🔍 One Day Loss Trading Strategy

The strategy yielded average overnight returns of 1.10%. For losses exceeding 35%, this strategy can result in 1.73% overnight returns. Such consistent returns, if reinvested, could lead to impressive annual returns; one simulation showed an annual return of 54.29%, with bootstrapped simulations averaging 61.13%.

🔍 A Trend Following Strategy for Stocks

The Compound Annual Growth Rate (CAGR) is 15%, significantly outpacing the market index’s 11.18% CAGR. The Sharpe ratio of 0.85 is comfortably surpassing the broad market’s 0.54.

🔍 The Worst Week of The Year For Stocks

The coming week is the worst week of the year for stocks!

🔍 A Trend Following Strategy for Bitcoin And Crypto

The crypto Combo model delivers an annual rate of 30%, a Sharpe Ratio of 1.58, and a max drawdown of only 19%.

🔍 New Video: Top Technical Indicators Every Trader Should Know

🔍 Volatility Drag and the Probability of Sub-5% Returns

Volatility drag is a direct negative impact on returns caused by portfolio swings. It illustrates that linear changes in volatility lead to squared losses in total return.

For instance, a portfolio that drops 10% in year one and rises 10% in year two has actually lost 1% of its value.

Curated links - all quantified and backtested

Best Indicators For Swing Trading

Open Price Strategy

SP500 Down Week Trading Strategy (SPY)

Standard Error Bands – Rules, Settings, Strategy, Returns

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Happy trading,
Oddmund & Sammy

Weekly Video: RSI Trading: 3 Strategies

Strategy Salad

Because One Strategy Is Never Enough. A Balanced Blend of Systematic Insights:

Trading The SPX Opening Range Profitably

🛋 Surprisingly Profitable Pre-Holiday Drift Signal for Bitcoin

🖼 A Better Stock Rotation System

🔍 Weekly Fact

72% of day traders ended the year with financial losses, according to FINRA.

Until next time,

Hakan and Oddmund