Big Moves On Mondays
I caught some ideas from Paststat and Quantifiable edges to test “big” movement on Mondays. I have tested this in a previous post, but this time we’ll look at what
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Category: strategies
When XLP Diverges From Recent High And Low: A Close To Close Strategy
A while back I wrote about a day trading strategy in SPY. This one works pretty well on XLP as well, with some modifications: Calculate a 25 day average of
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How To Make Money From The Close Until Tomorrow’s Open In Spy/S&P 500, Part 2
In November 2012 I summarized some strategies when holding from the close until tomorrow’s open. These strategies have worked well since I published it. Today I have another one. It’s
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When SPY Falls 2 Times More Than Average Change
Here is a simple strategy in SPY: Calculate the absolute value of the % change from today’s close from yesterday’s close (c2c). Calculate a 25 day average of number 1.
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SPY/S&P 500: Yesterday Was A Down Day And Today Opens Down
Some weeks ago I wrote about a potential daytrading strategy in XLP. This is a similar test done in SPY: Yesterday the formula (c-l)/(h-l) must have been lower than 0.1.
Continue readingWhen SPY Diverges From Recent High And Low: A Day Trading Strategy
S&P 500 has historically a strong tendency to revert to the mean. I’m looking to find a way to fade the gap. My research has indicated that fading the gap
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A Simple Pair Trade Strategy In Liquid ETFs
This Sunday morning I was just testing some ideas on these different ETFs: SPY, EEM, EWG, EWU and EWJ. They seek to copy the performance of the most important stock
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Trade The Boring Consumer Stocks When They Open Down And Yesterday Was A Down Day
Hmm, that was a long headline, which probably won’t catch many readers. Anyway, here is the strategy based on the ticker XLP: Yesterday must have been a down day of
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The Greatest Gold Stock System You Should Trade
Jay Kaeppel wrote last week an interesting post about gold stocks: The greatest gold stock system you’ll probably never use. I have a twist to this system which I’ve been
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Shorting Oil When Dollar Rises
The price of oil is seen as a hedge against a falling dollar. If the dollar falls, the oil price should rise (or vice versa). What happens the next day
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When Gold Gaps Up Or Down
Previously I have only day traded stocks and traded SPY/ES. Over the last couple of months, I have also had a look at GLD, and I’ve been trading this ETF.
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December Seasonality In OBX (Oslo Stock Exchange)
Below you can find the gain each year from 1997 until 2011 in OBX. It’s divided into two: The whole of December and the 2nd half of December. The 2nd
Continue readingHow To Make Money From The Close Until Tomorrow’s Open in SPY/S&P 500
This post has some simple suggestions on potential strategies from the close until tomorrow’s open in SPY (the test period is from October 2005 until the present). This post is
Continue readingWhen SPY Closes Near The Bottom of Its Range But Still Positive
During my early days as an investor/trader in the early 90’s, I was told (in many books) that an up day that finishes near the low of the range is
Continue readingTwo Big Down Days In A Row In SPY
On Thursday we had the second “big” down day in a row in SPY, with two days in a row with more than 1% each day. This does not happen
Continue readingGap Down And Even More Downside From The Open in SPY
Today SPY opened down about 0.8%. From then it has fallen even more, and in time of writing is down 1.5% since the open. A quite tough day for the
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A New Potential Daytrading Strategy, Part 3
I had a look at my performance on one of the new strategies I’ve implemented over the summer and fall. Here are the previous first two posts I wrote: Part
Continue readingA Momentum Strategy In SPY During The Last Hour
Here is the hypothesis: if SPY rallies from the open and until the last hour, can we make money by going long one hour before the close and exit on
Continue reading5 Day Low and Gap Down
Yesterday (on the 23rd) SPY closed below the previous day’s 5 day low. Even more, SPY gapped down and never traded over the previous day’s low. Some days back I
Continue readingNew 5 Day Low In SPY And Closes In The Low of The Range
I’m testing a lot of mean reversion strategies to find the most suitable one. Here is another twist: IBS must be lower than 0.25. The close must be lower than
Continue readingSPY Sets Low Or High In The Last Hour – A Day Trading Strategy
I have previously written two articles about when SPY sets high and low during the day: At what time of day sets SPY high and low? Intraday high and low
Continue readingOpening Gaps in SPY/S&P 500, part 3, Anatomy of Fading Gaps
I decided to look more into opening gaps in SPY (S&P 500). After all, a lot of traders claim to make good money on this strategy, at least according to
Continue readingWhen SPY/S&P 500 Closes In the Bottom of Today’s Range
One of my favorite “formulas” to look at in mean reverting instruments is this formula: (HIGH-CLOSE)/(HIGH-LOW) The formula is called The Internal Bar Strength Indicator (IBS). This simple formula increases
Continue readingGap Down Strategy In Stocks – Going Long
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 this report). I recommend reading it. I have no
Continue readingOpening Gaps in SPY/S&P 500, part 2
The opening gap strategy I published last week showed promising returns. However, can we trust the data? The test was performed on EOD data from Yahoo! (open, high, low and
Continue readingOpening Gaps in SPY/S&P 500, part 1
Searching on the internet you can find a lot of articles on how to play the opening gap of the S&P 500. Today I did my personal twist on this
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At What Time of Day Does SPY/S&P 500 Set High And Low?
This morning I had a look at when SPY makes high and low during the trading day (regular market hours from 0930 to 1600). I had no particular plan behind
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Using VIX to trade SPY and S&P 500
VIX is a popular measure of the implied volatility of S&P 500 index options. You can read about the VIX using the link but put shortly this is a
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The Trend Is Not Your Friend In SPY/S&P 500 (and other stock indices)
I guess most traders have heard that “the trend is your friend”. Personally, I close to never trade on trends, I go the opposite way: buy weakness and sell strength.
Continue readingA New Potential Day Trading Strategy, Part 2
Some days ago I wrote about a new day trading strategy I have implemented. This morning I had a second look at it and decided to test it using some
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A New Potential Day Trading Strategy
Over the last several months I have been looking into a new potential day trading strategy. This one looks into more illiquid stocks and therefore I won’t reveal the strategy:
Continue readingCandlestick Pattern – Doji
My young friend in Prague put up an interesting chart the other day: QQQ and the doji pattern: A doji is classified as a “reversal” pattern, but that doesn’t mean
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End of Month Strategy in S&P 500
A well known “fact” is the rally at the end of the month and the first day of every month. It’s a lot about it on the web, but as
Continue readingTuesday reversals in S&P 500
Some days back I wrote about daily seasonality in the S&P 500. As a proxy, I use SPY, an ETF. As I have been trading for some years I have
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Day of Week Seasonality in S&P 500
Previously there has been a certain day-of-week seasonality in the S&P 500. Here is a summary of the average gain since 1. January 2010 until the 1st of July based
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