ninjatrader/strategies/10-day-low
..
backtest-results
README.md

10-Day Low Bot

This strategy was taken from chapter 2 of Short Term Trading Strategies That Work (2008) by Larry Connors.

Rules

  1. Buy every 10-period low on the daily S&P 500 (SPY) chart.
  2. Exit when price closes above its 10-period moving average.

Backtest Results

SPY

SPY Analysis

SPY Summary

QQQ

QQQ Analysis

QQQ Summary