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3 Trading strategies in S&P500 for the ETF SPY and the E-mini Futures @ES. Strategy one has never been published on the website, strategy 2 is a modified version of the monthly trading edge of February 2022, and strategy 3 is a modified candlestick pattern. These strategies are long-only due to the nature of the…
The short-selling strategies package consists of 3 trading strategies that work on several ETFs and futures contracts, for example, SPY/ES.
The strategy uses ATR as “bands” but additionally uses two other criteria. The strategy works best on the S&P 500 and Nasdaq.
The strategy was our monthly Trading Edge for August 2021.
The strategy enters at the close (1730 CET) and exits at the open the next day (0900 CET). There are two buy criteria. The backtest is on the big contract (FDAX).
This strategy was our monthly Trading Edge for November 2021.
Performance metrics (FDAX):
The equity curve (log scale):
The strategy has two variables for entry and one for the exit. The strategy is a volatility long strategy and about 65% of the trades enter on a day where the close is higher than the previous close, even high RSI. Thus, it should work well with mean reversion strategies.
This strategy was our monthly Trading Edge for February 2022.
Performance metrics (SPY):
The equity curve (log scale):
The strategy has three variables for entry and one for exit. Entry is at the close and the exit is at the close one or more trading days later.
This strategy was our monthly Trading Edge for June 2022.
Performance metrics (SPY):
The equity curve (log scale):
The strategy uses the famous and handy Williams %R indicator but we added another indicator to make the strategy more robust and better. The strategy performs well on most stock indices but yields the best result in Nasdaq.
Performance metrics:
The equity curve (log scale) in QQQ:
The volatility package consists of 3 trading strategies that work on several ETFs and futures contracts, for example, SPY/ES. These strategies are long only due to the nature of the index tested.
