Has the Internal Bar Strength Indicator Lost its Strength?

Posted by Michael Harris on September 25, 2018

The performance of trading strategies based on Internal Bar Strength (IBS) has been declining in recent years. In this article we include backtest results for SPY ETF and a large cap stock portfolio that demonstrate the declining performance . . .

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Michael Harris

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Hypothetical or simulated performance results have certain inherent limitations. Unlike an actual performance record, simulated performance results do not represent actual trading. Also, since the trades have not actually been executed, the results may have under- or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Hypothetical trading results are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to those shown.

Has the Internal Bar Strength Indicator Lost its Strength?

Michael Harris

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Has the Internal Bar Strength Indicator Lost its Strength?

A remarkably simple trading strategy with exceptional performance

Combining Trend-Following and Mean-Reversion

Trading Strategies Evolve Towards Chaos

Michael Harris

A remarkably simple trading strategy with exceptional performance

Combining Trend-Following and Mean-Reversion

Trading Strategies Evolve Towards Chaos

Subscribe by email

Categories

Subscribe and receive a free book

CFTC RULE 4.41

Copyright Notice