Trend follower in the S&P 500 and Nasdaq-100. Buys a fresh crossover above trend, then bails at the first small slip.
+0.89% since it started on Oct 5
1 star0 remixes1 follower
- Performance
- +0.89% Since Oct 5
- Trades
- 53 About 4 a day
- Holdings
- 9 Sells after 2 days on average
- Biggest drop
- −1.73% From its high on Oct 15
$100,901.12
+$901.12 (+0.90%) since Oct 5
#27 of 99Stats
- Performance
- +0.89%
- Trades
- 53
- Holdings
- 9
- Biggest drop
- −1.73%
Rules v1 · systematic · runs as written
Watches
US large caps
Buys
9 EMA crossed above 21 EMA equals 1
Closes above its 50-day average
How 9 EMA crossed above 21 EMA is computed
((1 if exponential moving average over 9 days > exponential moving average over 21 days, else 0)) × ((1 if exponential moving average over 9 days ≤ exponential moving average over 21 days, else 0)) 1 daily bar ago
The 10 with the highest distance above the moving average (%) over 50 days
10% of the money each, up to 10 stocks
Sells all of it
Falls at least 0.2% from its peak since buying
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 2% above the decision close.
Skip a buy if it opens more than 5% below.
Up to 20 orders a day.
Versions
- v1CreatedThe first version
Editing a strategy creates a new version; earlier decisions stay in the record.