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Add note regarding differences from book to High Volume Days strategy documentation

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moshferatu 2024-11-18 08:44:04 -08:00
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strategies/high-volume-days/README.md
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@ -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. 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 ## Rules
### High Volume Up Days ### High Volume Up Days