Hank, try iwn like I said before. I posted a chart of trading the 34/8 ema of iwn earlier in this thread. Also, try ewo,iyr,ewy,dsv,ewz,eem,adre,ilf,iws, and iwo. On the managed mutual fund side, try odmax (see chart posted in this thread), frmcx (now closed to new investors, but may reopen), mmeax and hrtvx. For the managed funds, you have to watch the minimum hold times. For hrtvx it's 10 days, odmax and frmcx 30, and mmeax it's 60 days.
As a first pass, try trading with the 34/8 ema crossover. Historically, all these funds and ETFs give a higher annual return and lower drawdown when traded with their 34/8 ema. You could probably do better by playing around with the ema params a bit for each and/or combining the ema crossover with macd and stochastic.
I posted a gif file earlier in this thread of a composite equity curve trading ewo, iyr and iwn in this manner. Very low max drawdown of ~6% with a 24% return.
I have written a lot of code for trading odmax and mmeax but you would need to have a database called FastTrack to use it.
As a first pass, try trading with the 34/8 ema crossover. Historically, all these funds and ETFs give a higher annual return and lower drawdown when traded with their 34/8 ema. You could probably do better by playing around with the ema params a bit for each and/or combining the ema crossover with macd and stochastic.
I posted a gif file earlier in this thread of a composite equity curve trading ewo, iyr and iwn in this manner. Very low max drawdown of ~6% with a 24% return.
I have written a lot of code for trading odmax and mmeax but you would need to have a database called FastTrack to use it.
