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 Proper Order Definition Backtests  for Trading ETFs Based on Major Market Indexes The Security Trading Analytics blog includes a growing series of posts featuring the Proper Order Gain Lock-in (POGL) model. This model specifies buy and sell dates for a trading instrument, such as SPY, based on a proper order relationship between closing prices, selected EMA series, and daily price action. A major driver behind this expanding series is the model's repeated success across different contexts. For those looking to get up to speed, a couple of these historical posts are accompanied by audio deep dives to help you easily learn more about the mechanics. A Preliminary Analysis of EMA Lengths and Price Action in a Buy-Sell Model What are Single-Stock ETFs and Should I Invest in Them? A Model to Lock-in Gains When Trading Single-stock ETFs Should I Trade Single-Stock Leveraged ETFs? Posts On Single-Stock ETFs and Modeling Buy-Sell Decisions This analysis expands into uncharted territor...
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 Posts On Single-Stock ETFs and Modeling Buy-Sell Decisions My personal blog, Security Trading Analytics, aims to empower visitors who seek examples and demonstrations of quantitative methods for tracking, analyzing, and projecting security prices.   Another blog goal is to present methods and resources that are practical and useful for individuals and small consulting practices that wish to improve their trading, investing, and analysis skills via quant methods.  Additionally, my blog does not shy away from disruptive stances, such as for single-stock leveraged ETFs. This post highlights a recent Security Trading Analytics post titled “Should I Trade Single-Stock Leveraged ETFs?”.  You can learn here about the origins of single-stock ETFs for public trading in the United States.  Around the date that single-stock ETFs initially became available for public trading in July 2022, the Securities and Exchange Commission (SEC) Office of Investor Education and A...
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