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Market
S&P 500
Security
SPY (ES)
Profit Factor: 2,84
Avg Trade: $28
Winning Trades: 70%
Trades: 242
Units: 100 (SPY)
Catching Night Swings With IBS
As can be seen in the infobox above, this edge trades the S&P 500 through the SPY. However, it should work well on other securities that track the same index as well.
The edge is composed of:
- An Oscillator
- IBS
- A Market Regime Filter
