Redian新闻
>
A strategy I'm going to test
avatar
A strategy I'm going to test# Stock
y*2
1
I come up with this strategy when I was looking at SPY charts. This is going
to take years to test, but I'm tired of losing >30% on ERs.
Suggestion?
use 90% to buy SPY or S&P index fund.
1. buy when exponetial moving average (13) is closer to the top of moving
average envelop (SMA, 20, 6) than the bottom of the channel on a 10 year
monthly scale.
2. sell on the reverse ( when the exponential moving average is closer to
the bottom of the moving average evelop than the top of the channel).
use 10% to buy a stock I think is good ( at least: > 50% gross margin,
increasing quarterly earning, < 1x debt/equity ratio; if possible consider
morningstar rating and other fundamental ratings).
1. the stock must be a blue chip (e.g. in S&P 500).
2. stop loss trailing 1% of the total value of the portfolio.
3. sell the stock at the top support line, drawn from the last two peaks.
4. always sell the stock when selling SPY.
5. buy near bottom of suport or when SPY reaches buy status.
6. do not buy a new stock within 2 weeks of selling the old stock.
avatar
b*r
2
Thanks for sharing.
first step is to do back testing on SPY history data. Please share your
results when you r done.
avatar
y*2
3
roughly 6.19x in the last 18 years for SPY using this strategy. But I don't
really give any weight to back-testing much since the past doesn't predict
the future. And since my random, non-reliable source predict another 30%
drop soon.
相关阅读
logo
联系我们隐私协议©2024 redian.news
Redian新闻
Redian.news刊载任何文章,不代表同意其说法或描述,仅为提供更多信息,也不构成任何建议。文章信息的合法性及真实性由其作者负责,与Redian.news及其运营公司无关。欢迎投稿,如发现稿件侵权,或作者不愿在本网发表文章,请版权拥有者通知本网处理。