Recent content by atxnfo

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    Yo Rickshaw, Overnight, Relentless, et al. - SPY all time versus over night

    Hey- did you get a chance to add some qualifiers to this? Would also love to see TQQQ - I like to scalp that during the day and it seems to have a lot of gaps
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    Yo Rickshaw, Overnight, Relentless, et al. - SPY all time versus over night

    If you do get the chance, it would be great to see the results if you added some modifier to avoid bear trends, like only take the overnight if the SPY is above the 50 daily MA or 100 MA
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    Yo Rickshaw, Overnight, Relentless, et al. - SPY all time versus over night

    Thanks- that was a long ass thread- from 2005 until now! I might paper trade this strategy but include SSO and UPRO (2x-3x).
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    Yo Rickshaw, Overnight, Relentless, et al. - SPY all time versus over night

    Thanks for posting - very interesting. I was just reading about “overnight drift”. https://libertystreeteconomics.newyorkfed.org/2021/05/the-overnight-drift-in-us-equity-returns.html I was thinking of trying to execute this mechanically but imagine there must be a way to improve this - perhaps...
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