Every strategy carries its exact rules, an annotated chart of the setup, the research behind why it should work at all — and the conditions under which you should not take it.
Showing 21–30 of 34 matching strategies
A tempting idea: measure the volatility regime, and run a trend strategy in one regime and a mean-reversion strategy in the other. Two books of this library, switched by one number.
Every page in this book so far takes one position and manages it. This one takes a small position and adds to it as the trend pays, so the largest exposure sits on the trade that has already proven itself.
Gold pays nothing. Holding it costs you whatever a safe inflation-protected bond would have paid, so when that real yield rises, gold becomes more expensive to hold, and when it falls, cheaper. The inverse relationship between gold and real yields is the most durable thing anyone has found about the gold price.
Divide the gold price by the silver price and you get a number that traders have watched for a century. When it is historically high, the trade is to sell gold and buy silver; when low, the reverse.
A release on its own carries no information. What moves price is the gap between what printed and what was expected — and the size of that gap, measured against how large surprises usually are for that release.
Price adjustment to a release is concentrated in the first minute. Inside that minute, orders are filled at whatever is available rather than at anything considered — which is how a small surprise produces a move the size of a large one.
Every other approach to a release argues about direction. This one argues about time: liquidity provision and the cost of trading return to their pre-announcement levels within roughly five to fifteen minutes of a release.
Place a buy stop above the market and a sell stop below it a few minutes before a release, and let whichever way it jumps fill you. It is the first idea almost everybody has about trading news, and it is on this page because it deserves a straight answer rather than being left off the list.
Before a single trade, a challenge is a purchase. You pay a fee for the option to trade someone else's capital under constraints, and whether that is a good purchase is a calculation you can do in advance.
Borrow in a currency with a low interest rate, hold one with a high rate, and pocket the difference. Uncovered interest parity says the high-rate currency should fall by exactly enough to cancel that out. It does not — a finding so robust it has its own name, the forward premium puzzle, and so old it is now approaching fifty years of replication.
The mechanism has peer-reviewed, FX-specific research behind it.
The mechanism is sound, but at least one step of it is untested.
Practitioner literature only — no published research supports the mechanism.
It rates the mechanism — whether there is published research explaining why the market should behave this way. It does not rate profit. Strong does not mean the trade will work. None of these have been run on our own account, and no page here shows a backtest figure.
One instrument, one timeframe, every rule visible on the chart.
Several conditions have to line up, and execution starts to matter.
Needs an outside data feed, a basket, real order flow, or an unusual tolerance for lumpy losses.
The level describes what it takes to run the strategy, not how well it works. Several Beginner pages are better evidenced than several Professional ones — a basket carry trade is Professional because it needs eight currencies and a swap table, not because it is cleverer than buying a pullback.
Reading the library is free. A plan is what lets you turn one into a robot.
Trading carries risk and most retail accounts lose money. Nothing in this library is financial advice or a recommendation to trade. The charts are illustrations of the rules on constructed candles — they are not records of trades and not backtests.
