Taylor Turkey System Follow-up

Wanted to post a follow-up to the Taylor Turkey system post. This system goes long at the market open the day before Thanksgiving and sells at the market open the Monday after.

This Thanksgiving was another winning year for the system. The Nasdaq Composite had a gain of 0.91%, the DJ-30 had a gain of 0.26%, and the S&P 500 produced a 0.49% gain. Didn't reach the average profit marks from the backtests...but a gain is a gain. Gotta take what the market gives ya.

If ya'll have any ideas you'd like me to test out...send me an email at mike@taylortree.com.

Enjoy your week.

 

Author

  • Mike Taylor
    mike@taylortree.com
    I write about trading systems development, portfolio management, and systems research.

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