Portfolio Of Strategies – Adding a Strategy To Your Trading (Correlation and Diversification)

Does your trading strategy complement your portfolio of strategies? That is the first thing you should address if you are considering adding more trading strategies. Perhaps surprisingly, many strategies don’t complement each other because they are too similar and overlapping. Thus, you might end up adding more losing trades to your already winning trades.  How…

Connors RSI — What Is It? (Trading Strategy and Indicator Backtest)

Connors RSI including backtest The traditional RSI indicator has been a great tool for technical analysis and trading, but there have been some efforts by traders to improve on it. One of such improvements gave rise to the Connors RSI, which can be an invaluable tool for traders when applied correctly — not only does…

Larry Connors’ Double Seven Trading Strategy (Double 7 Trading System)

Larry Connors and Cesar Alvarez revealed a trading strategy called Double Seven in their book Short Term Trading Strategies That Work. This is a fairly simple system that at the time worked very well among a wide range of ETFs. The book was published in 2010, and it would be interesting to look at the…

Larry Connors’ Multiple Days Up And Multiple Days Down | Trading Strategies

Chapter 6 of Larry Connors’ High Probability Trading contains a trading strategy called Multiple Days Up (MDU) And Multiple Days Down (MDD). The book was published in 2009, the trading tests were done until 31st of December 2008, and it’s time to test and check how the strategy has performed since then. You can find…

Larry Connors’ %b Strategy (Bollinger Band) | Trading Strategies

In chapter 5 of Larry Connors’ book High Probability Trading, published in 2009, there is a trading strategy called %b strategy. The book contains many strategies which we test in chronological order. 12 years have passed since the book was published and it could be interesting to see if the strategies are still performing well….

Larry Connors’ R3 Strategy (It Still Works) | Trading Strategies

Today we test Larry Connors’ R3 strategy and we continue backtesting the trading strategies Larry Connors and his team published in 2009 in a book called High Probability ETF Trading. All the strategies were tested on a basket of 20 liquid ETFs. The previous articles can be found on our page containing many different quantified…

Larry Connors’ RSI 25 & RSI 75 (It Still Works) | Trading Strategies

High Probability ETF Trading, published in 2009 and written by Larry Connors and Cesar Alvarez, contains some interesting strategies. They are all mean revertive and tested on the most popular ETFs at the time of writing, which was the end of 2008, in the middle of the GFC. Do the strategies covered in the book…

Larry Connors’ 3 Day High/Low Method Trading Strategy (Does It Still Work?)

In this article, we backtest Larry Connors’ 3 day high/low Method/Strategy. How has the strategy performed since it was revealed in his book in 2009? The 3 day high/low method/strategy performed well in Connors’ book, and it still works pretty well today 12 years later. Larry Connors and Cesar Alvarez published a book called High…