The Hikkake pattern is a simple price action or candlestick pattern that is used to find market turning points. The pattern is essentially an inside day with a fake breakout and is originally credited to Daniel Chesler CMT.
Members of our research program at Marwood Research will know that I update the program with new trading strategies on a regular basis. Last month was Vix Trio and this month I have included another new trading system (with source code) called VWAP Pilot.
Filling the gap is a popular strategy where you buy a stock when it gaps down in the morning and then wait for it to fill the gap. Many bloggers have written about how good this strategy is. However, there usually isn’t much evidence to support those claims. I test the strategy on 20 Nasdaq […]
Some intraday stock traders say that if they could choose only one technical indicator it would be the VWAP. I find that VWAP is not necessarily a holy grail and traders disagree with the best way to use it. In the rest of this article, I test two very simple VWAP trading systems and present […]
Last week the guys at Quantifiable Edges presented an interesting trading edge which buys one day pullbacks in the S&P 500 during strong up trends. The exact rules are described as follows:
There is substantial evidence that high volatility stocks earn abnormally low returns while low volatility stocks are lower risk and thus a better choice for investors. In this article, I take a look at the facts and present a number of strategies. The best of which is to buy low volatility stocks in low volatility […]
I recently stumbled across an interesting article on the website medium.com which showed some incredible backtest results for a parabolic stock trading system. The strategy attempts to find explosive, profitable stock trades and was shown to produce a 397.55% net return between 1st January and 12th November 2017.
At the time of writing, bitcoin prices were touching $15,000 having previously hit a high of $17,000 intraday. The cryptocurrency is seemingly unstoppable at this point and could well be the biggest bubble of our lifetime. The latest price increase is wild and comes as the CME and CBOE prepare to launch bitcoin futures next […]
Today’s trading edge is to go short GBTC stock (ticker symbol for the GBTC Investment Trust) and go long bitcoin in order to profit from the substantial spread between the two products. This spread is predicted to close once Bitcoin futures go live on the CBOE and CME futures exchanges in a few days time.
We have a number of trading strategies available on Marwood Research and we have been tracking their performance throughout the year. Following you will find year-to-date performance of a selection of our trading strategies. Please note that these are all end-of-day, low maintenance strategies. They require very little work and investment of time and can be […]