Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
5 documents
This strategy uses the 10-year U.S. Treasury yield to decide whether to hold the S&P 500 or move to cash. It ranks the latest daily yield within its recent high-low range, using a configurable lookback period. When the yield is above a configurable threshold…
The Global Equities Momentum approach allocates among U.S. stocks, international stocks, and U.S. aggregate bonds. Each month, it compares the trailing 12-month performance of the two equity markets and selects the stronger one, provided U.S. stocks have…
This strategy, inspired by Linda Bradford Raschke’s work on US Treasury note futures, uses a five-day simple moving average to define trend direction. It watches for price to remain on the opposite side of the average for more than eight days, then enters…
This charting script gathers mortgage rate series and lets users display selected categories, including adjustable-rate and fixed-rate loans, purchase and refinance rates, government-backed and conforming loans, and provider-specific series. It includes data…
This algorithm ranks a universe of growth and safety ETFs using a weighted combination of one month and three month performance. About every month, it selects the symbol with the highest score. If that top-ranked fund has a positive score, the algorithm…