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Monthly Momentum In SPY and TLT

Posted on June 25, 2020November 17, 2020 by Oddmund Groette

Some days ago I published an article that rotates between SPY, TLT, and EEM based on monthly momentum. Let’s test how this strategy performs when rotating between SPY and TLT:

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Some Thoughts On Stop-Losses

Posted on June 22, 2020November 17, 2020 by Oddmund Groette

Many traders swear to stop-losses by default, but to me, it doesn’t make sense because: If you buy something at 100, why should you just put in an arbitrary stop-loss

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A Monthly Momentum Strategy In ETFs

Posted on June 19, 2020November 17, 2020 by Oddmund Groette

Below is a very simple and easy strategy to implement: It’s based on monthly quotes in the ETFs SPY, EEM, and TLT. Every month rank them based on last month’s

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Why The Mental And Behavioral Aspects Are Equally Important As The Strategy

Posted on June 16, 2020November 17, 2020 by Oddmund Groette

No matter how good strategies you have, they are most likely worthless if you can’t execute them properly. What looks like a piece of cake in a backtest, is completely

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S&P 500 Mean Reversion Using IBS and RSI

Posted on June 1, 2020November 17, 2020 by Oddmund Groette

Below is a simple and easy trading strategy to implement in SPY or the S&P 500: IBS (internal bar strength) must be lower than 0.25 (using daily bars). RSI (21)

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Nasdaq (QQQ) Mean Reversion

Posted on May 18, 2020November 17, 2020 by Oddmund Groette

Below is a simple and easy trading strategy to implement in QQQ: IBS (internal bar strength) must be lower than 0.25. RSI (5) must be below 25. If 1 and

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Monday/Tuesday Trade In Nasdaq – Update

Posted on May 13, 2020November 17, 2020 by Oddmund Groette

In 2018 I wrote about a potential Monday/Tuesday trade strategy in Nasdaq. How has this strategy performed during the Covid-19 mess? Pretty good, actually. I’ve been trading this strategy, with

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Sell In May And Go Away – Part 2

Posted on May 11, 2020November 17, 2020 by Oddmund Groette

Most traders and investors have heard that you need to sell in May and go away. Is this just a myth or is it correct? Three years ago I wrote

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A Failed Bounce Is Normally Followed By Rising Prices

Posted on May 16, 2019November 17, 2020 by Oddmund Groette

Rob Hanna at Quantifiable Edges had an interesting article some days ago about bounces in the S&P 500. I made some changes to his strategy and ended up with these

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Some Monthly Seasonalities In US Treasury Bills

Posted on May 7, 2019November 17, 2020 by Oddmund Groette

August has historically provided good returns for owners of 30-year US treasuries. I read about this seasonality many years back, but I’m quite surprised it still seems to be working

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An Overnight Short Strategy In S&P 500

Posted on April 30, 2019November 17, 2020 by Oddmund Groette

Below is a potential short strategy in the S&P 500: Short= C>Ref(C,-1) AND Ref(C,-1)>Ref(C,-2) AND Ref(C,-2)>Ref(C,-3) AND ADX(5)>35 AND RSI(2)>90 Description: If the close is higher for the third time

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Should You Trade Or Invest?

Posted on April 17, 2019November 17, 2020 by Oddmund Groette

I often receive e-mails from potential traders that want to get “rich” trading. I tell them to instead consider investing their capital for long-term appreciation, preferably via passive or active

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Some Performance Facts About S&P 500

Posted on October 25, 2018November 17, 2020 by Oddmund Groette

By looking at some potential strategies for S&P 500 I found some very interesting facts that I wouldn’t guess beforehand. I used the ETF SPY as a proxy for the

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S&P 500 Weekly Gains And Losses

Posted on October 16, 2018November 18, 2020 by Oddmund Groette

Last week was rather rough for the stock markets all over the world. In the first four days, the S&P 500 lost more than 4%. Media is of course full

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My 10% Best Days Account For 50% Of Profits

Posted on August 7, 2018November 18, 2020 by Oddmund Groette

I had a brief look at the distribution of my trading profits over the last four years. I simply ranked my net profit per day in descending order and got

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Monday/Tuesday Trade In Nasdaq

Posted on June 27, 2018November 18, 2020 by Oddmund Groette

One very simple strategy for QQQ/Nasdaq: Today is Monday OR Tuesday. IBS (c-l/h-l) is 0.1 or lower. If conditions 1 and 2 are fulfilled, go long at the close. Exit

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Tips for Millennials Who Want to Invest in Stocks

Posted on June 25, 2018November 17, 2020 by Oddmund Groette

(Article Written by Oscar Wilkinson) Effectively investing in the stock market takes time, experience, knowledge, patience, and the confidence to invest money in what can be an extremely volatile market.

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Trade Full Time? Things To Consider Before Trading Full-Time

Posted on May 23, 2018January 2, 2021 by Oddmund Groette

Many traders want to take the leap and go full time. Being a full-time employee while your real passion is trading, can drain your energy. It’s frustrating because your mind

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The Hidden Cost Of Strict KYC and AML In The Banking Sector

Posted on April 2, 2018November 17, 2020 by Oddmund Groette

This article is off-topic, but in my opinion quite important: International regulators, led by the EU and the USA, are increasingly taking steps to clamp down on money laundering and

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My Thoughts On Amibroker (review)

Posted on January 16, 2018November 17, 2020 by Oddmund Groette

For years I have been trading (semi-automatically) using a simple script in Excel. Having focused solely on stocks since 2001, I decided to start looking into futures in early 2017.

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Buy When S&P 500 Makes New Intraday High?

Posted on December 11, 2017November 17, 2020 by Oddmund Groette

Rob Hannah published last week a potential strategy on his blog. I put a twist to it and made the following strategy: Today’s intraday high must be higher than the

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The Importance of Secondary Income When Day Trading

Posted on November 24, 2017November 25, 2020 by Oddmund Groette

If there is one thing I would like to emphasize with this website, it is the fact that day trading is very hard. On top of that, you always have

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Internal Bar Strength In Consumer Staples

Posted on July 16, 2017November 17, 2020 by Oddmund Groette

The internal bar strength is defined as follows: (close-low)/(high-low). Here is the strategy tested on XLP: Yesterday’s IBS must be lower than 0.15. Today’s IBS must be lower than 0.4.

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A Simple Rotational System Among Low Beta Stocks

Posted on June 25, 2017November 17, 2020 by Oddmund Groette

I like to trade boring stocks. Today I picked 19 random (but liquid) low beta stocks (boring stocks) and tested a rotational system in Amibroker (of course with a bit

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How To Profit From The Russell 2000 End Of June Rally

Posted on June 5, 2017November 17, 2020 by Oddmund Groette

Russell 2000 rebalances their holdings at the end of June every year. Here is what they say about rebalancing: June is the month that the preliminary reconstitution portfolio is communicated

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Sell In May And Go Away – OBX

Posted on May 14, 2017November 17, 2020 by Oddmund Groette

Sell in May and go away must be one of the most famous phrases in the stock market. But is it correct? This is the first time I test this.

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Sell In May And Go Away – S&P 500

Posted on May 14, 2017November 17, 2020 by Oddmund Groette

Sell in May and go away must be one of the most famous phrases in the stock market. But is it correct? This is the first time I test this.

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2 comments

How Bigger Spread Influenced My Trading Profits

Posted on May 6, 2017November 17, 2020 by Oddmund Groette

This article covers the newly implemented 5 cents spread in certain stocks and how that has influenced my profit and loss (negatively). Background: On October 3 in 2016 SEC implemented the

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To Avoid Second Guessing

Posted on April 21, 2017November 18, 2020 by Oddmund Groette

My previous post on how I screw up by second-guessing my strategies made me change my trading habits (for the better). I have taken two actions for my day trading:

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The Cost of Second Guessing Strategies

Posted on February 23, 2017November 17, 2020 by Oddmund Groette

I keep a detailed log of all my trading activities, both day trading, swing trading and long-term positions. I believe this is the only way I can improve my trading.

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RSI(2) on SPY

Posted on December 18, 2016November 17, 2020 by Oddmund Groette

Criteria for entry: If RSI(2) is less than 15, then enter on the close. Exit on close if today’s close is higher than yesterday’s high. Here is the accumulated profit

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Big Moves On Mondays – Update

Posted on February 24, 2016November 17, 2020 by Oddmund Groette

In 2013 I wrote an article about big moves on Mondays. Here is a twist (and update) on this: Calculate a 25 day average of (h-l)/c. Today is Monday. Close

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End of Month Strategy in S&P 500 – Update

Posted on January 15, 2015November 17, 2020 by Oddmund Groette

In July 2012 I published a strategy about an end-of-month strategy in the S&P 500. Here are the criteria: Entry: Day 29, 30 or 31 of the month must be

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Advantages With Quantified And Mechanical Strategies

Posted on August 21, 2014December 15, 2020 by Oddmund Groette

A lot of the best traders (at least the ones I know) use some kind of mechanical rules in their trading. “Mechanical” implies that the rules are based on some

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How I Made Money Day Trading (tips, tricks and hacks)

Posted on June 9, 2014November 28, 2020 by Oddmund Groette

Articles about day trading get about twice as many hits as other articles on this website. What’s so appealing with day trading? Is it that most people think it’s easy

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  • S&P 500 Mean Reversion Using IBS and RSI
  • The Internal Bar Strength (IBS) Indicator
  • Being Slightly Bonkers Can Serve You Well
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