here's the KISS daily chart of SPY, along with the VIX/BB
system. The KISS trend is for trending trades long, and it does
well at that
the VIX/BB strategy gives a lot of short-term mean reversion
trades - and a lot of these occur when the KISS is already out or
flat - so it fills in those holes whenever the KISS system is flat,
and of course you also get VIX trades in the middle of an uptrend
while the KISS is long
so it's a combination strategy of both trend following and mean
reversion to capture both aspects of the market (trend conditions
and chop conditions)
This strategy would be amazing and the whole package in one,
imho.
It would be awesome if this strategy could be designed as a
system and signals/stats generated but if not, I suppose we could
follow the VIX/BB trades on our own when posted to the
blog.
Thanks for your constant innovation!
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KISS Trend and mean reversion combo
Posted by matt on 15th of Aug 2024 at 10:23 am
here's the KISS daily chart of SPY, along with the VIX/BB system. The KISS trend is for trending trades long, and it does well at that
the VIX/BB strategy gives a lot of short-term mean reversion trades - and a lot of these occur when the KISS is already out or flat - so it fills in those holes whenever the KISS system is flat, and of course you also get VIX trades in the middle of an uptrend while the KISS is long
so it's a combination strategy of both trend following and mean reversion to capture both aspects of the market (trend conditions and chop conditions)
This strategy would be amazing
Posted by oreo on 15th of Aug 2024 at 02:15 pm
This strategy would be amazing and the whole package in one, imho.
It would be awesome if this strategy could be designed as a system and signals/stats generated but if not, I suppose we could follow the VIX/BB trades on our own when posted to the blog.
Thanks for your constant innovation!