Quantum BiasSectionsIndicators
Indicators
Classic indicators and rules, tested on the Nasdaq-100.
Moving Average Strategy Tested: The 10-Month Rule on the Nasdaq
Faber's 10-month moving average rule, replicated on the Nasdaq-100: a 25% worst drawdown instead of 75%, more return since 2000, but less since 2013.
RSI Trading Strategy Tested: Does Overbought Really Mean Sell?
The classic RSI trading strategy, sell above 70 and buy below 30, tested on 26 years of weekly Nasdaq-100 data. Overbought rarely meant sell.
Nasdaq vs S&P 500 (NQ vs ES): 27 Years of Relative Strength
QQQ and SPY have a weekly correlation of 0.85, but they do not always move in proportion. What weekly data since 1999 shows about beta, leadership and whether relative strength persists.
MACD Trading Strategy Tested: Does the Crossover Work?
The classic MACD trading strategy, tested on 26 years of weekly S&P 500 data and seven mega-caps: it earned 2.5% a year against 8.4% for simply holding.
Volatility Clustering and Position Sizing for ES, NQ and Stocks
Calm months tended to be followed by calm months and wild ones by wild ones, but less wild. On the S&P 500, volatility was far more predictable than direction. What it means for sizing and stops.