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These strategies provide a good representation of the different approaches traders can use to trade with trend. Model Type Published Port. Net $$ Trades Avg $$ Brok/Slip Random Trend Trader Coin toss 2020 P24 −$61,957 31,953 −$2 −$51 Hearne 1% Rule Relative price ROC 1870 P24 −$2,056,953 59,294 −$35 −$51 Gartley's 3- and 6-Week Crossover Relative p
... See moreBrent Penfold • The Universal Tactics of Successful Trend Trading: Finding Opportunity in Uncertainty (Wiley Trading)
“forward tested” in that field).
Art Collins • Market Beaters
In trading, the objective is to place a series of trades to increase the value of a portfolio. This starts with market research. We use indicators—such as company fundamentals, volatility, and momentum—to deepen our understanding. As we learn about the market, we start to identify patterns and develop hypotheses a... See more
Josh Payne • The New Science of Growth Marketing
–Building Reliable Trading Systems: Tradable Strategies That Perform As They Backtest and Meet Your Risk-Reward Goals. John Wiley & Sons, 2013.
George Pruitt • Trend Following Systems: A DIY Project - Batteries Included: Can You Reboot and Fix Yesterday's Algorithms to Work with Today's Markets?
Being a relative momentum strategy the Gartley model watches for when prices are above or below previous prices. In Gartley's case, he uses three price series. When the three‐week moving average of the mean closes on a Friday above the six‐week moving average of the high (which is offset by two weeks), the model will go long on Monday's open. When
... See moreBrent Penfold • The Universal Tactics of Successful Trend Trading: Finding Opportunity in Uncertainty (Wiley Trading)
However, if the strategy is a long–short dollar-neutral strategy (i.e., the portfolio holds long and short positions with equal capital), then 10 percent is quite a good return, because then the benchmark of comparison is not the market index, but a riskless asset such as the yield of the three-month US Treasury bill (which at the time of this writ
... See moreErnest P. Chan • Quantitative Trading
All testing is done on day session bars only—never overnights.
Art Collins • Beating the FINANCIAL FUTURES MARKET: Combining Small Biases Into Powerful Money Making Strategies
Let's see how this Golden and Death Cross trend‐trading strategy has performed over my P24 portfolio? FIGURE 6.13 The Golden 50 and 200‐day Crossover strategy will stop and reverse positions following a cross over between a 50 and 200‐day moving average. Results Portfolio P24: SB, ZW, CO, SO, HO, LC, GF, BP, SV, KC, CT, ZB, GC, HG, JY, LH, SP, TY,
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