Price Action Lab Blog Investor Strategies Performance in 2016

Price Action Lab Blog Blog offers two investor strategies. Below are performance details for 2016.

The strategies are listed in the table below. Click here for more details.

Strategy Market(s) Timeframe System Type
ETF4R 4 ETFs Monthly Momentum/Rotation
ADAPT SPY Daily Adaptive trend-following

2016 Performance

Strategy Return Max.  DD Sharpe Trades
ETF4R +9.9% -8% 0.78 9L 
ADAPT +3.8% -12.9% 0.76 2L

Notes

  • Commission of $0.01/share is included in all cases. Equity is fully invested except in the case of ETF4R where there are maximum two open positions open with 50% equity allocation.
  • The ADAPT strategy was long from 10/28/2011 to 01/14/2016 with a net return of 48.1%. There was a correction in January of 2016 that impacted performance for the rest of the year. Note that the win rate of ADAPT strategy has been 100%.
  • ADAPT is long/short strategy, ETF4R is long-only strategy

Signals for ETF4R and ADAPT are provided in Market Signals premium reports.

Disclaimer:  No part of the analysis in this blog constitutes a trade recommendation. The past performance of any trading system or methodology is not necessarily indicative of future results. Read the full disclaimer here.

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Copyright notice: Any unauthorized copy, reproduction, distribution, publication, display, modification, or transmission of any part of this report is strictly prohibited without prior written permission. 

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