who has already achieved FIRE (financial independence – retire early) and wants to preserve your wealth. It doesn’t matter what strategy or portfolio you used to achieve wealth because it requires completely different methods, mindsets, and portfolios to preserve it. Simply put, a portfolio used to build wealth…
The Holiday effect system in the stock market is a well-known anomaly and seasonality. Is there a way to profit from the holiday effect seasonality? Are there any holiday effects in the stock markets? If so, which holiday is the best? The holiday effect strategy seems to be significant for Independence Day, Thanksgiving, and Christmas….
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