Trend Following Stocks

The strategy trades individual equities using a simple trend filter. Stocks trading above a moving average are bought, while those below are avoided or shorted.

The portfolio is refreshed weekly with equal position sizing and trailing stops to protect capital.

Details

• Data: Daily stock closes.
• Entry: Buy when price > moving average; short when below.
• Exit: Price crosses back through average or stop hit.
• Instruments: Liquid equities.
• Risk: Trailing stop and position cap.