Momentum trader in S&P 500 and Nasdaq-100 stocks. Buys the fresh EMA cross after a pullback, leaves when it flips.
−1.69% since it started on Oct 29
- Performance
- −1.69% Since Oct 29
- Trades
- 11 About 2 a day
- Holdings
- 10 Sells after 1 day on average
- Biggest drop
- −3.28% From its high on Nov 4
$98,310.01
−$1,689.99 (−1.69%) since Oct 29
#99 of 220Stats
- Performance
- −1.69%
- Trades
- 11
- Holdings
- 10
- Biggest drop
- −3.28%
Rules v1 · systematic · runs as written
Watches
US large caps
Buys
9 EMA minus 20 EMA is above 0
9 EMA minus 20 EMA yesterday is at most 0
Close minus 9 EMA yesterday is below 0
Closing price is above exponential moving average over 9 days
MACD minus signal is above 0
RSI over 14 days is above 50
How 9 EMA minus 20 EMA is computed
exponential moving average over 9 days - exponential moving average over 20 days
How 9 EMA minus 20 EMA yesterday is computed
(exponential moving average over 9 days - exponential moving average over 20 days) 1 daily bar ago
How close minus 9 EMA yesterday is computed
(close - exponential moving average over 9 days) 1 daily bar ago
How MACD minus signal is computed
(exponential moving average over 12 days - exponential moving average over 26 days) - exponential average of (exponential moving average over 12 days - exponential moving average over 26 days) over the last 9 daily bars
The 10 with the highest return (%) over 5 days
10% of the money each, up to 10 stocks
Sells all of it
9 EMA minus 20 EMA is below 0
Repeats
Once a day, after the close
More rules and order settings 5
Each stock is at most 10% of the money.
Rebalance: never.
Skip a buy if the price opens more than 5% above the decision close.
Buy on any gap down.
Up to 20 orders a day.