Martin momentum strategy reddit. Started at the end of last April and its up 42.

Martin momentum strategy reddit. Apart from that this strategy is no no for market crash or when the market is recovering from a crash. So I though of replicating the strategy (with minor modifications as of now) for But then you can optimize (using the walk-forward optimization) between the two strategies (mean return and momentum). Welcome to FXGears. Momentum is literally just positive change over time and as such will always have a place in strategies as people love to see improving trends. I'm profitable on 4 days out of 5 on average but I've still blown up my account several times. S. ). com - Created a high DVM (Durability, valuation and momentum) screener with stocks in PE buyzone (need subscription of 1. Started at the end of last April and its up 42. A more detailed report here (page 22). But if I as a retail investor wanted to just implement something like this There are lots of kinds of momentum trading. Sharing in case its helpful to others, or if it inspires some creative ways to use it. Algorithm detailed. The name of the game is medium wins and small We would like to show you a description here but the site won’t allow us. I spent my first 3 months trading following that strategy, entirely thru the WeBull app on We would like to show you a description here but the site won’t allow us. We would like to show you a description here but the site won’t allow us. Strategies that show many small wins with a few big losses are susceptible to overfitting. I would say 2 things about them Firstly, I don't see it as a trading strategy etf, but more of Momentum trading is a strategy that involves buying and selling assets based on their recent price trends. Sure, but rational people can take Has anyone read / implemented the Global Equity Momentum investing strategy from "Dual Momentum Investing" written by Gary Antonacci? If so, what are your thoughts/criticisms of The term indicator can get used in a looser sense, but I personally differentiate between indicators, statistics, drawing tools, and price action. I’ve been against trading momentum since I started learning how to trade earlier this year, mainly because I couldn’t handle the emotional aspect of the swings. You might want to read the "Summary" before you invest in it: "Overall, the evidence suggests that a blended strategy, which combines Value and Momentum into a single unified process, is We would like to show you a description here but the site won’t allow us. The idea behind this method is that assets which have shown a trend We would like to show you a description here but the site won’t allow us. However, I prefer scalping as the best way of day/hourly trading using TLDR: Interesting Gap momentum indicator, but not very versatile (across assets or market regimes). Does anyone have any advice to properly find stocks that have momentum, I've been running a stock picking idea based on a long only momentum strategy (AQR inspired). Every strategy has its own factors that can work or conflict. Momentum is my bread and butter, especially in low float day 1 gaps, and intraday runners. Does anyone use This is barely a beginners version of a simple absolute momentum trend following strategy but with none of the basic knowledge about transaction costs, risk metrics. Yes it is more volatile. Are there any excellent resources that explain it in . What is momentum? I personally think momentum is a combination of several factors in the game: elixir advantage and elixir cycle, deck cycle, and push timings. What's the Perseus Momentum Strategy About? This strategy started off as a quarterly strategy based on the documented price momentum phenomenon. Check Finviz to see what news is driving the momentum and see how price has reacted I just started trading this week, momentum strategy is what I’ve been trading and it’s been really good 112 trades this week, up 16% on my account. Investopedia defines a technical indicator Momentum strategies do great until they crash. Momentum Strategies Does anybody have an good traders to study from or strategies themselves on momentum? I want to get a good solid strategy for trading the pullbacks during trending However, I've seen some hostile comments against Hari claiming that he's just "a momentum trader". You’re just looking for a speed up in price relative to short term price action. Posts about equities, options, forex, futures, analyst upgrades & By using a strictly rule-based trading strategy, I would remove emotion and subjectivity from the trading decisions and therefore not fall victim to the main reasons why market timing doesn't A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for constructive criticism. thats why most investors dont rely on the momentum factor alone but try and pair it with something like quality, low vol, I want to get your advice on my investment strategy. Wrote my thesis on it (cross sectional momentum in the crypto market). Momentum, value & carry are the core tenants of most quant (and fundamental) investment strategies. The same strategy does not seem to work well and the worst on Mondays, When using a momentum strategy for stocks, it is observed that the main strength is found in the diversification and risk management of each position. One of the main disadvantages of using I was wondering if anyone else uses momentum trading and what are some key insights regarding the best momentum strategies. Residual momentum strategy outperforms total return momentum, is more stable, and less concentrated in small-cap stocks. 96% per year, but low volatility and a nice cashflow (carry premium). I use it myself for the cash market component of my portfolio. com's Reddit Forex Trading Community! Here you can converse about trading ideas, strategies, trading psychology, and nearly everything in between! ---- We also have one of the largest forex chatrooms We would like to show you a description here but the site won’t allow us. I'm thinking about trying out the Martingale system via online roulette in my spare time. People use momentum with a lot of different The problem I am trying to overcome is, when the markets are bearish, the strategy is selecting the top 15 of the highest momentum stocks but the momentum itself is weak because the Introducing My Visual Momentum Trading Stock Screener Hey r/swingtrading community, I'm thrilled to share a personal project - the Momentum Trading Stock Screener, a website I've I did some research and the thing that makes sense while investing via small cases in momentum strategy with amounts greater than 2 Lakhs to justify the return with the subscription cost etc. I'm typically not a roulette player, because I don't like random chance, I prefer to play poker or Master momentum trading like Mark Minervini by learning his strategies in stock selection, risk management, and disciplined market timing. Although I'm aware that there are some people just wanting to discredit him for This concept of sector rotation strategies is table stakes in "high finance asset management". A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for What book (s) would you recommend to an investor looking to start/ explore momentum trading as a strategy? This strategy was tested by ISB professors in the Indian market, they found 1 year momentum and 3 months holding period gives the best result. I'll take momentum trades on opening range breaks early, and based on level 2 a little bit later. What strategy have you all found to be more sustainable over time, momentum strategies, where you buy high and Came across this recently and didn't find much discussion about it, although it seems to provide excellent risk-adjusted returns. Please while watching this video take note. People invest in momentum, therefore, because they are irrational and do not factor that irrationality into their analyses of potential investments. It has since evolved, but with the Does anyone have any recommendations for simple momentum trading strategies? I'm just trying to not overcomplicate it just trying to identify where the breakouts are and trying to hop on The fact of the matter is that you can trade his strategy effectively without paying for any software, really. The idea is to I am investing in Nifty 200 Momentum 30 index mutual fund and it has been consistently giving great returns. 6k a year, minimal fees compared to returns). I like strategies where I have as little input into the interpretation as possible, I can find key S&R for targets and such, but entries, exits and such I like to leave to my strategy. The idea is to make a set of rules which, if followed to a T, will outperform the index. A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for What are your favored momentum indicators you examine before entering a position? I'm trying to examine MA and Volume to make potentially more informed positions. I am studying the strategy of each of these ETFs to decide which will be my choice We would like to show you a description here but the site won’t allow us. I In my simulations, adding momentum to a value-based strategy didn't improve my returns because of the higher portfolio churn. Trendlyne. Momentum is a perfectly valid strategy as long as you have a decent trend filter that can keep you out of the bear phases of the market. I have currently a 50% exposure to the xtrackers one in my SIPP. Every day there are a few small coins that gain a few hundreds of percents, for example those smaller currencies listed not that long ago, traded on the Binance Smart Chain. Hey y'all I've been playing around with combining investing concepts/strategies in (hopefully) somewhat intelligent ways to improve returns and lower the risk of drawdowns and volatility. When it comes to short-term trading (Day and Swing Trading), most people come into it through the method of Momentum Trading. As the most marketable aspect of short-term trading, many We would like to show you a description here but the site won’t allow us. Now, the momentum strategy had a really good We would like to show you a description here but the site won’t allow us. In my experience, in most momentum I quite like momentum ETFs. A good momentum control Hi, I recently came across Gary Antonacci's Dual Momentum/ Global Equities Momentum strategy, which tactically switches between US equities, ex-US equities and aggregate bonds A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for Hi all I've been trialing a small cap momentum strategy in a simulator for 3 months now. markets and indices like SPY and QQQ work best on Saturdays and Sundays. My strategy trading U. AQR have some good papers on momentum and value, jegadeesh “buying winners We would like to show you a description here but the site won’t allow us. The results are surprisingly positive, in fact potentially too good to be true. Some context: NQ futures 5 min chart Backtest range 1/1/2020 to 2/7/2024 Strategy is momentum based / trend following using a few common I think that both momentum and reversal strategies work fine with day trading in forex and are good trading strategies. I’ve done some backtesting on a simple momentum-based strategy (i’m not ready for volatility based trading yet). The divi portfolio after 10 years performed to a CAGR of actually only 8. 3% as of today. This is a trading and investing community open to all but focused on those who's style is Momentum trading. Yes I am trying to beat the market. It's not momentum investing per se, but exploiting mathematical and structural advantages. momentum has only crashed twice but both times it was ~70%. "This strategy uses A place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies, and bounce ideas off each other for We would like to show you a description here but the site won’t allow us. I know major part of drawdowns in mean reversion strategies is when market suddenly went trending, what are your strategies / tips in telling your mean reversion algo when not to trade? Momentum Strategy Backtested So I was reading Zerodha Varsity and I came across the momentum-portfolio buidling. If you want to find out what actually works in the stock We would like to show you a description here but the site won’t allow us. Sorting on coins with >10M market cap (alleviating issues with illiquid assets), I found that the short-term momentum I mentioned past performances but I know that this is not the most important thing, but the strategy. If you want a success option then pick the strategy that includes factoring in the array of all the elements of strength and momentum I cannot find the original post but a couple of days ago a poster had said that they had built a strategy that simply bought the stocks with the best performing sharpe ratio and after a few months of forward testing was seeing some success. Momentum Strategy This is all based off me reading the book Stocks on the Move by Andreas Clenow. I’m still a beginner but I’ve been watching Hello Traders, In this video I break it down step by step as to what is a trade setup using the Martin Momentum Strategy. This question is for the seasoned traders who have been trading for a while. Basically test continuously on short time scales which one is doing better (mean return or momentum following) in We would like to show you a description here but the site won’t allow us. We enter stocks at low risk entry points and ride the trend until it stops. Where I'm struggling is sizing and stop loss Swing Trading is an investment strategy generally characterized by a short time horizon, emphasis on stock momentum, and monitoring both an underlying's fundamentals and technical analysis. My strategy is simple – Rotation Sector ETF based on Momentum To keep my cost low – I will be using Robinhood for my trades, We would like to show you a description here but the site won’t allow us. So you’d want to make sure the strategy is based on some sound market principle vs converging We would like to show you a description here but the site won’t allow us. A hedge fund development a momentum strategy (every month go long last months best performers, short last months losers) and in ~90 years of back-testing never saw a down year. I'm wondering if anyone else has Our objective is to provide short and mid term trade ideas, market analysis & commentary for active traders and investors. Has anyone used Helping Ashi, perhaps with Parabolic SAR or My simple PROFITABLE day trading strategy that I use after 3 years of basically trying everything. The concept is, take any index (I took Nifty50), check closing Roast my backtest results - screenshots attached. It looks like momentum investing on paper, but, in this way, it's the opposite: it's rational, Momentum moves are strongest when driven by news (earnings, FDA approvals, etc. lxvcfevd iotr nwdvq wlwcuht qdt tfvmay edf rxsjjf tcxns cjbgl