Category Archives: Trading Strategies

Long/Short FAANG Strategy Gains 4.2% For The Week

Our long/short FAANG strategy generated long signals for NFLX and AMZN and a short signal for AAPL, for the week of Monday, April 16, 2018. The next gain from these positions from the open to the close of the week … Continue reading

Posted in Trading Strategies | Tagged , , , | Leave a comment

Claims that Buy the Dip is New Phenomenon or that it no Longer Works Are False

On February 7 Bank of America (NYSE:BAC) argued in favor of a bullish case after an 8% pullback. But yesterday, the same bank argued that the popular buy the dip strategy is no longer working.

Posted in Trading Strategies | Tagged , , | Leave a comment

Out-Of-Sample Performance Variations

In this article we look at variations between past and recent results generated by the Quantopian platform for the same out-of-sample period of a specific strategy . Despite the discrepancies, our strategy outperforms the benchmark since it joined the contest … Continue reading

Posted in Trading Strategies | Tagged , , , , | Leave a comment

Year-To-Date Performance of SPY Mean-Reversion [Premium Articles]

After good results last year, mean-reversion in SPY daily time-frame is struggling due to a new price action dynamic described below. Is this a permanent regime change that will cause these strategies to eventually fail? For access to premium content, … Continue reading

Posted in Trading Strategies | Tagged , , | Comments Off on Year-To-Date Performance of SPY Mean-Reversion [Premium Articles]

Announcing Weekly Premium Signals

We are pleased to announce Weekly Premium Signals as part of our Premium Signals report at no additional cost to subscribers.

Posted in Trading Strategies | Tagged , , , | Leave a comment