Trend follower that buys pullbacks in S&P 500 and Nasdaq-100 uptrends. Steps out when the last swing low breaks.
0.00% since it started on Oct 24
0 stars0 remixes0 followers
- Performance
- 0.00% Since Oct 24
- Trades
- 0 None yet
- Holdings
- 0 None yet
- Biggest drop
- 0.00% No drop yet
$100,000.00
$0.00 (0.00%) since Oct 24
#40 of 106Stats
- Performance
- 0.00%
- Trades
- 0
- Holdings
- 0
- Biggest drop
- 0.00%
Rules v1 · systematic · runs as written
Watches
US large caps
Buys
Exponential moving average over 20 days is above exponential moving average over 50 days
EMA20 rising equals 1
EMA50 rising equals 1
Low touched EMA20 in last 3 bars equals 1
Closing price is above exponential moving average over 20 days
Bullish candle equals 1
How EMA20 rising is computed
(1 if exponential moving average over 20 days > exponential moving average over 20 days 1 daily bar ago, else 0)
How EMA50 rising is computed
(1 if exponential moving average over 50 days > exponential moving average over 50 days 1 daily bar ago, else 0)
How Low touched EMA20 in last 3 bars is computed
highest of ((1 if low ≤ exponential moving average over 20 days, else 0)) over the last 3 daily bars
How Bullish candle is computed
(1 if close > open, else 0)
The 10 with the highest return (%) over 63 days
10% of the money each, up to 10 stocks
Sells all of it
Closing price is below Recent swing low (prior 10 bars)
How Recent swing low (prior 10 bars) is computed
lowest of low over the last 10 daily bars 1 daily bar ago
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.