With the markets in limbo, I’ll just continue to look at simple trading systems. This one will again use the Russell 2000 Small Cap Index, for no other reason than I already had the symbol up on my platform after running last night’s study, The Golden Cross: A Simple System for Trading the Russell 2000.
Entry [...]
On Thursday, September 18th, the Russell Small Cap Index generated a technical buy signal when the 50 day moving average (dma)Â crossed over the 200dma from below. This moving average cross is typically labeled a Golden Cross.
Has this signal truly been golden, for technical traders?
Entry Rules:
If 50dma crosses the 200dma from below, buy next market open.
$10,000 [...]
I posted the Stretched VIX strategy last night. Frankly, I made an error as I accidentally selected the wrong version of the VIX, for data. What can I say? I clicked on the wrong symbol on the list when setting up the strategy. While the study is valid, I have now updated it using the VIX [...]
With all the talk of the VIX lately, I wanted to test what would happen if one bought the SPY after a large move in the VIX.
For this strategy to signal an entry on the SPY, the VIX had to close 20% or more above its 10 day moving average. For example, today’s close on [...]
