Momentum trading – guidance for practical implementation. Strategy backtest and trading metrics.

Last update February 26, 2020 Trading idea – every month on the last trading date, the close price for each tradable instrument is under testing observation to define the % of deviation from the price at the start of Timing period (3 months for given trading strategy). The instrument that was able to demonstrate the …

Macroeconomic forecast. Measuring of contraction risk in US economy.

Last posting 09/08/2019 In prior observation, I have pointed out worsening conditions that increased risk of recession such as Delinquency rate +2 points, Corporate profit +1 and Loan provision rate +1 point. The total score was 22 points and it corresponding to recession risk equal to 30%. Only one metric was marked as positive – …