Backtesting Rotation Momentum Rotation Multiple System Results In the last two posts ( here and here ) we looked at the performance of a simp…
Backtesting Rotation Momentum Rotation 60 Day ROC System Metrics It's been a while since my last post . I had planned on writing this parti…
Backtesting Rotation Momentum Rotation 60 Day ROC System Results In my last post, Yahoo Data and Momentum Rotation - Analysis of 2015 Data , the…
Backtesting Rotation Yahoo Data and Momentum Rotation - Analysis of 2015 Data I've taken a bit of a break from posting options strategy research, but bef…
Backtesting Rotation Momentum Rotation Strategies and Data - Part 4 In the last three posts ( Part 1 , Part 2 , Part 3 ), we looked at how dividend…
Backtesting Rotation Momentum Rotation Strategies and Data - Part 3 In this post we will look at the results for a Momentum Rotation strategy that …
Backtesting Rotation Momentum Rotation Strategies and Data - Part 2 In Part 1 , I discussed an issue that can occur when using dividend adjusted pr…
Backtesting Rotation Momentum Rotation Strategies and Data - Part 1 I am going to take a short break from reviewing backtest results for different …