QuantifiedStrategies.com
@quantifiedstrats.bsky.social
We share backtested strategies daily.
Get Two Free Trading Strategies. (Backtested) 👇🏻
http://quantifiedstrategies.com/guide
http://youtube.com/@QuantifiedStrategies
Get Two Free Trading Strategies. (Backtested) 👇🏻
http://quantifiedstrategies.com/guide
http://youtube.com/@QuantifiedStrategies
Do you know your risk of ruin in #trading?
We show you how to calculate it:
www.quantifiedstrategies.com/risk-of-ruin...
We show you how to calculate it:
www.quantifiedstrategies.com/risk-of-ruin...
The Risk of Ruin in Trading: Probability of Ruin and Loss (Calculator) - QuantifiedStrategies.com
The risk of ruin in trading is mostly ignored by traders. Most traders are optimists, but the difference between defense and attack is often tiny. What is the
www.quantifiedstrategies.com
March 27, 2025 at 10:19 AM
Do you know your risk of ruin in #trading?
We show you how to calculate it:
www.quantifiedstrategies.com/risk-of-ruin...
We show you how to calculate it:
www.quantifiedstrategies.com/risk-of-ruin...
A high win rate might be important in trading to reduce behavioral mistakes.
We discuss the pros and cons of the win rate:
www.quantifiedstrategies.com/win-rate-tra...
We discuss the pros and cons of the win rate:
www.quantifiedstrategies.com/win-rate-tra...
Win Rate Trading: How To Calculate Win Rate In Trading? - QuantifiedStrategies.com
Win ratio in trading
www.quantifiedstrategies.com
March 25, 2025 at 9:43 AM
A high win rate might be important in trading to reduce behavioral mistakes.
We discuss the pros and cons of the win rate:
www.quantifiedstrategies.com/win-rate-tra...
We discuss the pros and cons of the win rate:
www.quantifiedstrategies.com/win-rate-tra...
High-Low Bands Indicator (21% Annual Returns)
YouTube video by Quantified Strategies
www.youtube.com
March 24, 2025 at 3:27 PM
We explain the #BollingerBand Width indicator, including specific trading rules:
www.youtube.com/watch?v=zRjq...
www.youtube.com/watch?v=zRjq...
Bollinger Bands Width Strategy (Backtest)
YouTube video by Quantified Strategies
www.youtube.com
March 21, 2025 at 8:49 AM
We explain the #BollingerBand Width indicator, including specific trading rules:
www.youtube.com/watch?v=zRjq...
www.youtube.com/watch?v=zRjq...
Cumulative RSI Strategy (83% Win Rate)
YouTube video by Quantified Strategies
www.youtube.com
March 21, 2025 at 8:45 AM
Is #shortSelling the opposite of buying? And why is short selling so difficult:
www.quantifiedstrategies.com/short-sellin...
www.quantifiedstrategies.com/short-sellin...
Short Selling Trading Strategies (How, Why, What, Risks, Pros, Cons) - QuantifiedStrategies.com
You can develop and create profitable short-selling strategies and systems, but you can't expect to find many; they normally trade infrequently. This article
www.quantifiedstrategies.com
March 18, 2025 at 2:30 PM
Is #shortSelling the opposite of buying? And why is short selling so difficult:
www.quantifiedstrategies.com/short-sellin...
www.quantifiedstrategies.com/short-sellin...
The Ichimoku Cloud is one of the most popular technical indicators, providing traders with insights into trend direction, support/resistance levels, and momentum.
But does it work?
www.quantifiedstrategies.com/ichimoku-str...
But does it work?
www.quantifiedstrategies.com/ichimoku-str...
Bot Verification
www.quantifiedstrategies.com
March 14, 2025 at 1:59 PM
The Ichimoku Cloud is one of the most popular technical indicators, providing traders with insights into trend direction, support/resistance levels, and momentum.
But does it work?
www.quantifiedstrategies.com/ichimoku-str...
But does it work?
www.quantifiedstrategies.com/ichimoku-str...
For some strange reason, the 9 EMA and 30 WMA crossover system became famous.
Does it work?
We backtested it:
www.quantifiedstrategies.com/9-30-trading...
Does it work?
We backtested it:
www.quantifiedstrategies.com/9-30-trading...
Bot Verification
www.quantifiedstrategies.com
March 13, 2025 at 1:14 PM
For some strange reason, the 9 EMA and 30 WMA crossover system became famous.
Does it work?
We backtested it:
www.quantifiedstrategies.com/9-30-trading...
Does it work?
We backtested it:
www.quantifiedstrategies.com/9-30-trading...
Alexander Elder got famous as a #investment writer.
Does his Triple Screen System work?
www.quantifiedstrategies.com/alexander-el...
Does his Triple Screen System work?
www.quantifiedstrategies.com/alexander-el...
Bot Verification
www.quantifiedstrategies.com
March 13, 2025 at 1:12 PM
Alexander Elder got famous as a #investment writer.
Does his Triple Screen System work?
www.quantifiedstrategies.com/alexander-el...
Does his Triple Screen System work?
www.quantifiedstrategies.com/alexander-el...
David Swensen, the legendary Yale endowment manager, revolutionized institutional investing with his diversified approach.
While his strategy was designed for endowments, he also proposed a simplified version for individual investors:
www.quantifiedstrategies.com/david-swense...
While his strategy was designed for endowments, he also proposed a simplified version for individual investors:
www.quantifiedstrategies.com/david-swense...
David Swensen Portfolio: Yale Endowment Fund Model - Analysis And Performance - QuantifiedStrategies.com
David Swensen was the President and Chief Investment Officer of Yale University endowment from the mid-1980s until his death in May 2021. Swensen, along with
www.quantifiedstrategies.com
March 10, 2025 at 1:16 PM
David Swensen, the legendary Yale endowment manager, revolutionized institutional investing with his diversified approach.
While his strategy was designed for endowments, he also proposed a simplified version for individual investors:
www.quantifiedstrategies.com/david-swense...
While his strategy was designed for endowments, he also proposed a simplified version for individual investors:
www.quantifiedstrategies.com/david-swense...
Toby Crabel made the #OpeningRangeBreakout (ORB) strategy popular in the 1990s.
Does it still work?
We made a few backtests to find out:
www.quantifiedstrategies.com/opening-rang...
Does it still work?
We made a few backtests to find out:
www.quantifiedstrategies.com/opening-rang...
Opening Range Breakout Strategy (ORB) for Day Trading (5-Minute Backtest and System Analysis) - QuantifiedStrategies.com
Opening range breakout trading strategies (ORB) are popular strategies, perhaps because of Tony Crabel’s classical trading book published in 1990: Day trading
www.quantifiedstrategies.com
March 7, 2025 at 2:29 PM
Toby Crabel made the #OpeningRangeBreakout (ORB) strategy popular in the 1990s.
Does it still work?
We made a few backtests to find out:
www.quantifiedstrategies.com/opening-rang...
Does it still work?
We made a few backtests to find out:
www.quantifiedstrategies.com/opening-rang...
Gary Antunacci rose to fame when he published his dual momentum strategy.
We describe and backtest it:
www.quantifiedstrategies.com/dual-momentu...
We describe and backtest it:
www.quantifiedstrategies.com/dual-momentu...
Dual Momentum Trading Strategy (Gary Antonacci) – Video, Rules, Setup, Backtest Analysis - QuantifiedStrategies.com
The dual momentum trading strategy by Gary Antonacci, what is that about? As the Oracle of Omaha, Warren Buffett, once said: “Trying to time the market is the
www.quantifiedstrategies.com
March 6, 2025 at 1:02 PM
Gary Antunacci rose to fame when he published his dual momentum strategy.
We describe and backtest it:
www.quantifiedstrategies.com/dual-momentu...
We describe and backtest it:
www.quantifiedstrategies.com/dual-momentu...
March 5, 2025 at 11:46 AM
Over the years, we've published many articles on #Python #tradingstrategies.
🔹 Momentum & mean reversion strategies
🔹Trend following
🔹 Backtesting
🔹 Risk management and portfolio optimization
If you want to see Python in action, check it out:
www.quantifiedstrategies.com/category/pyt...
🔹 Momentum & mean reversion strategies
🔹Trend following
🔹 Backtesting
🔹 Risk management and portfolio optimization
If you want to see Python in action, check it out:
www.quantifiedstrategies.com/category/pyt...
Python Trading Strategies - QuantifiedStrategies.com
www.quantifiedstrategies.com
March 4, 2025 at 1:10 PM
Over the years, we've published many articles on #Python #tradingstrategies.
🔹 Momentum & mean reversion strategies
🔹Trend following
🔹 Backtesting
🔹 Risk management and portfolio optimization
If you want to see Python in action, check it out:
www.quantifiedstrategies.com/category/pyt...
🔹 Momentum & mean reversion strategies
🔹Trend following
🔹 Backtesting
🔹 Risk management and portfolio optimization
If you want to see Python in action, check it out:
www.quantifiedstrategies.com/category/pyt...
#MovingAverage strategies are popular, even though most don't work.
We had a look at the 50-day EMA strategy:
www.quantifiedstrategies.com/50-ema-strat...
We had a look at the 50-day EMA strategy:
www.quantifiedstrategies.com/50-ema-strat...
50 EMA Trading Strategy – Does It Work? (Setup, Rules, Backtest Results) - QuantifiedStrategies.com
There are many exponential moving average (EMA) strategies, but the 50 EMA strategy is one of the most commonly used among traders in different financial
www.quantifiedstrategies.com
February 28, 2025 at 10:19 AM
#MovingAverage strategies are popular, even though most don't work.
We had a look at the 50-day EMA strategy:
www.quantifiedstrategies.com/50-ema-strat...
We had a look at the 50-day EMA strategy:
www.quantifiedstrategies.com/50-ema-strat...
Mark Spitznagel’s book, “Safe Haven – Investing For Financial Storms,” challenges traditional financial theories by proposing that risk mitigation can simultaneously reduce risk and enhance returns:
www.quantifiedstrategies.com/mark-spitzna...
www.quantifiedstrategies.com/mark-spitzna...
Mark Spitznagel – Safe Haven Investing Review, Key Takeaways, And Summary - QuantifiedStrategies.com
Mark Spitznagel, Safe Haven - Investing For Financial Storms: What role can risk-mitigating and defensive assets play in a portfolio? Do we use them only to
www.quantifiedstrategies.com
February 26, 2025 at 2:37 PM
Mark Spitznagel’s book, “Safe Haven – Investing For Financial Storms,” challenges traditional financial theories by proposing that risk mitigation can simultaneously reduce risk and enhance returns:
www.quantifiedstrategies.com/mark-spitzna...
www.quantifiedstrategies.com/mark-spitzna...
What is the best time frame for #candlesticks?
We backtested, and the winner is daily bars, not weekly, monthly, or intraday bars.
www.quantifiedstrategies.com/what-is-the-...
We backtested, and the winner is daily bars, not weekly, monthly, or intraday bars.
www.quantifiedstrategies.com/what-is-the-...
What Is The Best Time Frame For Candlesticks? - QuantifiedStrategies.com
Candlesticks are popular. They are very useful for visual displays, but our previous backtests indicate candlesticks might be useful to make trading
www.quantifiedstrategies.com
February 25, 2025 at 10:44 AM
What is the best time frame for #candlesticks?
We backtested, and the winner is daily bars, not weekly, monthly, or intraday bars.
www.quantifiedstrategies.com/what-is-the-...
We backtested, and the winner is daily bars, not weekly, monthly, or intraday bars.
www.quantifiedstrategies.com/what-is-the-...
Profit Factor is calculated by dividing a strategy’s total gross profits by its total gross losses.
A Profit Factor between 1.75 and 4 is considered optimal.
www.quantifiedstrategies.com/profit-factor/
A Profit Factor between 1.75 and 4 is considered optimal.
www.quantifiedstrategies.com/profit-factor/
Profit Factor In Trading: Definition, Calculator, Video and Formula - QuantifiedStrategies.com
Profit Factor is a key performance metric used in trading to assess the profitability of a trading system or strategy. It's calculated by dividing the total
www.quantifiedstrategies.com
February 24, 2025 at 11:29 AM
Profit Factor is calculated by dividing a strategy’s total gross profits by its total gross losses.
A Profit Factor between 1.75 and 4 is considered optimal.
www.quantifiedstrategies.com/profit-factor/
A Profit Factor between 1.75 and 4 is considered optimal.
www.quantifiedstrategies.com/profit-factor/
Is quad witching day bullish or bearish?
Is quadruple witching week bullish or bearish?
Do volume and volatility go up?
We answer all these questions with facts and statistics:
www.quantifiedstrategies.com/quadruple-wi...
Is quadruple witching week bullish or bearish?
Do volume and volatility go up?
We answer all these questions with facts and statistics:
www.quantifiedstrategies.com/quadruple-wi...
Quad Witching Day – Bullish or Bearish? (Quadruple Witching Backtest) - QuantifiedStrategies.com
Quad witching (quadruple witching) refers to the expiry of four financial derivative contracts on the same day: stock index futures, stock index options,
www.quantifiedstrategies.com
February 23, 2025 at 9:25 AM
Is quad witching day bullish or bearish?
Is quadruple witching week bullish or bearish?
Do volume and volatility go up?
We answer all these questions with facts and statistics:
www.quantifiedstrategies.com/quadruple-wi...
Is quadruple witching week bullish or bearish?
Do volume and volatility go up?
We answer all these questions with facts and statistics:
www.quantifiedstrategies.com/quadruple-wi...
Today is the #OPEX day - options expiration.
We did a deep dive:
www.quantifiedstrategies.com/the-option-e...
We did a deep dive:
www.quantifiedstrategies.com/the-option-e...
The Options Expiration Week Effect | OPEX Seasonality - QuantifiedStrategies.com
The options expiration happens on the Friday before the 3rd Saturday of each month in the US. An often referred to effect is the options expiration week
www.quantifiedstrategies.com
February 21, 2025 at 3:00 PM
Today is the #OPEX day - options expiration.
We did a deep dive:
www.quantifiedstrategies.com/the-option-e...
We did a deep dive:
www.quantifiedstrategies.com/the-option-e...