A reader sent a strategy to test which is a basic monthly rotation strategy between stocks and bonds. What caught my attention was the use of SSO, the 2x of S&P 500. The main idea being to use SSO when in a low volatility bull market.
Looking over the rules, I could tell this strategy was created before the recent bear market in bonds.
Continue reading
My private trading group will be discussing these results. Join for a
free 1-week trial and attend live or watch the recording. For more
information on The Crew, click here. |
|
Good Quant Trading, Cesar
Join my private trading club, The Crew.
Gain access to strategies, trading education and more. Free 1 week trial.
|
|
|