SPYStrategies
SPYStrategies
SPYStrategies
Strategy Overview:
Strategy Rules:
● Today is Monday
● Monday’s close must be at least 1% lower than Friday’s close
● If one and two are true, then enter at the close on Monday
● Exit at the close on Tuesday
Strategy Backtest:
Strategy #2: Turtle Trading Credit Spreads Strategy
Strategy Overview:
Strategy Rules:
● Wait for the stock to be between the green and yellow line ( +1 and +4 standard
deviations of the 200 day moving average )
● Determine your short strike price for the put credit spread ( stock close price x 97% )
● Determine your expiration date ( current date + 12 days then round up to the next
Friday)
● Setup the trade in your broker (sell to open the short strike price, buy to open the
strike
price below the short price, and use the expiration determine above)
● Ensure you are collecting at least .15 in credit for placing the put spread
● If you can collect .15, officially place the trade
Strategy Backtest:
Strategy Rules:
● Buy the close when it crosses above the plus one standard deviation based on the 200
day moving average line
● Exit the trade either when your stop loss of 3% is hit or when you hit a 10% take profit
Strategy Backtest:
Strategy #4: The Daily Lower High And Lower Low Strategy
Strategy Overview:
This strategy was found on QuantifiedStrategies.com and is a simple strategy based on simple
candlestick patterns. It assumes the market is naturally bullish and that strong red days will be
followed by a slight bounce and recovery.
Strategy Rules:
● The current daily candle has a lower high and a lower low
● The daily candle prior has a lower high and a lower low
● The daily candle prior to that has a lower high and a lower low
● Buy at the close of the current candle
● Exit at the close of the next trading day
Strategy Backtest:
This strategy was found on QuantifiedStrategies.com and is a simple strategy based on the idea
that trends continue.
Strategy Rules:
● Today is Thursday
● The close is higher than the previous close for the fourth time a row (meaning all the
days of the week are positive so far)
● Buy the close on Thursday and sell Friday’s open
Strategy Backtest:
This strategy was found on RelaxedTrader.com and is a simple strategy based on the idea that
trends continue for swing traders.
Strategy Rules:
Strategy Backtest:
This strategy was found on FinancialTechWiz.com and is a simple strategy based on the idea
that the market is overall bullish and options selling is profitable long term due to theta decay.
Strategy Rules:
Strategy Backtest:
This strategy was found on TrendSpider.com and is a simple strategy based on the widely used
Relative Strength Index indicator.
Strategy Rules:
Strategy Backtest:
This strategy was found on TrendSpider.com and is a simple strategy based on the widely used
MACD and Bollinger Band indicators.
Strategy Rules:
Strategy Backtest:
This strategy was found on TrendSpider.com and is a simple strategy based on the widely used
Ichimoku Strategy
Strategy Rules:
Strategy Backtest:
This strategy was found on TrendSpider.com and is a simple strategy based on the widely used
Moving Average indicator.
Strategy Rules:
Strategy Backtest:
This strategy was found on TrendSpider.com and is a simple strategy based on the widely used
candlestick patterns.
Strategy Rules:
Strategy Backtest:
This strategy was found on QuantifiedStrategies.com and is a simple strategy based on the
widely used Relative Strength Index indicator.
Strategy Rules:
Strategy Backtest:
Strategy Rules:
Strategy Backtest:
This strategy was found on QuantifiedStrategies.com and is a simple strategy based on the idea
that the market is bullish overall and bounces need to happen
Strategy Rules:
Strategy Backtest:
This strategy was found on QuantifiedStrategies.com and is a simple strategy based on the idea
that the market is bullish overall and bounces need to happen
Strategy Rules:
Strategy Backtest:
Strategy Rules:
● Wait for the stock to be inside the Trending Band ( +1 and -1 standard deviation of the
200 day moving average )
● Determine your short strike price for the put credit spread ( stock close price x 96% )
● Determine your expiration date ( current date + 14 days then round up to the next
Friday)
● Setup the trade in your broker (sell to open the short strike price, buy to open the
strike price below the short price, and use the expiration determine above)
● Ensure you are collecting at least .15 in credit for placing the put spread
● If you can collect .15, officially place the trade
Strategy Backtest:
Strategy Rules:
● Wait for the stock to cross below the red line ( -1 and -3.5 standard deviations of the 200
day moving average )
● Determine your short strike price for the call credit spread ( stock close price x 104% )
● Determine your expiration date ( current date + 9 days then round up to the next Friday )
● Setup the trade in your broker (sell to open the short strike price, buy to open the strike
price above the short price, and use the expiration determine above)
● Ensure you are collecting at least .15 in credit for placing the put spread
● If you can collect .15, officially place the trade
Strategy Backtest:
Strategy Rules:
● Wait for the stock to cross back above the bottom yellow line ( -3.8 standard deviations
of the 200 day moving average )
● Determine your short strike price for the put credit spread ( stock close price x 96% )
● Determine your expiration date ( current date + 14 days then round up to the next
Friday)
● Setup the trade in your broker (sell to open the short strike price, buy to open the strike
price below the short price, and use the expiration determine above)
● Ensure you are collecting at least .15 in credit for placing the put spread
● If you can collect .15, officially place the trade
Strategy Backtest:
Strategy Rules:
● Wait for the stock to cross above the top yellow line ( +3 standard deviations of the
200 day moving average )
● Determine your short strike price for the call credit spread ( stock close price x 103% )
● Determine your expiration date ( current date + 19 days then round up to the next
Friday )
● Setup the trade in your broker (sell to open the short strike price, buy to open the
strike
price above the short price, and use the expiration determine above)
● Ensure you are collecting at least .15 in credit for placing the put spread
● If you can collect .15, officially place the trade
Strategy Backtest: