Guerilla Fear/Greed Index Strategy

2020년 11월 25일

This strategy combines NAAIM Exposure Index and the Equity Put/Call Ratio into Fear/Greed Index that oscillates between 0 and 100.

It smooths all of these values and enters a trade when Fear reaches a certain threshold and exits when Greed reaches a certain threshold.

I don't really know if this is a great indicator or not, but the results on various indexes are pretty good, especially TQQQ.

Was inspired by the knowledge gained following RolandoSantos.