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 from 1993 until today (sell after N-days):
The results are better if the last day of the month is a down day:
If we exit after 3 trading days we get the following equity curve:
We have in a previous article determined that there is a positive holiday effect in stocks. This effect happens on the days before the holiday. But is there an opposite effect? Is there a post-holiday effect in the stock market? What is a holiday? First, we need to define what a holiday is: To…
Instrument/asset S&P 500 (SPY) Trading rules The OPEX week of January has been weak (the week ending the third Friday of the month). We make the following trading rules: (The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it)): Go long at the…
The S&P 500 has shown strong mean reversion tendencies for many decades. One reason for this is the tailwind in the form of 0.04% average return from the close until the next day open, so-called night trading, the lowest hang fruit in the tock market. This article looks at the performance of the overnight session…
The Turnaround Tuesday Trading Strategy The Turnaround Tuesday effect happens from the close of Monday’s trading session until (at least) the close of Tuesday’s trading session. The effect is no myth! Let’s do some backtesting to find what seems to work and not work. This article looks at the Turnaround Tuesday trading strategy. Buying on…
The 9 EMA trading strategy is a widely used technical analysis indicator strategy among traders to identify short-term market trends. It involves the use of the 9-period exponential moving average to generate buy and sell signals. The strategy is easy to implement and can be applied to financial instruments like stocks, forex, and commodities. Let’s…
Can we make a profitable MACD trading strategy with the help of the MACD indicator and the MACD histogram? This article looks at creating a MACD trading strategy with the MACD indicator. We look at what it is, and how you can use it. Does the MACD indicator work? In which markets does it work…
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