Category Archives: Trading Strategies
In this article we look at the effects of dividend adjusted data on portfolio backtests.
By some measures, this is the most dangerous stock market of all time. Traditional technical and fundamental analysis are seriously limited in this new environment. A systematic approach could offer some protection when normalization begins.
Below is the list of systematic strategies that generate signals for our Weekly Premium Signals Service.
Year-to-date performance results of seven systematic strategies as of close of July 6, 2018.
Our Weekly Premium Signals report now includes mean-reversion signals for SPY ETF. The strategy that generates the signals is not data-mined but based on our robust PSI5 algo, which is essentially a formula from a text on probability and statistics … Continue reading