diff --git a/strategies/high-volume-days/README.md b/strategies/high-volume-days/README.md index 1babf15..6a46546 100644 --- a/strategies/high-volume-days/README.md +++ b/strategies/high-volume-days/README.md @@ -4,6 +4,10 @@ The idea for these strategies comes from chapter 6 (Volume) of [*How Markets Rea As with most of the strategies from this book, they are meant to illustrate certain characteristics of the market rather than be traded directly. +Unlike the book, where no significant difference was found between high volume up and down days, I have found down days to significantly outperform up days. + +Refer to the backtest results below. + ## Rules ### High Volume Up Days