Algorithmic Trading: Hedge Fund Model- Daily Re-Adjustment Swing Trading

Following the development of Dr. Lipa Roitman’s understanding of relying on the 5 day simple moving average as a secondary trigger for entry and exit, the I Know First R&D team has developed a complementary model to support his thesis. The results were positive, and incorporating the 5 day SMA trigger allows us to design day trading strategies which further enhance returns and reduce risks. The overall return in the one year period from July 1st, 2014 to August 30th, 2015 is 106.3% while the S&P500 rose by 0.6% during the same period. Image_1