NASDAQ Whitepaper Backtesting & TA spx/ndx options

https://nd.nasdaq.com/rs/303-QKM-46...5KN45kBYN_oSQY7ZCBomx7qQjQoGrF57DGXFeRkznuDZB

 

They didn't say how they prevent overfitting.

 

how did they calculate option ema? Using daily closing price of the option?

 

A simple moving avg has 60% win rate, are we stupid to put so much energy designing trading systems?

 

Have you looked at Option Play website??

Its a retail product

 

There’s autocorrelation in stock prices and momentum. The slope of your ma line is a signal of momentum. This is why buy and hold outperforms active trading with no edge.

 

In a Fed-fueled bull market.