Momentum Rotation Multiple System Results
In the last two posts ( here and here ) we looked at the performance of a simp…
Showing posts with label Backtesting. Show all posts
Showing posts with label Backtesting. Show all posts
Momentum Rotation 60 Day ROC System Metrics
It's been a while since my last post . I had planned on writing this parti…
Momentum Rotation 60 Day ROC System Results
In my last post, Yahoo Data and Momentum Rotation - Analysis of 2015 Data , the…
Yahoo Data and Momentum Rotation - Analysis of 2015 Data
I've taken a bit of a break from posting options strategy research, but bef…
SPX Straddle - Normalized Return Charts
The last article on RUT straddles ( here ) was very popular, so I thought I'…
RUT Straddle - Normalized Return Charts
In the last two articles ( here and here ), we reviewed the backtest results o…
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