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Weekly Strategy Performance Recap – July 6, 2018

Year-to-date performance results of seven systematic strategies as of close of July 6, 2018.

Strategy YTD  Weekly Change
SPYLSMAW +4.1% +1.6%
MRSPYW +5.9% +1.6%
ETF2RW -0.2% -0.4%
ETF4RW +0.6% -0.4%
DOWW +0.8% +3.2%
FAANGW +15.5% +0.1%
MRDOWW  +6.9% +1.9%

FAANG L/S and Dow Mean-reversion weekly signals are included in our weekly premium analysis. Weekly signals of all strategies are included in weekly premium signals report.  Subscribers to Premium Signals receive the weekly premium analysis as a bonus and access to all premium content, including articles and books. Click here to register.

Comments

DOWW (top/bottom 3 stocks long/short) had the largest gain of +3.2% last week, followed by MRDOWW (Dow stocks mean-reversion) at +1.9%.

For more information about the strategies click the relevant links in the above table and also here.

Important disclaimers

  • The above performance results are based on backtests. Performance is net of $0.01/share commission. Slippage is not included but may affect results. Please read our Disclaimer.
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