As you know one of my goals was to add the SPY systems to a
large ETF basket - what's prevented me from finishing that is the
mammoth task of doing it, backtesting etc, and all the other things
that always come up.
My RSI 2 strategy may be a viable option to get something like
that going quickly - here's the RSI 2 on a basket of 15 ETF's - and
there's not as much overlap as you would think
ETF basket with RSI 2
Posted by matt on 8th of Oct 2021 at 01:32 pm
As you know one of my goals was to add the SPY systems to a large ETF basket - what's prevented me from finishing that is the mammoth task of doing it, backtesting etc, and all the other things that always come up.
My RSI 2 strategy may be a viable option to get something like that going quickly - here's the RSI 2 on a basket of 15 ETF's - and there's not as much overlap as you would think
Great work Matt. Looking forward
Posted by mundy on 9th of Oct 2021 at 05:17 pm
Great work Matt. Looking forward to adding systems which are uncorrelated to the SPY system.
Awesome Matt. This would be
Posted by goap1207 on 9th of Oct 2021 at 12:18 pm
Awesome Matt. This would be very helpful. Please roll it out!!! Thanks
Wow, thanks for putting the
Posted by cozz101 on 8th of Oct 2021 at 03:25 pm
Wow, thanks for putting the effort out....I see how one size does not fit all! some sectors seems to generate a ton of trades whereas others very few.