Below are details of 2017 performance of Mean-reversion Signals for traders and Market Signals for longer-term investors.
Mean-reversion signals are generated by two long-only strategies, MR1 and MR5, trading SPY in daily timeframe. Leveraged ETFs (UPRO, SPXL, SSO) can be used for higher performance at increased risk. Updates are posted before the market open when there are new signals. Click here for more details.
Premium signals are generated by ADAPT, an adaptive long/short trend-following strategy, and ETF4R, a long-only ETF rotation strategy. Updates are posted after the close of each month or when there are new entry or exit signals. Click here for more details.
|MR1 SPY||9.0%||-1.9%||Mean-reversion Signals|
|MR1 UPRO||26.6%||-5.5%||Mean-reversion Signals|
|MR5 SPY||10.3%||-1.3%||Mean-reversion Signals|
|MR5 UPRO||32.6%||-3.8%||Mean-reversion Signals|
|ADAPT SPY||21.3%||-2.6%||Market Signals|
- Performance is based on backtests
- Commission of $0.01/share is included in all backtests above. Equity is fully invested except in the case of ETF4R where there are maximum two open positions open with 50% equity allocation
Disclaimer: The Mean-reversion Signals and Market Signals service are provided as an educational trading tool for informational purposes only and do not constitute investment advice. We do not warrant the accuracy, completeness, fitness or timeliness for any particular purposes of the signals. Under no circumstances the signals should be treated as financial advice. The author of this website is not a registered financial adviser. Read the full disclaimer here.
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