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| backtest-results | ||
| README.md | ||
| TurnaroundBot.cs | ||
Turnaround
This strategy is based on Turnaround Tuesdays on Steroids by Quantitativo.
The basic idea is that the market tends to rebound on Tuesdays (or Wednesdays) following a recent decline.
Rules
- The day of the week must be Monday or Tuesday.
- If the asset (e.g., SPY) has closed lower for the past 2 days, enter a long trade on the following open (i.e., Tuesday or Wednesday morning).
- Exit the trade when the close is higher than the previous day's high.
Parameters
N/A
Backtest Results
SPY
QQQ
