Crypto Moving Average Backtesting

Lately, I’ve been getting involved in the cryptocurrency frenzy. However, I do sincerely believe that the intrinsic value of these currencies are nowhere near their current dollar values; personally, it feels like another “tulip mania”. That aside, there’s still an opportunity to make some profits with these currencies by trading them and so far, it…

SPX Options Testing

It’s been a while since my last post; I’ve just gotten super busy with my move from Toronto to Los Angeles and basically uprooting my life. However, I’ve managed to keep monitoring and researching my portfolio throughout my relocation and after doing some review, one of my biggest earners is short SPX puts. With this…

Automated Full Portfolio Back-Test V3

This is the third iteration of my fully automated total portfolio strategy, which I’ve actually deployed and has been performing quite well since launch. It’s very similar to my old strategy, however, this iteration has been geared toward reducing drawdown even further. Specifically, I’ve incorporated the 2% stop-loss for my short volatility positions and then…

Bear Market Strategy Ideas

Now that I’ve refined my bull and sideways market strategies quite a bit, I need to start really thinking about what I need to do during bear markets or corrections. I’m going to consider bear market strategies on specifically equities and volatility. The nuances with a bear market are quite different compared to a bull…

SPY SMA Optimization – Revisited

Today, I wanted to revisit the Simple Moving Average cross for trading SPY since it is still a major holding of my portfolio. Originally, I was optimizing the cross by maximizing the Sharpe ratio across the entire 10 plus-year history from 2007 onward. However, I thought it would give a better idea if I had…