14 lines
564 B
Markdown
14 lines
564 B
Markdown
# TRIN Thrusts
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This strategy was taken from chapter 3 of [*Connors on Advanced Trading Strategies*](https://moshferatu.dev/moshferatu/connors-on-advanced-trading-strategies) (1998).
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## Rules
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1. If the closing TRIN is 30% or more below the previous trading day's closing TRIN, enter a long trade (e.g., on SPY).
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2. Exit the trade 2 trading days later.
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I have also added a condition that the asset must be trading above its 200-day moving average that was not present in the book.
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This implementation does not go short due to consistently negative returns.
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