XLP Mean Reversion w/ Twist
Published by nkrastins on 10/30/2023
Go long $XLP when Close is less than Open, and $TLT or $GLD is green on a day. Sell when close is higher High one bar ago. Alternatively, can use $SPY as filter instrument. Use 50% of equity.
This view is read-only, and any changes you make to this Published Strategy will not be saved. Use the Clone button above to create a copy of this Strategy that you can edit.
• Drag Entries and Exits onto the Strategy Designer surface.
• Drag one or more Conditions onto the Entries and Exits to define your trading logic.
• If a Condition uses an Indicator, you can choose any technical indicator, or a price component like open, high, low, close or volume.
• You can drag a Qualifier onto a Condition to change its behavior, such as enforcing that it occurs a certain number of days in a row.