Daily Trading Edge

Instrument/asset Gold price (GLD) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Buy at the close of third last trading day of the year;…

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 95; and IBS is above 0.9; and The close…

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): Today’s close is a 5-day low of the low.  Results Trading performance…

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): Results Trading performance if we exit after N-days since SPY’s inception in…

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): Five days in a row with lower lows and highs. Results Since…

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): The IBS is above 0.85; and The close is below the 200-day…

Instrument/asset Gold Miners (GDX) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): But at the close of OPEX day (option expirations) in December.  Results…

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…

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): The Monday after Thanksgiving is a down day. Results Trading performance if…

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): TweezerTop (candlestick). Results Trading performance if exit after N-days (100 000 and…

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): The month is December; and The calendar day is more than; and…

Instrument/asset Bonds (TLT) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Results Trading performance if exit after N-days (100 000 and compounding): The pattern…

Instrument/asset Gold (GLD) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Results Below is the table if we hold for N days since GLD’s…

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): Buy at the close the day before the monthly job report; and…

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): Today is the second last trading day of the month.   Results Trading…

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): It’s the first trading day of the month; and The close sets…

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): SPY is down at least 0.2%; and IWM is up at least…

Instrument/asset Gold (GLD) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Results Below is the table if we hold for N days since GLD’s…

Instrument/asset Gold (GLD) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Today is an inside day; and The 5-day RSI is above 50; and…

Instrument/asset Gold (GLD) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Today is an outside day; and The IBS is lower than 0.4; and…

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): Open is higher than yesterday’s open; and Open is lower than yesterday’s…

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): Buy and sell at the close. Results Trading performance if exit after…

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): Today is an inside day; and Yesterday was a down day of…

Instrument/asset S&P 500 (SPY) and Gold (GLD) Trading rules The third Monday of January is a non-trading day since 1998 – Martin Luther King Day (MLK). It has been a holiday since 1986.  The  January MLK week has been weak. …

Instrument/asset Semiconductors (SMH) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): The close is at least 0.5% higher than yesterday’s close; and TLT’s close…

Instrument/asset Semis (SMH) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Two days in a row where the low is higher than the high…

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): The lowest volume over the last 10 days; and The close is…

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): Today is Tuesday in Thanksgiving week; and  Exit on Black Friday.  Results…

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): Buy at the close of the last trading day of the month….

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): Today is the lowest range in 3 days; and   The 5-day RSI…

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): Results Trading performance if exit after N-days: Improved Trading Edge We add…

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…

Instrument/asset S&P 500 (SPY) Trading rules Yesterday, the following trading rules kicked in: (The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it)): Close must be lower 7…

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): The lowest range over the last 3 days; and Today is an…

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): Today is the highest close in 25 days; and   It’s the lowest…

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): The trading edge behaves slightly differently depending on the close in relation…

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): Today is Monday; and The close sets a new 5-day high of…

Instrument/asset Bonds (TLT) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Results Trading performance if exit after N-days (100 000 and compounding since TLT’s…

Instrument/asset Gold (GLD) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): We have quantified all 75 candlesticks in a separate candlestick course. Buy and…

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): Buy at the close on the last trading day of the month;…

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): The trading edge behaves slightly differently depending on the close in relation…

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): We have quantified all candlesticks in a separate product which you find…

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): Results Below is the table if we hold for N days since…

Instrument/asset The gold price (GLD) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Buy at the close of the year; and Sell N days…

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): Results Trading performance if we exit after N-days since SPY’s inception in…

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): Today is Tuesday in Thanksgiving week; and Exit on the Wednesday before…

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…

Instrument/asset Bonds (TLT) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Results The equity curve of TLT looks like this: Below is an optimization…

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): Buy and sell at the close. Results Trading performance if exit after…

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): Results Trading performance if exit after N-days (100 000 and compounding since…

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): Today is Tuesday; and The close is lower for two days in…

Instrument/asset Long Term Treasuries (TLT) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Results (You must consider that TLT pays dividends on the last…

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): Today’s close is a Bearish Engulfing pattern candlestick We have quantified all…

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): Buy and sell at the close. Results Below is the table if…

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): Results Trading performance if exit after N-days (100 000 and compounding since…

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): Results Trading performance if we exit after N-days since SPY’s inception in…

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): Results Trading performance if we exit after N-days since SPY’s inception in…

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): But at the close of 5th last trading day of the month;…

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 close sets a new 50-day low of the close; and Close…

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): We have quantified all candlestick patterns. Results Below is the table if…

Instrument/asset S&P 500 (SPY and SP cash index) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Results Trading performance if exit after N-days (100…

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 90; and The close is below the 200-day moving…

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): Today is Friday before OPEX week in December.  Results Trading performance if…

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…

Instrument/asset Gold (GLD) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Results Below is the table if we hold for N days since GLD’s…

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): Today is Monday; and It’s OPEX week; and The close is at…

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): Results Below is the table if we hold SPY for N days…

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): Results Trading performance if we exit after N-days since SPY’s inception in…

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): Results We have backtested the performance of SPY in the days before…

Instrument/asset S&P 500 (SPY) Trading rules 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)): Today was a down day; and…

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): Results Trading performance if we exit after N-days since SPY’s inception in…

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): Results The performance since 1960 looks like this: The average gain per…

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): Results Trading performance if exit after N-days (100 000 and compounding): The…

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): The highest volume over the last 10 days; and The close is…

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): Results Trading performance if exit after N-days: The edge is negative, perhaps…

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): Results Trading performance if we exit after N-days since SPY’s inception in…

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): Results Trading performance if exit after N-days (100 000 and compounding since…

Instrument/asset International stocks ex. USA (EFA) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Buy at the close on the third Friday of December;…

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): Buy at the first trading day after calendar day 20 of December;…

Instrument/asset Bonds (TLT) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): We buy and sell at the close. Results Trading performance if exit after…

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): Results Trading performance if short the open and cover at the close…

Instrument/asset Long Term bonds (TLT) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Buy and sell at the close. Results Below is the table…

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): We buy and sell at the close.    Results Trading performance if…

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): We buy and sell at the close.    Results Trading performance if…

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): We buy and sell at the close.    Results Trading performance if…

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): Buy and sell at the close. Results Below is the table if…

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): Buy and sell at the close. Results Below is the table if…

Instrument/asset Bonds (TLT) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Short at the close and cover at the close. Results Below is the…

Instrument/asset Bonds (TLT) Trading rules The trading rules of the edge read like this (please also backtest yourself – you might find a way to improve it): Short and cover at the close. Results If we cover after N trading…

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): Buy and sell at the close. Results Trading performance (SPY) if we…

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): Buy and sell at the close. Results Trading performance (SPY) if we…

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): Buy and sell at the close. Results Trading performance (SPY) if we…

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): Results Trading performance (SPY) if we exit after N-days since 1993: If…

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): Buy Monday open if the three variables are true. Results Trading performance…

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): We buy and sell at the close. Results Trading performance if exit…

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): We buy and sell at the close.    Results Trading performance if…