S&P 500 NN Trader by LenMoz

profile picture


I've made a small adjustment to the sell rules used by the strategy. Time periods I've backtested show a one to two percent improvement in annualized gain as a result so I think the change is worthwhile.

Only one currently held position is affected. Under the new rules, CTSH would have been signaled to sell on June 15. Accordingly, I will manually add a sell signal for this position. Subscribers are advised to similarly sell CTSH.

Temporary inconvenience, permanent improvement. I continue to work on improving the strategy.