Trading Edge 115
Instrument/asset Russell 2000 (IWM) 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…
Trading Edge 92
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 Below is the table if we…
Trading Edge 111
Instrument/asset S&P 500 (SPY) Trading rules The edge is all about “sell in May and go Away”. The period from May until October is well known for poor performance in the stock market. We test the following on S&P 500…
Trading Edge 28
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…
Trading Edge 71
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): Buy and sell at the close. Results Trading performance if exit after N-days…
Trading Edge 110
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 typically happens after 3-5 days where the open is higher than…