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.
- 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.