BEATING THE FINANCIAL FUTURES MARKET: The 2020 Almanac (Beating the Financial Futures Market Almanacs Book 3)

Be long on the 11th trading day of the month, short on the 14th. Exit on close. Emini S&Ps, day session only (8:30 a.m.-3:15 p.m. Central). January 2, 2010-June 30, 2019. No slippage-commission.

If the open is above yesterday’s high, buy at the open plus 10 percent of the last three-day average range on a stop. If the open is below yesterday’s low, sell short at the open minus 10 percent of the last three-day average range on a stop. Exit on the close. Table 4.5 shows a significant improvement. Despite eliminating several dozen trades, all

If the daily close is greater than the previous close, and the previous close is greater than the close two days back, and the close two days back is greater than the close three days back, then buy the next day at the open. If everything is vice versa, sell short. Exit on the close.

Go long at tomorrow’s opening plus 75 percent of yesterday’s range on a stop. Go short at tomorrow’s opening minus 75 percent of yesterday’s range on a stop. Maybe that’s all there is to the system, or maybe there are additional qualifiers. Take the long signal tomorrow only if today’s close was under the five-day average close, take the short only

As it turns out, the highest high-lowest low idea has actually been working for the last ten years. All you had to do was change the 20-day rule into three day. Buy the highest high of the last three days on a stop. Sell short the lowest low of the last three days on a stop.

Buy opens that are above previous day session high, sell short when it opens below day session low. The results aren’t great, but again, they’re telling us something. You’re better off going in the direction of a gap opening rather than fading it.

The aggregate money is made betting on, rather than against, the momentum. You’ll