According to the CBOE, a simple put writing strategy that sold ATM puts on the S&P 500 each month and held to expiration outperformed a buy and...
I'd look into strategies that have different payoff structures than your current strategy. If your current strategy is just long stock, maybe...
Awesome study! I had no idea there were so many covered call indexes. I'm glad to combine uncorrelated components into a strategy to further...
That's an interesting idea. Thanks for the study Reformed Trader. Here's another variant of the trend following strategy I'm playing with: - Each...
Thanks. The trend following part of the system is to be long SPY above the 200 dma and in bonds below the 200 dma, checking on a monthly basis....
I'd like to hedge a simple trend following strategy that goes long the market when it's above the 200 daily moving average, trading once per...
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