I have been backtesting swing trading (holding positions 1-5 days) for many years. But because I have done fairly well in day trading, I didn’t really put a lot of effort into swing trading. I never really started. But when my day trading got sour in 2011, I was kind of “forced” to try it…
I guess most traders have heard that “the trend is your friend“. Personally, I don’t do trend-following strategies, I go the opposite way: buy weakness and sell strength – mean reversion strategies. However, this depends on the instrument you trade and of course on the time frame in trading. In general, most currencies and commodities…
A well-known “fact” is the end-of-month rally in stocks at the end of the month and the first day(s) of the next month. It’s a lot about it on the web, but as far as I can see no actual hard numbers and strategies. Do stocks go up at the end of the month? Let’s…
Let’s test a MACD-histogram trading strategy. This article looks at the MACD-histogram. For a primer on this indicator please read this article: Does the MACD indicator work? I’m trading some strategies based on mean reversion on a sample of 77 ETFs. Those ETFs are the most liquid ones. One of the strategies I trade is…