George’s 9-36-15 Strategy

I did some back-testing with George’s 9-36-15 strategy using SPY and SH, and it is definitely a technique you want use. Believe it or not, bears could have shorted this historic rally by trading SH (the inverse S&P 500 ETF) and lived to tell about it.

Since the rally began in September, if you had gone long SH on every 9-36-15 cross-up, and gotten out before the bell, you would have only lost 2%. That’s pretty miraculous, and way better than having your face completely ripped off. Of course, trading SPY would have made profits instead, showing that it’s always a good idea to trade in the direction of the primary trend no matter how good your techniques are.

I used a longer 1,000 day period for the results that you can see on the 9-36-15 Cross page.

The rules that I used were suitable for a computerized strategy. For example, after a cross, it just goes long. In reality, you could probably get better entry points by waiting for a dip on the 1-minute chart, or using additional signals from the stochastic, MACD, etc.

4 thoughts on “George’s 9-36-15 Strategy

  1. Matt,

    Good analysis. Thanks for taking the time to do that. As you pointed out, results can be greatly enhanced by using surrounding timeframes and other indicators for entries and exits.

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