9 New Trading Strategies (On Twitter)
Last Updated on May 8, 2023
Did you know that we also have a Twitter account where we publish unique trading strategies and ideas?
Below you can find examples of some of our strategies and ideas not published anywhere else:
Below is the equity curve of a strategy in $SPY :
— Quantified Strategies (@QuantifiedStrat) December 6, 2022
The trading rules are in the next tweet: pic.twitter.com/ZviWL8dYow
Tomorrow, Friday, is the monthly jobs report.
— Quantified Strategies (@QuantifiedStrat) December 1, 2022
The upper chart is returns from the open to the close (avg 0.07%) (job report day).
The lower chart is from Thursday's close until the close of Friday (the day of the report). 0.13% avg.$SPY $SPX pic.twitter.com/g5W6Tpe3Po
December is a good month for #stocks: average gain is 1.4% and a 75% chance of going up.
— Quantified Strategies (@QuantifiedStrat) December 1, 2022
(Probably helped by rising bonds?)$SPX invested only in December: pic.twitter.com/YQ5flITHlp
The performance of the last trading day of the month peaked when Saddam invaded Kuwait:$SPX pic.twitter.com/L4YJazyE7c
— Quantified Strategies (@QuantifiedStrat) November 29, 2022
Below is the equity curve of being invested in $SPX before and after each holiday.
— Quantified Strategies (@QuantifiedStrat) November 23, 2022
3.5% CAGR, exposure 19%. Max drawdown 24%.
Two of the holidays are consistently poor, though. pic.twitter.com/7tdqf3Rw0C
One of the best periods of the year for #stocks is from today until the next year.
— Quantified Strategies (@QuantifiedStrat) November 22, 2022
Below is the equity curve when invested in $spx from the week before Thanksgiving until the close of the year:
The average is 2.1%. pic.twitter.com/o94It7Odaw
We are entering the strongest seasonality for #stocks: the first three trading days of the month.
— Quantified Strategies (@QuantifiedStrat) October 31, 2022
We have mentioned this multiple times (low-hanging fruit).
Below is the equity curve of being invested in $spx only during the first three trading days of the month (since 1960): pic.twitter.com/oo2O3qTv7n
Next week is options expiration week (#opex ).
— Quantified Strategies (@QuantifiedStrat) November 11, 2022
What many traders don't know is that $TLT on average has performed reasonably well during this week (better than stocks):
The average gain is 0.35% and the win rate is 67%.
Equity curve: pic.twitter.com/0gPM77gnhu
This is the #turnaroundtuesday strategy performance in 2021 and (so far) in 2022 ( $SPY ):
— Quantified Strategies (@QuantifiedStrat) October 11, 2022
– 15 trades
– Avg gain: 1.4%
– 14 winners
The strategy in plain English: pic.twitter.com/zAy01BlQGE