The gold price (GLD)
The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it):
This is the performance 1-30 days later into the new year (gold price 1980 until today):
If we exit after 15 trading days we get the following equity curve:
Trading SPY And S&P 500 Using VIX (VIX Trading Strategies). The VIX is a popular measure of the implied volatility of S&P 500 index options. Put shortly, the VIX is a mean reversion indicator: when the risk premium increases (VIX is rising in value) it might be wise to buy stocks and sell when VIX…
Python has become a popular language among traders and financial analysts due to its versatility and extensive data analysis and visualization libraries. One powerful application of Python in the trading world is backtesting strategies, allowing traders to evaluate the performance of their trading ideas using historical data. Today we show you a Python Bollinger Band…
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): Three days in a row with lower lows and highs. Results Trading performance if exit after N-days (SPY since inception in 1993): The returns the coming days…
What are Market Timing Strategies? Plenty of investors try to time the market. Most are unsuccessful due to a number of reasons. Thus, most investors should not time the market. However, most of the failures can be attributed to a few reasons. In this article, we look at some elements that we believe are required…
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 70; and Today is Monday; and the close is below the 200-day moving average. Results Trading performance if exit after N-days (100 000 and…
Usually, timing strategies generate a lot of false signals that cause traders to lose money. To avoid that, today we will look at a strategy that does not generate false signals and can successfully predict the end of a bear market: A bull market signal. The bull signal is the following: 18 consecutive closes above…
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