Sentences with phrase «choppy market strategy»

Not exact matches

That's extraordinary in a super choppy market, but it is exactly the kind of strategy that thrives during periods of high volatility.

Choppy» markets, in which markets are trend-less can also reduce the strategy's returns as securities bounce above and below long - term moving averages without establishing a trend.

The covered call premium was significant, up 66.4 % over the period, as we might expect of a covered call strategy in a relatively flat and choppy market, especially apparent in the 2004 - 6 and post 2009 periods.

The back test suggests that this strategy works in an upward trending market but tends to perform poorly during choppy or flat markets.

The conditions were ideal for defensive strategies, as the markets were both choppy and directionless (since September 2014, the S&P 500 (TR) is essentially flat).