Tag Archives for " stock index futures "

Market Seasonality Study

May is just about over and our seasonality indicator  recently exited a long position on May 18, 2017. This turned our Seasonality Bias, found on our State of U.S. Markets webpage, from green to red. At this time two of  the three indicators are red (Short-Term Trend and Seasonality Bias) which warns of possible weakness over the coming weeks […]

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The Double Seven Strategy

It’s time to look at another simple trading system which can be found in the book, ”Short Term Trading Strategies That Work” by Larry Connors and Cesar Alvarez. In this article we are going to look at the Double 7 strategy. This is a simple strategy that can be applied to the major market indices such as DIA, DOW and QQQ. […]

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Better To Buy Strength or Weakness?

Emotionally it’s a lot easier to buy on strength than to buy on weakness. Buying into a falling market feels unnatural. Your instincts warn that price may continue to fall resulting in lost capital. On the other hand buying when the market makes new highs feels more natural. Price is moving in your direction and […]

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Two Dimensional Market Environment Filter

In this article I’m going to demonstrate a technique to help adapt your trading systems to the changing market conditions. In a previous article entitled, “Trend Testing Indicators“, I tested several indicators that could be used to divide the market into two modes: bullish and bearish. These two modes were then used to dictate how […]

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Top Five Most Popular Articles From 2015

Happy New Year system traders! With the new year it’s time to take a look back at 2015 and highlight the top five most popular articles. These articles all provide great material to help you in your systematic trading. Did you miss any of these articles? If so, now is your chance to review this […]

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Improving The Simple Gap Strategy Part 3

In the last article in this series, Improving The Simple Gap Strategy Part 2, I tested two filters on the OOS sample data. The first filter was a day-of-week (DOW) filter which did not produce decent results.  The second filter, Gap Size, did show promising results. Reviewing my notes from years ago, I also discovered that the size […]

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Connors 2-Period RSI Update For 2014

With the year 2015 only being a few days old, it’s time to look at the very popular 2-period RSI trading method by Larry Connors and Cesar Alvarez. We all know there are no magic indicators but there is an indicator that certainly acted like magic over several decades. What indicator is it? Our reliable RSI indicator. The […]

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Most Popular Articles For 2014

mzns the year winds down, it’s time to take a look at the top five most popular articles for 2014. I determined the top five articles based upon the number of views the article received. So let’s get going by starting with the 5th most popular article for 2014… Number 5 RSI And How To […]

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A Simple S&P System

Last week’s article, Trading Ideas And Systems: Keep It Simple, Smart Guy, highlighted the virtues of building simple trading systems. Simple trading systems have a lot of advantages namely, being robust. In this article I want to provide the EasyLanguage code for the concept provided in the orginal article. It’s a fine example of following […]

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