McClellan Oscillator on UVOL-DVOL: S&P Trend Following Strategy

I have to play with this more, but I modified my McClellan VOLD Ratio “Bottom Finder” to use just UVOL-DVOL as the source signal on the S&P daily candles, and it seems that buying the first higher low and selling the trend break has alpha over buy and hold with better sharpe ratio.

I haven’t tested this extensively – leaving this here to return to and see if this works in different scenarios.