"One of my advisors will be an average five-year-old child. Any flaws in my plan that he is able to spot will be corrected before implementation." - The Evil Overlord List
Nice post, I have a strat with the same behavior, exploiting EOM patterns but I never thought about using a stock indice filter.
Great analysis!
Nice post, I have a strat with the same behavior, exploiting EOM patterns but I never thought about using a stock indice filter.
Great analysis!