Tax Day Strategy, RSI, Dark Cloud Cover, Interest Rate Filter, End of Month, Seasonal Short, Bitcoin Momentum, Santa Claus Rally, Williams %R

Explore 10 diverse, backtested trading strategies for S&P 500, Nasdaq, Bitcoin, and more. Featuring RSI, Dark Cloud Cover, and seasonal patterns for daily chart

Published · Updated · Methodology: Technical Indicators

Part of: EMA Strategies

  • Methodology: Technical Indicators
  • Content type: strategy
  • Timeframes: Daily
  • Markets: S&P 500, NASDAQ 100, Russell 2000, Bitcoin, Long-term Treasury Bonds (TLT)

Indicators used

  • RSI
  • EMA
  • Williams %R
  • Candlestick Pattern: Dark Cloud Cover

Source video

Decoded from: 10 Trading Strategies (Backtested) by Quantified Strategies — watch the original

Key timestamps:

  • 0:15 - Tax Day Strategy rules
  • 0:55 - RSI Strategy rules
  • 1:38 - Dark Cloud Cover Strategy rules
  • 2:24 - NASDAQ 100 & TLT Strategy rules
  • 3:28 - 10-Year Treasury Yield Filter Strategy rules
  • 4:25 - End of Month Strategy rules
  • 5:00 - Seasonal Short Strategy rules
  • 5:38 - Bitcoin Momentum Strategy rules
  • 6:35 - Santa Claus Rally Strategy rules
  • 7:15 - Williams %R Strategy rules

Strategy overview

An exponential moving average weights recent prices more heavily than older ones, which is why it turns up as a trend reference in rule sets of every description — but this entry is not a moving-average video. It decodes "10 Trading Strategies (Backtested)" from Quantified Strategies, an anthology that runs a full roster of setups end to end in one sitting, and the average is a single line item on that roster. What makes it worth reading as a group rather than as a list is the company the average keeps.

The roster splits along an unusual line. Four of the named strategies are date-driven — Tax Day, end of month, a seasonal short, and the Santa Claus rally — anchored to the calendar rather than to price. Others are pattern- or oscillator-driven: a Dark Cloud Cover candlestick setup, RSI, Williams %R. And several cross asset classes entirely, pairing an equity index against Treasuries, using the 10-year yield as a filter on a trade rather than as the trade itself, and adding a bitcoin momentum entry alongside the equity and bond work. Everything sits on the daily bar, which is the resolution calendar effects require; it also means the moving average here is doing swing-length trend work, not intraday signalling.

The pacing is the other half of the story. The chapter markers on record run from 0:15 to 4:25 and number six — roughly forty-five seconds per strategy, each marker labelled simply as that strategy's "rules" — so the delivery is rules-first and context-free by construction, and the markers stop several strategies short of the ten the title counts. The "(Backtested)" in that title is not accompanied by any reported figures here, and at least one of the setups has its quantified version shown on screen rather than spoken aloud. No rule set for this entry is on record, so what this page offers is the concept and a map of what the source covers and how briefly it covers each piece.

Topics

trading strategy · pine script · technical indicators · daily trading strategy · seasonal strategy · rsi strategy · dark cloud cover strategy · bitcoin trading strategy · s&p 500 strategy · nasdaq 100 strategy · williams %r strategy · long-term treasury bonds trading · momentum strategy · supply demand strategy · swing trading

Frequently asked questions

What is the "10 Trading Strategies (Backtested)" video about?

It is a compilation from the Quantified Strategies channel that presents a series of distinct systematic setups back to back rather than developing one idea in depth. The named strategies span calendar effects, candlestick patterns, oscillators, and cross-asset filters, all framed as rule-based approaches on daily data.

How does an exponential moving average fit into a list like this one?

In a compilation of this kind the EMA is not the strategy — it is one of the trend references available to a rule set, sitting alongside calendar dates, candlestick patterns and yield filters as another mechanical input. On daily bars an EMA typically defines swing-length trend direction rather than generating entries by itself.

How reliable are calendar-based strategies like Tax Day or the Santa Claus rally?

Calendar and seasonal effects are easy to define and easy to test, but they carry a structural sample-size problem: an annual effect generates only one observation per year, so decades of data still produce a small number of trades. That makes them unusually prone to looking strong in a backtest and unusually hard to confirm out of sample — treat any seasonal edge as a hypothesis to verify, not a result.

Where can I find the actual rules for each of these strategies?

This entry catalogues what the source covers rather than reproducing a rule set — the video states the conditions itself, and in at least one case displays the quantified version on screen instead of saying it aloud. Strategy Decoder indexes video sources like this one so you can identify which setups are worth extracting and testing on your own data.

About this strategy page

This trading strategy was decoded by Strategy Decoder's AI from a public YouTube trading video and turned into a structured, reviewable specification. In the interactive app this page shows the full entry and exit logic, risk management settings, the indicators involved with their parameters, AlgoWizard-compatible logic and a Pine Script export ready for TradingView backtesting — plus an automated backtest verdict when one has been computed for this strategy.

Strategy Decoder catalogs 2,229 decoded strategies. Each one is extracted with confidence scoring, cross-linked to the indicators it uses, and kept up to date as new videos are processed daily. Load this page with JavaScript enabled to use the interactive tools, or start from the strategy explorer to filter by methodology, market and timeframe.

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