Tag Archives: trading strategy

Using Leveraged ETFs With Mean-Reversion Strategies

In this article we analyze the performance of our mean-reversion strategies with three leveraged ETFs. Returns increase along with risk as expected.

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Developing A Trading Strategy For TLT ETF With DLPAL S

In this article we use DLPAL S to develop a trading strategy for TLT ETF. We also discuss two alternatives methods of validation based on out-of-sample testing and tests on comparable securities.

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S&P 100 Long/Short Market Neutral Results For August 24, 2017

The long/short market neutral strategy gained 0.41% from the open to the close of Thursday, August 24, 2017.

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DJIA Long/Short Market Neutral Results For August 18, 2017

The long/short market neutral strategy gained 0.42% from the open to the close of Friday, August 18, 2017.

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DJIA Long/Short Market Neutral Results For August 16, 2017

The long/short market neutral strategy gained 0.21% from the open to the close of Wednesday, August 16, 2017.

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Fluxionization Trading Strategy For S&P 100 Stocks

The Fluxionization™ strategy (FLUXSP100) makes use of Isaac Newton’s fluxions and probability theory to trade long-only S&P 100 stocks. The strategy has performed well even during the financial crisis bear market with a hypothetical return of about +9%.

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