This article was printed in Alan Hull’s weekly newsletter ‘ActVest’ for Active Investors in March 2005 (available from www.alanhull.com) and is reprinted here with Alan’s permission....
This is a rather simple strategy with which I am sure a lot of seasoned traders are very familiar, possibly under some other name with which I am not familiar. I wanted to write about it because I don’t see anyone talking about it anymore. Since the...