Stable_Camel

Stable_Camel Nov 20, 2015

"SPY Master" is a simple medium frequency trading algorithm that uses my RSI-EMA oscillator on a 1h chart to trigger buy/cover and sell/short signals. The algorithm only holds 1 position each time and it can go either long or short on SPY (S&P 500 exchange-traded fund). The average holding period per trade is about 18 hours. Please note that the backtest uses a...

Stable_Camel Nov 3, 2015

This simple RSI-MA long/short algorithm beats the Dow by a FREAKING HUGE margin over the past century (excluding dividends and trading costs). The algorithm uses a fast SMA of the RSI as a buy/cover signal and a slow SMA of the RSI as a sell/short signal. Backtest period = 09/17/1916 - 11/02/2015 DJIA = 98 --> 17,830 = +18,094% = 5.38% CAGR Algorithm = net...

Stable_Camel Oct 22, 2015

This RSI-MA Model Predicts Unemployment Rate With Scary Accuracy! Although high unemployment usually occurs during economic recessions, it doesn't always mean that equity valuations would drop, nor does rising unemployment always mean recession. On the monthly chart of the official national unemployment rate: Unemployment Momentum Rising = MA6(RSI3) cross>50...

Stable_Camel Oct 16, 2015

This simple algorithm uses Exponential Moving Averages of the S&P 500's Relative Strength Index to trigger buy/sell and short/cover signals on a daily chart. I've backtested the algorithm for SPY (1994-present), SPX (1981-present), SPX500 (1971-present), and it beats the S&P 500 in every occasion. The algorithm cannot correctly time every single crash or...

Stable_Camel Sep 29, 2015

This S&P 500 timing model is comprised of 2 components: 1) A 10-period (50 days) Exponential Moving Average (EMA) and 40-period (200 days) EMA are plotted on the weekly chart of the S&P 500. When EMA10 crosses from above to below EMA40, a sell signal is generated. When EMA10 crosses from below to above EMA40, a buy signal is generated. 2) A 10-period (50 days)...

Stable_Camel Jul 30, 2015

This simple market timing model applies a 14-period Relative Strength Index (RSI) on a weekly chart of the S&P 500. Then, a 20-period moving average (MA) of the RSI is plotted. When the MA crosses from below to above 50, a buy signal is generated, indicating that the market has entered the accumulation phase (bull market). When the MA crosses from above to below...

Stable_Camel Jun 28, 2015

KMT Model