7 Winning Trading Systems Reviewed – 3 Day High/Low

Back in 2009 Larry Connors and Cesar Alvarez published several short term trading systems in their book “High Probability ETF Trading”. They described 7 mean reverting strategies. What happens, then once a strategy becomes public domain? Do they loose their edge?All tests are performed on a set of 20 ETFs:DIA,EEM,EFA,EWH,EWJ,EWT,EWZ,FXI,GLD,ILF,IWM,IYR,QQQQ,SPY,XHB,XLB,XLE,XLF,XLI,XLVTthe strategy can hold  up to 10 ETFs …

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Project: Google Code to Youtualfunds.com

I just finished part of my summer project. I now have a “private”  fund called TRPL at http://trpl.youtualfunds.com/. The system driving the fund resides on my Google Docs account. It is written in JavaScript. It triggers once a day so it takes up negligible resources. It pulls historical data from Google Finance, runs the proper algos …

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Bovespa- Best day to Buy Brazil

Best Day to Buy Brazil Index :ThursdayWorst Day to Buy Brazil Index :Friday 1993-2011 –  Buy on Close of Day. Sell on Close next day.Commissions =Slippage=0. Buying On Thursday  Sell next Day. $1,000 growth. —————————————— Buying on Friday. Sell next Day $ 10,000  growth. ——————–Note to myself:Best EOM buy Days: Monday or Tuesday.