Cohen, Gil - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-9
In this research, we test whether common trading oscillators can outperform the buy-and-hold strategy (B&H) using six … technical tools for trading the examined ETFs. While the CCI performs better for the more volatile ETFs (XLF and XLK), the BB … was superior for trading IWM and XLI which are less volatile. We also recommend the CCI strategy for trading the SPY. No …