ninjatrader/strategies/large-moves/README.md

# Large Moves

The idea for these strategies comes from chapter 7 of [*How Markets Really Work*](https://moshferatu.dev/moshferatu/how-markets-really-work) (2012) by Larry Connors.

As with most of the strategies from this book, they are meant to illustrate certain characteristics of the market rather than be traded directly.

## Rules

### Large Moves Up

1. When the asset (e.g., SPY) **rises** by 1% or more, enter a long trade.
2. Exit the trade after 5 trading days (~1 week).

### Large Moves Down

1. When the asset (e.g., SPY) **falls** by 1% or more, enter a long trade.
2. Exit the trade after 5 trading days (~1 week).

## Parameters

**Percent Gain / Decline Threshold**: The percent gain or decline necessary in order to trigger a trade. (Default: 1.0)

**Days to Exit**: The number of days to wait before exiting a trade. (Default: 5)

## Backtest Results

### SPY

#### Large Moves Up

![SPY Large Moves Up Analysis](https://static.moshington.com/images/strategies/large-moves/spy-up-analysis.png)

![SPY Large Moves Up Summary](https://static.moshington.com/images/strategies/large-moves/spy-up-summary.png)

#### Large Moves Down

![SPY Large Moves Down Analysis](https://static.moshington.com/images/strategies/large-moves/spy-down-analysis.png)

![SPY Large Moves Down Summary](https://static.moshington.com/images/strategies/large-moves/spy-down-summary.png)

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