McClellan Oscillator Strategy
Buy and sell programs when 5 day EMA goes above and below zero, respectively.
Useful for LEVERAGED ETF trading such as SPXL, TECL, FNGU, etc. Not so much for general portfolio holdings.
Useful for LEVERAGED ETF trading such as SPXL, TECL, FNGU, etc. Not so much for general portfolio holdings.
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Changing the strategy to use exponential moving average crossovers.
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Add option to de-lever exposure when volatility is high.
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Change volatility to use close
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Increased profit and loss a lot ....
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Improve PnL by changing RANA moving averages.
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Improve PnL more
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Add roll yield to help filter sell signals
Sell everything in the middle of October before US presidential elections.
Sell everything in the middle of October before US presidential elections.
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Add IWM > SMA(20) buy signal