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Koi_Capital Koi_Capital PRO SPY, D, a year ago
SPY: SPX Long/Short Momentum Algorithm Beats S&P500 By A Huge Margin!
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SPY, D
SPX Long/Short Momentum Algorithm Beats S&P500 By A Huge Margin!
This simple algorithm uses Exponential Moving Averages of the S&P 500's Relative Strength Index to trigger buy/sell and short/cover signals on a daily chart. I've backtested the algorithm for SPY (1994-present), SPX (1981-present), SPX500 (1971-present), and it beats the S&P 500 in every occasion. The algorithm ...
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