News: Rotation

Results for Rotation

Momentum Rotation 60 Day ROC System Results

Information 06.00

In my last post, Yahoo Data and Momentum Rotation - Analysis of 2015 Data , the big take away was the importance of performing a full downl...Read More

Momentum Rotation 60 Day ROC System Results

Reviewed by Information on 06.00 Rating: 5

Yahoo Data and Momentum Rotation - Analysis of 2015 Data

Information 06.00

I've taken a bit of a break from posting options strategy research, but before I dive back in I'm going to revisit some material I p...Read More

Yahoo Data and Momentum Rotation - Analysis of 2015 Data

Reviewed by Information on 06.00 Rating: 5

Momentum Rotation Strategies and Data - Part 4

Information 12.05

In the last three posts ( Part 1 , Part 2 , Part 3 ), we looked at how dividend adjusted data and non-dividend adjusted data generate differ...Read More

Momentum Rotation Strategies and Data - Part 4

Reviewed by Information on 12.05 Rating: 5

Momentum Rotation Strategies and Data - Part 3

Information 07.00

In this post we will look at the results for a Momentum Rotation strategy that ranks funds based on the sum of two rate-of-change (ROC) valu...Read More

Momentum Rotation Strategies and Data - Part 3

Reviewed by Information on 07.00 Rating: 5

Momentum Rotation Strategies and Data - Part 2

Information 09.00

In Part 1 , I discussed an issue that can occur when using dividend adjusted price data in Momentum Rotation Strategies that select funds ba...Read More

Momentum Rotation Strategies and Data - Part 2

Reviewed by Information on 09.00 Rating: 5

Momentum Rotation Strategies and Data - Part 1

Information 13.15

I am going to take a short break from reviewing backtest results for different variations of Iron Condors, and revisit Momentum Rotation str...Read More

Momentum Rotation Strategies and Data - Part 1