Price Action Lab Blog

Premium Market Analysis

Trading Strategies

Weekly Strategy Performance Recap – May 11, 2018

Performance results of systematic strategies as of close of May 11, 2018.

Strategy Previous week YTD Change
SPYLSMAW +0.1% +2.7% +2.6%
ETF2RW -1.2% +0.3% +1.5%
ETF4RW +0.9% +2.4% +1.5%
DOWW L/S Top/Bottom 3 -5.1% -5.7% -0.6%
FAANG L/S +15.7% +17.5% +1.8%
DOW MR5 Mean-reversion  +1.5% +1.9% +1.9%

FAANG L/S and Dow Mean-reversion weekly signals are included in our weekly premium analysis. The weekly signals of the other strategies are included in our weekly premium signals report that also includes the weekly premium analysis as a bonus.


No change in signals for trend-following and rotation strategies: SPYLSMAW, ETF2RW and ETF4RW.

Weekly top/bottom 3 DOW performance was impacted by a short in AAPL two weeks ago and by constant mean-reversion.

Weekly FAANG recovered from the AAPL short two weeks ago. Below is the equity curve since 2016.

Important disclaimers

  • The above performance results are based on backtests. Please read our Disclaimer.
  • All content within this website constitutes the author’s own opinions, it is provided for informational purposes only and does not constitute investment advice. Please read our Disclaimer and Terms and Conditions.


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. 

Leave a Reply

Theme by Anders Norén