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I am shifting my focus to momentum strategies in Nasdaq-100 ETFs like Invesco QQQ Trust ETF and TQQQ for 2026, using backtests to balance DCA with market timing amid potential volatility. My thesis is ...

Every investor has a moment when a brilliant idea pops into their head and they’re suddenly convinced they’ve cracked the market’s secret code. But ideas are cheap, and markets are not, so the real ...

Traders look for an advantage, but most of it lies in past data. Backtesting examines how a strategy would have performed under real market conditions before any money is committed. It shows the ...

This project implements a systematic trading strategy that rotates monthly between the S&P 500 ETF (SPY) and the Nasdaq-100 ETF (QQQ) based on their trailing 3-month performance. The goal is to ...

Any trader can build a strategy. The real challenge is proving that it works, not just once, but across different market environments, volatility conditions, and timeframes. That’s where backtesting ...

Backtesting is the process of applying a trading strategy to historical price data to see how it would have performed in the past. It allows traders to test their ideas and plans without using real ...

This Python script is designed to backtest a monthly seasonality trading strategy for a given stock or financial instrument. A "monthly seasonality strategy" is a simple trading approach that takes ...