Archive for July, 2009
We’ve talked about two trend-following strategies that have worked better specifically on the Nasdaq than broader indices: the Nasdaq vs S&P 500 Strategy, and the 5-10-20 Strategy. Click links for individual strategy rules. In this post, I want to show the results of trading both together in a single portfolio. [Growth of $10,000, logarithmically-scaled] First, as [...]
Filed under: Trading Strategies | 5 Comments
This is a slightly-modified test of a strategy from Quantifiable Edges based on Gerald Appel’s book Technical Analysis – Power Tools for Active Investors. This strategy is of the long-term trend-following variety, and will use the relative performance of the Nasdaq Composite vs the S&P 500 to trade the Nasdaq Composite. [Growth of $10,000, logarithmically-scaled] The [...]
Filed under: Trading Strategies | 5 Comments
RSI(2) and 9 Days at Extremes
The S&P 500 has traded 9 days in a row at an extreme RSI(2) reading over 90. Unfamiliar with RSI(2)? Read more here and here. Echoing Rob Hanna at Quantifiable Edges, extended overbought readings like this were much more likely in the last century when the market was momentum-driven (i.e. up days tended to beget [...]
Filed under: Random Stuff | 9 Comments
In What Makes the Market Go Zoom, Growth or Value? I showed that the relative-performance of growth versus value stocks on any given day have a huge influence on the day’s broad market return. I think that this could be a very, very powerful concept, but to make use of it, we’d need to be [...]
Filed under: Random Stuff | 8 Comments
DV(2) Available at Market Rewind
Heads up. Varadi’s DV(2) indicator that we introduced this week is now available daily for a huge list of ETFs on Market Rewind’s tool: the ETF Rewind. Note: Not being compensated for this post. Just plugging the work of the good guys. Happy Trading, ms To stay up to date with what’s happening at [...]
Filed under: Random Stuff | 1 Comment
