Table of contents:
ToggleGold (GLD)
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 since GLD’s inception:
If we exit after 2 trading days we get the following equity curve:
The strategy can be improved by adding a volume filter.
Is it correct that copper is a leading indicator for stocks? Can we make a copper vs. stocks strategy? No, copper is most likely not a good leading indicator for stocks. Our copper vs. stocks trading strategy might be due to luck or randomness. Traders are always looking for leading indicators that can predict the…
Instrument/asset S&P 500 (SPX) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): The lowest volume over the last 10 days; and Ends on a 10-day high; and RSI(5) is higher than 70. Results Trading performance if exit after N-days…
Dogs Of The Dow (DOD) Some investment strategies allow you to enjoy maximum dividend income, and Dogs of the Dow is one of such. But what does it really mean and how has it performed lately? Dogs of the Dow Trading Strategy is a stock-picking strategy for selecting the highest dividend-paying Dow stocks. This investment…
The internal bar strength is defined as follows: (close-low)/(high-low). This indicator is very useful on mean revertive trading instruments, like for example XLP. This article contains a simple but quite effective trading strategy using the internal bar strength indicator: The internal bar strength trading strategy (This article was first published in January 2018. Thus, 5…
Ray Dalio’s All Weather Portfolio is a pretty well-known portfolio, and for good reasons, in our opinion. Ray Dalio and his team at Bridgewater Associates constructed the All Weather Portfolio to withstand every economic environment (and shocks) possible. What exactly is the All-Weather Portfolio? Which assets are included? How has it performed? What was the…
Gold has historically had a weekend effect. Is the edge big enough to be profitable? Trading Rules [am4show have=’p2;p3;p58;p59;p130;p138;’ user_error=’Premium Post Access’ guest_error=’Premium Posts’] Let’s test the performance of owning gold/GLD from the close of every Thursday until the open on Monday: If we backtest the strategy on GLD, we get the following equity curve:…
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