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SOX_FGMR.md

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$SOX Fear & Greed Mean Reversion Strategy (SOX_FGMR)

This is a long-only strategy based on the work of @kerberos007. If you look at his feed, you will see lots of work regarding this strategy using Bollinger Bands, Percent B (%B), and some initial parameters that give good back testing results.

As with any strategy, you should understand it, tweak it to your own risk profile, and extend it to incorporate other indicators and strategies.

Alternatively, just buy or sell the glitch!

A picture is worth a thousand words, FGMR on SOX/SOXX

sox-strategy-with-Floating-PL

Strategy and Study Development

This strategy is for the SOX (or SOXX).

In the last 8 years, it has had 22 winners, 3 losers. Average trade was about 40 days. You can trade this with SOXX ETF, 3x ETF SOXL, options, or try to cherry-pick your own Semiconductor company.

The thinkscript code for the strategy is below. They are saved as txt files so they can be opened easily. You will need to create a new study or strategy in thinkorswim and copy/paste them in.

SOX_FGMR_Strat

post script

These studies may or may not work on other symbols. With modifications to the parameters, maybe they work better for Gold than the Euro. Welcome to technical analysis and your journey down the rabbit hole.

feedback welcome

Have a suggestion? Found an issue? Reach out to me on twitter, my DM is open to all. If you are a github user, file an issue or make a suggested change and PR to this repo.


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