Trading Momentum Reversals in the Stock Index Futures and Portfolio Analysis


This is a brand new strategy called Momentum Reversals 2022 for the E-mini S&P and E-mini Nasdaq. This is a long short strategy that works well since May 2020. It is hard to imagine having a strategy that does this well on the short side in a strong uptrend. We show you the results from May 2020 as well as the results to January 1, 2007 with slippage and commission. We also show how it has been added to the Portfolio Calculator and when you should add it to your trading.

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