Here's the Equity curve:
And here's the code:
if (StrFind("WOODGDXEPUIDXPALLJJG", Name()))
What's happening here?
This is a variation of Jay Kaeppel's post at optionetics but using some extra ETFs that have exhibited the same kind of behavior. Original article: http://www.optionetics.com/market/articles/2012/11/28/kaeppels-corner-the-greatest-gold-stock-system-youll-probably-never-use
It buys equal amounts of each of these 6 etfs: WOOD,GDX,EPU,IDX,PALL,JJG.
It buys on the close of the U.S.session, holds overnight and sells on the open the next day.
Would you invest in this strategy?
Labels: Amibroker, code, Quiz, strategy