10/11/2018 143 unique reasons to go long – 10 Oct 2018 | Daily Quant Ideas from Paststat

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143 unique reasons to go long – 10 Oct

as on :Sep-11

2018
Posted by admin (http://paststat.com/blog/author/admin/) on October 11, 2018 (http://paststat.com/blog/143-unique-reasons-to-go-long-10-
oct-2018/) in ETF (http://paststat.com/blog/category/etf/), Futures (http://paststat.com/blog/category/futures/), trade nder
(http://paststat.com/blog/category/trade- nder/)

143 unique reasons to go long

the tick-alert le , which is basically a backtest data mine on all the signals triggered for the day , along with backtest performed over last 5 years ,
and over since 1990 , along with 2 and 3 permutations , is the source for trading ideas presented here , on most of the days
instead of piking one or two strategies that we like , which is what we do , attached here is the le , which calculated around 160K backtests on ES
mini futures , and here are the 143 unique strategies that had a prior sample size of more than 20 , along with 100% win rate , since 1997 or when
e-mini started trading
Trading Signal # Wins % Wins Avg Median
RSI (2) below 10 & 4th Quarter & Above SMA 200 49 49 100 0.9 0.78
RSI (14) below 30 & 3 Consecutive Red Candles 46 46 100 2.32 1.27
Close in the Bottom Range & RSI (14) below 30 & 2 Consecutive Down Days 46 46 100 1.86 1.15
RSI (14) below 30 & Ten Day Low Close & 3 Consecutive Red Candles 45 45 100 2.34 1.26
RSI (14) below 30 & Month Low & 3 Consecutive Red Candles 44 44 100 2.38 1.42
RSI (14) below 30 & Quarter Closing Low & 3 Consecutive Red Candles 44 44 100 2.32 1.23
RSI (14) below 30 & 3 Consecutive Red Candles & Intraday Low below LBB 44 44 100 2.31 1.27
RSI (14) below 30 & Quarter Low & 3 Consecutive Red Candles 43 43 100 2.36 1.27
RSI (14) below 30 & 2 Consecutive Down Days & 3 Consecutive Red Candles 43 43 100 2.39 1.26
RSI (14) below 30 & 3 Consecutive Red Candles & Close 2Xstd below 50 DMA 43 43 100 2.35 1.27
RSI (14) below 30 & 3 Consecutive Red Candles & Close below LBB 41 41 100 2.35 1.27
Losers with 1Xstd(50) down move & 4 Consecutive Red Candles & Intraday Low below LBB 41 41 100 1.72 0.9
RSI (14) below 30 & 3 Consecutive Down Days & 3 Consecutive Red Candles 40 40 100 2.45 1.42
RSI (14) below 30 & RSI (2) below 5 & 3 Consecutive Red Candles 39 39 100 2.37 1.21
Losers with 1Xstd(50) down move & Month Closing Low & 4 Consecutive Red Candles 39 39 100 1.79 0.99
4 Consecutive Red Candles & Volume Losers 150% 38 38 100 1.7 0.62
4 Consecutive Down Days & Volume Losers 150% 37 37 100 1.75 0.9
Losers with 1Xstd(20) down move & Month Low & 4 Consecutive Red Candles 37 37 100 1.9 0.99
4 Consecutive Red Candles & Below SMA 20 & Volume Losers 150% 37 37 100 1.73 0.68
Losers with 1Xstd(50) down move & Month Low & 4 Consecutive Red Candles 36 36 100 1.8 1.04
Losers with 1Xstd(50) down move & 4 Consecutive Red Candles & Close below LBB 36 36 100 1.85 0.95
2 Consecutive Down Days & 4 Consecutive Red Candles & Volume Losers 150% 36 36 100 1.78 0.79
Close in the Bottom Range & 5 Consecutive Red Candles 35 35 100 1.6 0.99
RSI (2) below 10 & 4 Consecutive Down Days & Volume Losers 150% 35 35 100 1.82 0.99
RSI (2) below 10 & 4 Consecutive Red Candles & Volume Losers 150% 35 35 100 1.81 0.9
Ten Day Low Close & 4 Consecutive Down Days & Volume Losers 150% 35 35 100 1.83 0.99
Close in the Bottom Range & RSI (14) below 30 & 3 Consecutive Red Candles 34 34 100 2.21 1.39
Close in the Bottom Range & Ten Day Low Close & 5 Consecutive Red Candles 34 34 100 1.64 1
RSI (14) below 30 & 3 Consecutive Red Candles & Close below S1 34 34 100 2.16 1.38
Quarter Low & 4 Consecutive Red Candles & Close below LBB 34 34 100 2.43 1.24
4 Consecutive Red Candles & Close below S2 33 33 100 1.56 0.75
Close in the Bottom Range & RSI (2) below 5 & 5 Consecutive Red Candles 33 33 100 1.66 1.02
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Close in the Bottom Range & 2 Consecutive Down Days & 5 Consecutive Red Candles 33 33 100 1.65 0.99
RSI (14) below 30 & 3 Consecutive Red Candles & Open -1% 33 33 100 2.61 1.57
RSI (2) below 2 & 3 Consecutive Red Candles & Close below S2 33 33 100 1.86 0.99
Long Red Candle & 4 Consecutive Red Candles & Close below S2 32 32 100 1.58 0.74
Close in the Bottom Range & RSI (14) below 30 & 3 Consecutive Down Days 32 32 100 2.21 1.39
Close in the Bottom Range & 5 Consecutive Red Candles & Below SMA 50 32 32 100 1.67 0.99
RSI (14) below 30 & Losers with 1Xstd(50) down move & 3 Consecutive Red Candles 32 32 100 2.13 1.14
RSI (14) crossed below 30 & 2 Consecutive Down Days 31 31 100 1.22 1.04
Close in the Bottom Range & 3 Consecutive Down Days & 5 Consecutive Red Candles 31 31 100 1.61 0.99
RSI (14) below 30 & Losers with 1Xstd(20) down move & 3 Consecutive Red Candles 31 31 100 2.2 1.18
RSI (14) below 30 & 3 Consecutive Red Candles & Today -1% 31 31 100 2.71 1.57
RSI (2) below 2 & 3 Consecutive Down Days & Volume Losers 150% 31 31 100 2.13 0.96
RSI (2) below 2 & 3 Consecutive Red Candles & Volume Losers 150% 31 31 100 2.15 0.96
RSI (2) below 5 & 4 Consecutive Red Candles & Volume Losers 150% 31 31 100 1.87 0.56
4 Consecutive Down Days & Below SMA 50 & Volume Losers 150% 31 31 100 1.73 0.68
4 Consecutive Red Candles & Today -1% & Close below S2 31 31 100 1.63 0.8
4 Consecutive Red Candles & Below SMA 50 & Volume Losers 150% 31 31 100 1.72 0.56
Close in the Bottom Range & 4 Consecutive Down Days & 5 Consecutive Red Candles 30 30 100 1.66 0.99
Close in the Bottom Range & 5 Consecutive Down Days & 4 Consecutive Red Candles 30 30 100 1.82 1.06
RSI (14) below 30 & RSI (2) below 2 & 3 Consecutive Red Candles 30 30 100 2.81 2.07
RSI (2) below 2 & 3 Consecutive Red Candles & Today -2% 30 30 100 2.95 2.62
RSI (2) below 5 & 4 Consecutive Down Days & Volume Losers 150% 30 30 100 1.91 0.56
4 Consecutive Down Days & 3 Consecutive Red Candles & Close below S2 30 30 100 1.69 0.87
RSI (14) below 30 & 4 Consecutive Red Candles 29 29 100 2.68 1.26
Close in the Bottom Range & RSI (14) crossed below 30 & 2 Consecutive Down Days 29 29 100 1.26 1.04
Close in the Bottom Range & RSI (14) below 30 & RSI (2) below 2 29 29 100 2.38 1.56
RSI (14) crossed below 30 & Quarter Closing Low & 2 Consecutive Down Days 29 29 100 1.18 1.04
4 Consecutive Down Days & 4 Consecutive Red Candles & Close below S2 29 29 100 1.7 0.84
Close in the Bottom Range & RSI (2) below 2 & 5 Consecutive Down Days 28 28 100 1.83 1.04
Close in the Bottom Range & Month Closing Low & 5 Consecutive Red Candles 28 28 100 1.84 1.13
Close in the Bottom Range & 5 Consecutive Down Days & 5 Consecutive Red Candles 28 28 100 1.74 1
RSI (14) crossed below 30 & 2 Consecutive Down Days & Close 2Xstd below 50 DMA 28 28 100 1.15 0.95
RSI (14) below 30 & RSI (2) below 5 & 4 Consecutive Red Candles 28 28 100 2.64 1.23
RSI (14) below 30 & Month Low & 4 Consecutive Red Candles 28 28 100 2.73 1.61
RSI (2) below 10 & Crossed below SMA 50 & Volume Losers 150% 28 28 100 0.55 0.35
Losers with 1Xstd(50) down move & 4 Consecutive Red Candles & Close below S2 28 28 100 1.59 0.82
Month Closing Low & 4 Consecutive Down Days & Volume Losers 150% 28 28 100 2.05 0.95
Month Closing Low & 4 Consecutive Red Candles & Volume Losers 150% 28 28 100 2.04 0.79
4 Consecutive Red Candles & Intraday Low below LBB & Volume Losers 150% 28 28 100 2.02 0.73
Close in the Bottom Range & 5 Consecutive Down Days & Intraday Low below LBB 27 27 100 1.92 1.36
RSI (14) crossed below 30 & RSI (2) below 10 & 2 Consecutive Down Days 27 27 100 1.24 1.04
RSI (14) crossed below 30 & 2 Consecutive Down Days & Intraday Low below LBB 27 27 100 1.13 0.9
RSI (14) below 30 & 2 Consecutive Down Days & 4 Consecutive Red Candles 27 27 100 2.78 1.26
RSI (14) below 30 & 4 Consecutive Red Candles & Intraday Low below LBB 27 27 100 2.69 1.26
Losers with 1Xstd(50) down move & 4 Consecutive Red Candles & Close 2Xstd below 50 DMA 27 27 100 2.01 1.1
4 Consecutive Down Days & Intraday Low below LBB & Volume Losers 150% 27 27 100 2.07 0.9
4 Consecutive Red Candles & Below SMA 50 & Close below S2 27 27 100 1.59 0.74
RSI (14) crossed below 30 & Month Low & 2 Consecutive Down Days 26 26 100 1.3 1.04
RSI (14) below 30 & 4 Consecutive Down Days & 3 Consecutive Red Candles 26 26 100 2.8 1.61
RSI (14) below 30 & 4 Consecutive Red Candles & Close below LBB 26 26 100 2.76 1.61
RSI (2) below 2 & 4th Quarter & Below SMA 50 26 26 100 2.28 1.41
5 Consecutive Down Days & 3 Consecutive Red Candles & Today -1% 26 26 100 2.4 1.18
Long Red Candle & RSI (14) below 30 & 3 Consecutive Red Candles 25 25 100 2.07 1.04
Close in the Bottom Range & 5 Consecutive Down Days & Today -1% 25 25 100 1.76 0.99
Close in the Bottom Range & 5 Consecutive Down Days & Close below LBB 25 25 100 1.98 1.36
Close in the Bottom Range & 5 Consecutive Down Days & Close below S1 25 25 100 1.77 0.99
Close in the Bottom Range & 4 Consecutive Red Candles & Close below S2 25 25 100 1.94 0.9
Close in the Bottom Range & 5 Consecutive Red Candles & Intraday Low below LBB 25 25 100 1.95 1.15
RSI (14) crossed below 30 & Losers with 1Xstd(20) down move & 2 Consecutive Down Days 25 25 100 1.17 0.9
RSI (14) crossed below 30 & Losers with 1Xstd(50) down move & 2 Consecutive Down Days 25 25 100 1.13 0.9
RSI (14) crossed below 30 & Quarter Low & 2 Consecutive Down Days 25 25 100 1.22 1.04
RSI (14) crossed below 30 & 2 Consecutive Down Days & Close below LBB 25 25 100 1.11 0.72
RSI (14) below 30 & 3 Consecutive Red Candles & One Week -5% 25 25 100 3.15 2.76

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RSI (2) below 2 & Worst One Day % Loss in a Month & 3 Consecutive Down Days 25 25 100 1.73 0.9
RSI (2) below 2 & Worst One Day % Loss in a Month & 3 Consecutive Red Candles 25 25 100 1.72 0.9
Losers with 1Xstd(20) down move & Quarter Closing Low & 4 Consecutive Red Candles 25 25 100 2.09 1.09
Losers with 1Xstd(20) down move & 4 Consecutive Red Candles & Close 2Xstd below 50 DMA 25 25 100 2.12 1.1
Month Low & 4 Consecutive Red Candles & Volume Losers 150% 25 25 100 2.06 0.9
Worst One Day % Loss in a Month & Close below LBB & Crossed below SMA 50 25 25 100 0.93 0.55
2 Consecutive Down Days & Crossed below SMA 50 & Volume Losers 150% 25 25 100 0.68 0.42
4 Consecutive Red Candles & Today -2% 24 24 100 3.14 2.48
Long Red Candle & 3 Consecutive Red Candles & Today -3% 24 24 100 2.63 2.02
Close in the Bottom Range & RSI (2) below 2 & 5 Consecutive Red Candles 24 24 100 1.96 1.13
RSI (14) below 30 & 3 Consecutive Down Days & 4 Consecutive Red Candles 24 24 100 2.93 1.61
RSI (2) below 2 & Losers with 2Xstd(20) down move & 3 Consecutive Down Days 24 24 100 1.82 1.04
RSI (2) below 2 & Losers with 2Xstd(50) down move & 3 Consecutive Down Days 24 24 100 2.14 1.25
RSI (2) below 2 & Losers with 2Xstd(50) down move & 3 Consecutive Red Candles 24 24 100 2.13 1.25
RSI (2) below 5 & 4th Quarter & 4 Consecutive Down Days 24 24 100 2.58 1.64
4th Quarter & 4 Consecutive Down Days & Intraday Low below LBB 24 24 100 2.62 1.35
Worst One Day % Loss in a Month & Close crossed below LBB & Crossed below SMA 50 24 24 100 0.82 0.53
2 Consecutive Down Days & 5 Consecutive Red Candles & Today -1% 24 24 100 2.5 1.18
4 Consecutive Down Days & 3 Consecutive Red Candles & Today -2% 24 24 100 3.06 1.9
4 Consecutive Down Days & Open -1% & Volume Losers 150% 24 24 100 2.41 1.1
4 Consecutive Red Candles & Open -1% & Volume Losers 150% 24 24 100 2.42 1.1
Losers with 1Xstd(20) down move & 5 Consecutive Red Candles 23 23 100 1.9 1.1
Losers with 1Xstd(50) down move & 5 Consecutive Red Candles 23 23 100 1.89 1.1
Long Red Candle & Close in the Bottom Range & 5 Consecutive Down Days 23 23 100 1.76 0.99
Long Red Candle & 3 Consecutive Down Days & Today -3% 23 23 100 2.6 1.57
Close in the Bottom Range & Losers with 1Xstd(20) down move & 5 Consecutive Down Days 23 23 100 1.93 1.1
Close in the Bottom Range & 5 Consecutive Red Candles & Close below LBB 23 23 100 2.03 1.15
RSI (14) crossed below 30 & 2 Consecutive Down Days & Today -1% 23 23 100 1.15 0.9
RSI (14) below 30 & RSI (2) below 2 & 4 Consecutive Red Candles 23 23 100 2.98 1.96
RSI (14) below 30 & RSI (2) below 5 & Volume Losers 150% 23 23 100 2.41 1.04
RSI (14) below 30 & 3 Consecutive Red Candles & Today -2% 23 23 100 3.23 2.96
RSI (14) below 30 & 3 Consecutive Red Candles & Volume Losers 150% 23 23 100 2.66 1.1
RSI (2) below 2 & Williams %R moved below -90 & 3 Consecutive Down Days 23 23 100 1.6 0.99
RSI (2) below 2 & Losers with 2Xstd(20) down move & 3 Consecutive Red Candles 23 23 100 1.87 1.1
RSI (2) below 5 & 4th Quarter & Above SMA 200 23 23 100 1.16 0.91
RSI (2) below 5 & 4 Consecutive Red Candles & Today -2% 23 23 100 3.2 2.76
Williams %R moved below -90 & 4 Consecutive Down Days & Intraday Low below LBB 23 23 100 1.3 0.84
Losers with 1Xstd(20) down move & Quarter Low & 4 Consecutive Red Candles 23 23 100 2.3 1.1
Losers with 1Xstd(20) down move & 5 Consecutive Down Days & 3 Consecutive Red Candles 23 23 100 1.95 1.25
Losers with 2Xstd(50) down move & Close below LBB & Crossed below SMA 50 23 23 100 0.87 0.44
Month Low & 4 Consecutive Down Days & Volume Losers 150% 23 23 100 2.2 0.99
Month Low & 4 Consecutive Red Candles & Today -2% 23 23 100 3.18 2.76
2 Consecutive Down Days & 4 Consecutive Red Candles & Today -2% 23 23 100 3.26 2.76
2 Consecutive Down Days & 5 Consecutive Red Candles & Close below S1 23 23 100 1.88 1.02
3 Consecutive Down Days & 5 Consecutive Red Candles & Today -1% 23 23 100 2.47 1.1
5 Consecutive Down Days & 4 Consecutive Red Candles & Today -1% 23 23 100 2.61 1.25
4 Consecutive Red Candles & Today -2% & Below SMA 50 23 23 100 3.02 2.21
4 Consecutive Red Candles & Intraday Low below LBB & Close below S2 23 23 100 1.96 0.84

and the whole le here

(https://www.dropbox.com/s/uvr18mu9ydz29my/ES_F_10_Oct_2018.xlsx?dl=0)

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