We offer short-term position and trend-following trading systems fully tested for significance against random systems.
Price Action Lab Short-term Position Trading Systems
These systems combine runs (momentum) and mean-reversion signals.
The Price Action Lab SPY2p5 system outperformed the market in 2012. This is a position trading system based on daily OHLC bars that can be fully automated. Full code is provided for Tradestation and Amibroker and partial condition code for other platforms. Click here for more details.
The SPY2p5 trading system is available for sale through the Price Action Lab website.
A limited number of licenses of the software that was used to generate the system are also available. Click here for details of what you can do with the software.
PSI – The Probability State Indicator™ position and trend-following system
This is a trading system suitable for use by diversified CTAs and hedge funds. It is based on a very elegant indicator that has only one parameter. The system has remained profitable across 18 markets with no parameter change. Click here for more details. Code is provided for Amibroker. Contact us for more details.
Adaptive Trend-following system
The TFadapt system is a long/short trend-following system that adapts to changing market conditions. Suitable for both qualified longer-term traders and funds. Click here for more details, here for performance results in stock indices and here for performance results in SPY and QQQ. Code is provided for Amibroker. Price: $8K. Contact us for more details.
System licenses require signing an agreement that prohibits distribution of the code and generated signals. A performance report can be produced before a sale is made for up to 10 markets with data supplied by the customer. The results will be reproducible by the customer (no randomness is involved in the system decisions).
Before ordering any of our products please make sure you read this disclaimer.