Mar 07 2023

Validating Use of Wilder Volatility Stops to Time the U.S. Stock Market [PREMIUM]

published by Steve LeCompte
in blog CXO Advisory
original entryValidating Use of Wilder Volatility Stops to Time the U.S. Stock Market [PREMIUM]

technical trading volatility effects

Can investors reliably exploit the somewhat opaquely presented strategy summarized in "Using Wilder Volatility Stops to Time the U.S. Stock Market", which employs Welles Wilder's Average True Range (ATR) volatility metric to generate buy and sell signals for broad U.S. stock market indexes? To investigate, we each trading day for the SPDR S&P 500 ETF.........