A Momentum Strategy In SPY During The Last Hour
Last Updated on November 21, 2020 by Oddmund Groette Here is the hypothesis: if SPY rallies from the open and until the last hour, can we make money by going
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Day Trading SPY: Returns In The First Hour, Middle of The Day and The Last Hour
Last Updated on November 24, 2020 by Oddmund Groette Being a day trader is a struggle, so I have lately broken down the trading day into performance during the first
Continue reading5 Day Low and Gap Down
Last Updated on November 21, 2020 by Oddmund Groette Yesterday (on the 23rd) SPY closed below the previous day’s 5 day low. Even more, SPY gapped down and never traded
Continue readingNew 5 Day Low In SPY And Closes In The Low of The Range
Last Updated on November 21, 2020 by Oddmund Groette I’m testing a lot of mean reversion strategies to find the most suitable one. Here is another twist: IBS must be
Continue readingSPY Sets Low Or High In The Last Hour – A Day Trading Strategy
Last Updated on November 21, 2020 by Oddmund Groette I have previously written two articles about when SPY sets high and low during the day: At what time of day
Continue readingIntraday High And Low In Spy By Weekday
Last Updated on November 21, 2020 by Oddmund Groette In a previous article, I wrote about when SPY sets a high/low. But is there any difference separated by weekday? Here
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The Importance of Good Data Sets
Last Updated on November 21, 2020 by Oddmund Groette After ten years of day trading, I have experienced the expensive way the importance of good data. The famous saying “garbage
Continue readingOpening Gaps in SPY/S&P 500, part 3, Anatomy of Fading Gaps
Last Updated on November 21, 2020 by Oddmund Groette I decided to look more into opening gaps in SPY (S&P 500). After all, a lot of traders claim to make
Continue readingWhy Experience Matters
Last Updated on November 17, 2020 by I believe experience is the most important asset for any speculator. It’s simple: the longer you survive, the fitter and stronger you get,
Continue readingWhen SPY/S&P 500 Closes In the Bottom of Today’s Range
Last Updated on November 21, 2020 by Oddmund Groette One of my favorite “formulas” to look at in mean reverting instruments is this formula: (HIGH-CLOSE)/(HIGH-LOW) The formula is called The
Continue readingIs Trading A Game of Skill Or Chance?
Last Updated on November 22, 2020 by Oddmund Groette Three german researchers have written a study called Is Poker a Game of Skill or Chance? A Quasi-Experimental Study. I was
Continue readingGap Down Strategy In Stocks – Going Long
Last Updated on November 22, 2020 by Oddmund Groette This research paper had an interesting look into gaps down in stocks (www.mta.org/eweb/docs/pdfs/2011-dowaward.pdf, thanks to Richard for making me aware of
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