3 Down Days – And Gap Up?
Here is a simple mean reversion twist in SPY: SPY must be down 3 days in a row (from close to close). Entry on close on the 3rd down day.
Continue readingQuantitative analysis and strategies in the financial markets
Here is a simple mean reversion twist in SPY: SPY must be down 3 days in a row (from close to close). Entry on close on the 3rd down day.
Continue readingWhat happens after an “extraordinary” big fall in SPY? Calculate the average H-L range over the last 25 days (in percent). If the ETF falls more than 2 times this
Continue readingYesterday SPY opened at a 5 day low but rose from the opening price to close higher. Here is the strategy: SPY must open at a 5 day low. The
Continue readingThis article is an idea from this blogpost: SPY closes higher than the previous 20 day close (not the 20 day high). Today is either Monday or Tuesday. Go short
Continue readingIn 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
Continue readingJay 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
Continue readingThis 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
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