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| backtest-results | ||
| KnifeCatcherBot.cs | ||
| README.md | ||
Knife Catcher Bot
This strategy was taken from chapter 3 in Short Term Trading Strategies That Work (2008) by Larry Connors.
The strategy is not named as such in the book, but I thought it was fitting.
Rules
- Wait for the market (S&P 500 Index) to drop for 3 days in a row.
- Enter a long on the following open.
- Exit the trade 5 days later.
Backtest Results
SPY
