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Performance Of Premium Signals in 2017

Below are details of 2017 performance of Mean-reversion Signals for traders and Market Signals for longer-term investors.

Mean-reversion signals

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.

Market signals

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.

2017 performance

Strategy Return Max. DD Service
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
ETF4R 13.2% -0.5% 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.

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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