Add rules to Large Moves strategy documentation

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moshferatu 2024-11-18 06:36:53 -08:00
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@ -4,4 +4,16 @@ The idea for these strategies comes from chapter 7 of [*How Markets Really Work*
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).
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