Stock Predictor trading strategy

X-Y Day Filter

X-Y Day Filter is a time-based exit rule. It buys the stock at the current price, holds it for X days and sells. It then waits Y days after the sale before it buys again.

Strategy group

Price, volatility and time filters

Based on

Time in position

Typical parameters

X = holding days, Y = waiting days

It is useful for testing how long a position should be held, and as the sell side of a combined strategy when you trust another strategy’s buy signals.

Trading signals

• Buy when Y days have passed since the last sale.
• Sell when the position has been held for X days.

Strategy rules

GO LONG
STAY IN FOR X DAYS
SELL
WAIT Y DAYS
GO LONG AGAIN

Where X is the holding period and Y the waiting period, both in trading days.